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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 | |
|---|---|---|---|---|---|---|
351
Sysco
SYY
$40.8B
| $13.9M | 0.07% |
+298,380
| New | +$12.9M |
|
|
CTXS
352
DELISTED
Citrix Systems Inc
CTXS
| $13.8M | 0.07% |
219,773
+56,636
| +35% | +$3.2M |
|
353
PUT
Merck
MRK
$322B
| $13.7M | 0.07% |
271,537
+32,593
| +14% | +$1.6M |
|
354
Assured Guaranty
AGO
$3.66B
| $13.6M | 0.06% |
537,776
-163,009
| -23% | -$4.01M |
|
355
Canadian Imperial Bank of Commerce
CM
$108B
| $13.6M | 0.06% |
363,394
-859,732
| -70% | -$28.7M |
|
|
USG
356
DELISTED
Usg
USG
| $13.6M | 0.06% |
546,583
-592,598
| -52% | -$12.3M |
|
357
Cracker Barrel
CBRL
$1.26B
| $13.6M | 0.06% |
+88,776
| New | +$12.2M |
|
358
Urban Outfitters
URBN
$6.35B
| $13.5M | 0.06% |
408,371
+361,097
| +764% | +$9.55M |
|
359
Baidu
BIDU
$37.7B
| $13.5M | 0.06% |
70,770
-234,590
| -77% | -$39.9M |
|
360
PUT
Chubb
CB
$135B
| $13.5M | 0.06% |
113,000
+92,000
| +438% | +$10.6M |
|
361
Commault Systems
CVLT
$4.88B
| $13.4M | 0.06% |
310,193
+22,748
| +8% | +$842K |
|
362
Stratasys
SSYS
$679M
| $13.3M | 0.06% |
514,650
+505,550
| +5,555% | +$10.3M |
|
|
ACOR
363
DELISTED
Acorda Therapeutics
ACOR
| $13.3M | 0.06% |
4,200
+2,568
| +157% | +$10.7M |
|
364
NVIDIA
NVDA
$4.86T
| $13.3M | 0.06% |
+14,907,480
| New | +$11.4M |
|
365
Strategy Inc
MSTR
$34.1B
| $13.2M | 0.06% |
737,220
+176,200
| +31% | +$2.85M |
|
|
SFLY
366
DELISTED
Shutterfly, Inc.
SFLY
| $13.2M | 0.06% |
284,327
+247,271
| +667% | +$10.5M |
|
|
PARA
367
DELISTED
Paramount Global Class B
PARA
| $13.1M | 0.06% |
238,138
-660,969
| -74% | -$32.2M |
|
368
lululemon athletica
LULU
$13.5B
| $13M | 0.06% |
+192,632
| New | +$11.6M |
|
369
Dave & Buster's
PLAY
$377M
| $12.9M | 0.06% |
331,635
+22,114
| +7% | +$809K |
|
370
Novartis
NVS
$297B
| $12.8M | 0.06% |
197,894
+139,302
| +238% | +$9.48M |
|
371
Vulcan Materials
VMC
$34.8B
| $12.8M | 0.06% |
+121,338
| New | +$11.5M |
|
|
PPL
372
PPL Corp
PPL
$26.5B
| $12.8M | 0.06% |
336,163
+280,978
| +509% | +$9.99M |
|
373
Smith & Nephew
SNN
$13.3B
| $12.8M | 0.06% |
384,080
+1,008
| +0.3% | +$33K |
|
374
Zoetis
ZTS
$32.4B
| $12.8M | 0.06% |
288,058
-562,737
| -66% | -$23.9M |
|
375
Annaly Capital Management
NLY
$17.1B
| $12.7M | 0.06% |
309,864
+305,403
| +6,846% | +$12M |
|
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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.