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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
+538.88%
AUM
$21B
AUM Growth
+$144M
(+0.69%)
Cap. Flow
-$666K
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 | |
|---|---|---|---|---|---|---|
2201
CALL
Weyerhaeuser
WY
$18.6B
| $403K | ﹤0.01% |
+13,000
| New | +$347K |
|
|
CACQ
2202
DELISTED
Caesars Acquisition Company
CACQ
| $402K | ﹤0.01% |
65,707
+26,831
| +69% | +$151K |
|
2203
PUT
Vail Resorts
MTN
$5.39B
| $401K | ﹤0.01% |
+3,000
| New | +$376K |
|
2204
Varonis Systems
VRNS
$4.98B
| $401K | ﹤0.01% |
+65,883
| New | +$388K |
|
2205
RBC Bearings
RBC
$18.1B
| $400K | ﹤0.01% |
+5,463
| New | +$346K |
|
2206
V2X
VVX
$2.44B
| $400K | ﹤0.01% |
+17,604
| New | +$349K |
|
|
CUNB
2207
DELISTED
CU Bancorp
CUNB
| $400K | ﹤0.01% |
18,873
+1,997
| +12% | +$44.6K |
|
2208
CALL
Newell Brands
NWL
$2.63B
| $399K | ﹤0.01% |
9,000
-1,000
| -10% | -$39.2K |
|
2209
PUT
TripAdvisor
TRIP
$1.63B
| $399K | ﹤0.01% |
+6,000
| New | +$397K |
|
2210
Virtu Financial
VIRT
$5.16B
| $399K | ﹤0.01% |
18,054
-23,646
| -57% | -$524K |
|
2211
Stellus Capital Investment Corp
SCM
$234M
| $397K | ﹤0.01% |
38,799
-1,827
| -4% | -$16.5K |
|
|
QUNR
2212
CALL
DELISTED
Qunar Cayman Islands Limited
QUNR
| $397K | ﹤0.01% |
10,000
+3,000
| +43% | +$116K |
|
2213
PennantPark Floating Rate Capital
PFLT
$704M
| $396K | ﹤0.01% |
33,875
-67,066
| -66% | -$746K |
|
2214
PUT
PVH
PVH
$4.01B
| $396K | ﹤0.01% |
+4,000
| New | +$315K |
|
2215
Winmark
WINA
$1.3B
| $395K | ﹤0.01% |
4,032
-27
| -0.7% | -$2.58K |
|
|
BCIC
2216
BCP Investment Corp
BCIC
$90.6M
| $394K | ﹤0.01% |
10,940
-1,564
| -13% | -$49.7K |
|
2217
First Business Financial Services
FBIZ
$601M
| $392K | ﹤0.01% |
17,080
+5,413
| +46% | +$121K |
|
|
CSCD
2218
DELISTED
CASCADE MICROTECH, INC.
CSCD
| $392K | ﹤0.01% |
19,034
+1,242
| +7% | +$23.1K |
|
2219
American Financial Group
AFG
$12.2B
| $391K | ﹤0.01% |
+5,558
| New | +$381K |
|
2220
PUT
Healthpeak Properties
DOC
$15B
| $391K | ﹤0.01% |
13,176
-13,835
| -51% | -$415K |
|
2221
Camden National
CAC
$1B
| $390K | ﹤0.01% |
13,922
-14,676
| -51% | -$395K |
|
|
COR
2222
DELISTED
Coresite Realty Corporation
COR
| $390K | ﹤0.01% |
5,570
-20,141
| -78% | -$1.26M |
|
|
BBQ
2223
DELISTED
BBQ Holdings, Inc. Common Stock
BBQ
| $389K | ﹤0.01% |
63,924
+8,090
| +14% | +$49.4K |
|
2224
NWPX Infrastructure Inc
NWPX
$1.2B
| $388K | ﹤0.01% |
42,132
-13,022
| -24% | -$120K |
|
2225
PennyMac Financial
PFSI
$3.94B
| $388K | ﹤0.01% |
32,999
-814
| -2% | -$9.79K |
|
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.