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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 | |
|---|---|---|---|---|---|---|
|
EVHC
326
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $15.3M | 0.07% |
250,641
+38,286
| +18% | +$2.52M |
|
327
Lumentum
LITE
$55.5B
| $15.2M | 0.07% |
+563,839
| New | +$13M |
|
|
MSGN
328
DELISTED
MSG Networks Inc.
MSGN
| $15.1M | 0.07% |
875,938
+98,609
| +13% | +$1.72M |
|
|
ETFC
329
DELISTED
E*Trade Financial Corporation
ETFC
| $15.1M | 0.07% |
615,212
+110,815
| +22% | +$2.68M |
|
330
East-West Bancorp
EWBC
$17.9B
| $15.1M | 0.07% |
463,746
-72,155
| -13% | -$2.35M |
|
331
PUT
Johnson & Johnson
JNJ
$618B
| $15M | 0.07% |
139,000
+97,000
| +231% | +$10M |
|
332
Philips
PHG
$25.7B
| $15M | 0.07% |
732,109
+182,909
| +33% | +$3.38M |
|
|
ZAYO
333
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $14.9M | 0.07% |
614,720
-255,269
| -29% | -$6.22M |
|
334
Waste Management
WM
$90.6B
| $14.8M | 0.07% |
251,493
-911,989
| -78% | -$50.3M |
|
335
Ericsson
ERIC
$32.2B
| $14.8M | 0.07% |
1,477,458
+1,046,519
| +243% | +$9.64M |
|
|
CVA
336
DELISTED
Covanta Holding Corporation
CVA
| $14.7M | 0.07% |
873,491
+574,373
| +192% | +$8.48M |
|
337
American Express
AXP
$227B
| $14.7M | 0.07% |
239,695
-1,141,578
| -83% | -$66.4M |
|
338
Madison Square Garden
MSGS
$9.48B
| $14.6M | 0.07% |
123,215
+45,464
| +58% | +$5.06M |
|
|
SOHU
339
Sohu.com
SOHU
$362M
| $14.6M | 0.07% |
294,711
-48,705
| -14% | -$2.36M |
|
|
TE
340
DELISTED
TECO ENERGY INC
TE
| $14.6M | 0.07% |
+530,140
| New | +$14.5M |
|
341
Alkermes
ALKS
$8.22B
| $14.5M | 0.07% |
424,416
+264,463
| +165% | +$10.4M |
|
342
CALL
Procter & Gamble
PG
$336B
| $14.4M | 0.07% |
175,000
+130,000
| +289% | +$10.5M |
|
|
TVPT
343
DELISTED
Travelport Worldwide Limited
TVPT
| $14.4M | 0.07% |
1,051,958
+219,286
| +26% | +$2.63M |
|
|
DNKN
344
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $14.3M | 0.07% |
304,120
+141,006
| +86% | +$6.05M |
|
345
CALL
Amazon
AMZN
$2.92T
| $14.2M | 0.07% |
480,000
+60,000
| +14% | +$1.7M |
|
|
346
PUT
Amazon
AMZN
$2.92T
| $14.2M | 0.07% |
480,000
+80,000
| +20% | +$2.27M |
|
|
GRFS
347
Grifois
GRFS
$5.36B
| $14.2M | 0.07% |
914,832
+202,670
| +28% | +$3.07M |
|
348
CALL
Comcast
CMCSA
$85B
| $14.1M | 0.07% |
460,800
+382,800
| +491% | +$11M |
|
|
IPHI
349
DELISTED
INPHI CORPORATION
IPHI
| $14.1M | 0.07% |
421,902
+268,498
| +175% | +$7.17M |
|
|
DOOR
350
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $14M | 0.07% |
213,314
+24,972
| +13% | +$1.41M |
|
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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.