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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 | |
|---|---|---|---|---|---|---|
2351
PUT
Progressive
PGR
$124B
| $316K | ﹤0.01% |
9,000
-5,000
| -36% | -$160K |
|
|
GSIG
2352
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
| $316K | ﹤0.01% |
22,313
+8,061
| +57% | +$103K |
|
2353
CALL
Cognizant
CTSH
$25.2B
| $314K | ﹤0.01% |
5,000
-2,000
| -29% | -$116K |
|
2354
Fluor
FLR
$6.93B
| $314K | ﹤0.01% |
5,847
-23,100
| -80% | -$1.09M |
|
2355
Tower Semiconductor
TSEM
$25.9B
| $313K | ﹤0.01% |
25,844
+14,944
| +137% | +$188K |
|
|
LLTC
2356
CALL
DELISTED
Linear Technology Corp
LLTC
| $312K | ﹤0.01% |
7,000
-9,000
| -56% | -$381K |
|
2357
Axcelis
ACLS
$4.38B
| $311K | ﹤0.01% |
27,750
+10,601
| +62% | +$108K |
|
2358
CALL
L3Harris
LHX
$53.9B
| $311K | ﹤0.01% |
+4,000
| New | +$320K |
|
|
ALR
2359
DELISTED
AlerisLife Inc
ALR
| $310K | ﹤0.01% |
13,546
-4,040
| -23% | -$99.1K |
|
|
BCA
2360
DELISTED
CORPBANCA SPONSORED ADR REPSTG (1-1,500)COM STK
BCA
| $310K | ﹤0.01% |
22,520
+189
| +0.8% | +$2.27K |
|
|
CIT
2361
PUT
DELISTED
CIT Group Inc.
CIT
| $310K | ﹤0.01% |
+10,000
| New | +$315K |
|
|
CRZO
2362
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $309K | ﹤0.01% |
+10,000
| New | +$252K |
|
|
BEAT
2363
DELISTED
BioTelemetry, Inc.
BEAT
| $309K | ﹤0.01% |
26,484
+14,778
| +126% | +$165K |
|
|
SCHW
2364
PUT
Charles Schwab
SCHW
$187B
| $308K | ﹤0.01% |
11,000
-9,000
| -45% | -$238K |
|
2365
Evercore
EVR
$12.1B
| $307K | ﹤0.01% |
+5,930
| New | +$283K |
|
2366
PUT
Illinois Tool Works
ITW
$85B
| $307K | ﹤0.01% |
3,000
-21,000
| -88% | -$1.94M |
|
|
HNH
2367
DELISTED
Handy & Harman Holdings Ltd.
HNH
| $307K | ﹤0.01% |
11,236
-4,275
| -28% | -$84K |
|
2368
CALL
Caterpillar
CAT
$401B
| $306K | ﹤0.01% |
4,000
-2,000
| -33% | -$134K |
|
2369
CALL
Nu Skin
NUS
$253M
| $306K | ﹤0.01% |
+8,000
| New | +$265K |
|
2370
CALL
Travel + Leisure Co
TNL
$4.76B
| $306K | ﹤0.01% |
+8,860
| New | +$281K |
|
|
KTWO
2371
DELISTED
K2M Group Holdings, Inc
KTWO
| $306K | ﹤0.01% |
+20,637
| New | +$284K |
|
2372
Children's Place
PLCE
$57.6M
| $305K | ﹤0.01% |
+3,654
| New | +$248K |
|
|
SPA
2373
DELISTED
Sparton
SPA
| $305K | ﹤0.01% |
16,976
-8,115
| -32% | -$131K |
|
|
CYS
2374
DELISTED
CYS Investments Inc.
CYS
| $305K | ﹤0.01% |
+37,469
| New | +$276K |
|
2375
PUT
Becton Dickinson
BDX
$49.3B
| $304K | ﹤0.01% |
+2,050
| New | +$291K |
|
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.