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Two Sigma Investments Portfolio holdings
AUM
$124B
1-Year Est. Return
33.93%
This Fund
S&P 500
This Quarter
Est. Return
+1.75%
1 Year Est. Return
+33.93%
3 Year Est. Return
+96.56%
5 Year Est. Return
+105.93%
10 Year Est. Return
+538.83%
AUM
$21B
AUM Growth
+$144M
(+0.69%)
Cap. Flow
-$667K
Cap. Flow
% of AUM
-0%
Top 10 Holdings %
Top 10 Hldgs %
8.27%
Holding
3,420
New
785
Increased
1,001
Reduced
942
Closed
675
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
McDonald's
MCD
|
+$129M |
| 2 |
AutoZone
AZO
|
+$111M |
| 3 |
Eli Lilly
LLY
|
+$107M |
| 4 |
Motorola Solutions
MSI
|
+$100M |
| 5 |
Johnson Controls International
JCI
|
+$97.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
BRCM
BROADCOM CORP CL-A
BRCM
|
+$179M |
| 2 |
PCP
PRECISION CASTPARTS CORP
PCP
|
+$142M |
| 3 |
Union Pacific
UNP
|
+$131M |
| 4 |
Valero Energy
VLO
|
+$112M |
| 5 |
US Bancorp
USB
|
+$109M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 13.08% |
| 2 | Healthcare | 12.73% |
| 3 | Consumer Discretionary | 11.85% |
| 4 | Industrials | 10.53% |
| 5 | Financials | 7.75% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
XRM
2101
DELISTED
Xerium Technologies Inc (new)
XRM
| $468K | ﹤0.01% |
89,597
+15,868
| +22% | +$129K |
|
2102
PUT
CMS Energy
CMS
$22.4B
| $467K | ﹤0.01% |
11,000
+5,000
| +83% | +$196K |
|
2103
PUT
Wynn Resorts
WYNN
$10.5B
| $467K | ﹤0.01% |
+5,000
| New | +$369K |
|
|
LDL
2104
DELISTED
Lydall, Inc.
LDL
| $467K | ﹤0.01% |
14,371
-3,296
| -19% | -$96.7K |
|
|
ACTA
2105
DELISTED
Actua Corp
ACTA
| $467K | ﹤0.01% |
51,557
+38,578
| +297% | +$345K |
|
2106
PUT
Kohl's
KSS
$2.23B
| $466K | ﹤0.01% |
+10,000
| New | +$469K |
|
|
UBA
2107
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $465K | ﹤0.01% |
22,219
-23,781
| -52% | -$473K |
|
2108
CALL
Darden Restaurants
DRI
$23.9B
| $464K | ﹤0.01% |
+7,000
| New | +$443K |
|
2109
CALL
Diamondback Energy
FANG
$52.4B
| $463K | ﹤0.01% |
+6,000
| New | +$423K |
|
|
2110
PUT
Diamondback Energy
FANG
$52.4B
| $463K | ﹤0.01% |
+6,000
| New | +$423K |
|
2111
PUT
Deere & Co
DE
$165B
| $462K | ﹤0.01% |
+6,000
| New | +$470K |
|
2112
CALL
Alcoa
AA
$12.6B
| $460K | ﹤0.01% |
19,975
-2,913
| -13% | -$59.3K |
|
2113
Ezcorp Inc
EZPW
$1.83B
| $460K | ﹤0.01% |
155,015
+45,929
| +42% | +$144K |
|
2114
PUT
Zions Bancorporation
ZION
$10.5B
| $460K | ﹤0.01% |
+19,000
| New | +$437K |
|
|
TCS
2115
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
| $460K | ﹤0.01% |
5,229
+686
| +15% | +$54.2K |
|
|
PX
2116
PUT
DELISTED
Praxair Inc
PX
| $458K | ﹤0.01% |
4,000
+2,000
| +100% | +$209K |
|
|
ABAX
2117
DELISTED
Abaxis Inc
ABAX
| $458K | ﹤0.01% |
10,085
-14,444
| -59% | -$642K |
|
2118
CALL
Cboe Global Markets
CBOE
$29.7B
| $457K | ﹤0.01% |
+7,000
| New | +$446K |
|
|
TUES
2119
DELISTED
Tuesday Morning Corp
TUES
| $457K | ﹤0.01% |
55,830
-22,639
| -29% | -$148K |
|
|
ALR
2120
DELISTED
Alere Inc
ALR
| $455K | ﹤0.01% |
8,996
-250,233
| -97% | -$12M |
|
|
CMA
2121
PUT
DELISTED
Comerica
CMA
| $454K | ﹤0.01% |
+12,000
| New | +$432K |
|
2122
PUT
Constellation Brands
STZ
$22.3B
| $453K | ﹤0.01% |
+3,000
| New | +$433K |
|
2123
iShares Russell 1000 Growth ETF
IWF
$127B
| $452K | ﹤0.01% |
+18,128
| New | +$428K |
|
2124
Safety Insurance
SAFT
$1.52B
| $451K | ﹤0.01% |
+7,905
| New | +$441K |
|
2125
Silicom
SILC
$254M
| $451K | ﹤0.01% |
13,222
-10,333
| -44% | -$311K |
|
Similar funds
VAM
Two Sigma Investments's Q1 2016 Portfolio in Review
As of Q1 2016, Two Sigma Investments held 3,420 positions worth $21B, up 0.69% from $20.9B the previous quarter. Its ten largest holdings account for 8.3% of the portfolio.
Two Sigma Investments's Q1 2016 filing shows 785 new, 1,001 increased, 942 reduced and 675 closed positions. Its largest new stake was Eli Lilly: 1,407,632 shares worth $101M. The largest sale was BROADCOM CORP CL-A, an estimated $179M.
By sector, the portfolio is most concentrated in Technology at 13% of assets, up from 13% a quarter earlier, followed by Healthcare and Consumer Discretionary.
- Two Sigma Investments's largest Q1 2016 buy was Eli Lilly: 1,407,632 shares worth $101M.
- Two Sigma Investments added most to McDonald's in Q1 2016, an estimated $129M increase.
- Two Sigma Investments's biggest Q1 2016 reduction was Union Pacific, cutting an estimated $131M.
- Two Sigma Investments fully exited BROADCOM CORP CL-A in Q1 2016, selling an estimated $179M.
- Two Sigma Investments's ten largest holdings make up 8.3% of its $21B portfolio in Q1 2016.
- Two Sigma Investments opened 785 new positions and closed 675 in Q1 2016.
- Two Sigma Investments's portfolio value rose 0.69% quarter-over-quarter to $21B.
Based on Two Sigma Investments's 13F filing for Q1 2016, filed 16 May 2016.