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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 | |
|---|---|---|---|---|---|---|
|
CMA
401
DELISTED
Comerica
CMA
| $11.5M | 0.05% |
304,520
-47,384
| -13% | -$1.71M |
|
|
FLG
402
Flagstar Bank National Association
FLG
$5.93B
| $11.5M | 0.05% |
241,491
+161,491
| +202% | +$7.48M |
|
|
CCP
403
DELISTED
Care Capital Properties, Inc.
CCP
| $11.4M | 0.05% |
424,325
+324,232
| +324% | +$8.98M |
|
|
RHT
404
DELISTED
Red Hat Inc
RHT
| $11.4M | 0.05% |
152,676
+111,982
| +275% | +$7.9M |
|
|
CLGX
405
DELISTED
Corelogic, Inc.
CLGX
| $11.3M | 0.05% |
326,458
+20,676
| +7% | +$703K |
|
406
Blackstone Mortgage Trust
BXMT
$2.45B
| $11.3M | 0.05% |
421,091
+107,828
| +34% | +$2.72M |
|
407
Crane NXT
CXT
$2.99B
| $11.3M | 0.05% |
601,748
-43,231
| -7% | -$738K |
|
|
WCC
408
WESCO International
WCC
$16.7B
| $11.2M | 0.05% |
203,952
-62,532
| -23% | -$2.78M |
|
409
SL Green Realty
SLG
$3.76B
| $11.1M | 0.05% |
118,511
+45,597
| +63% | +$4.17M |
|
410
BJ's Restaurants
BJRI
$1.42B
| $11.1M | 0.05% |
266,536
-44,629
| -14% | -$1.91M |
|
411
Capri Holdings
CPRI
$1.83B
| $11.1M | 0.05% |
194,324
-116,713
| -38% | -$5.76M |
|
|
MFA
412
MFA Financial
MFA
$926M
| $11.1M | 0.05% |
403,764
+236,643
| +142% | +$6.21M |
|
|
OCLR
413
DELISTED
Oclaro Inc.
OCLR
| $11M | 0.05% |
2,041,646
+1,235,049
| +153% | +$5.21M |
|
|
RGC
414
DELISTED
Regal Entertainment Group
RGC
| $11M | 0.05% |
520,628
-255,517
| -33% | -$4.87M |
|
415
Hain Celestial
HAIN
$45M
| $11M | 0.05% |
268,074
-10,648
| -4% | -$400K |
|
|
TIVO
416
DELISTED
Tivo Inc
TIVO
| $10.9M | 0.05% |
533,152
-402,913
| -43% | -$8.01M |
|
417
Ameriprise Financial
AMP
$48.3B
| $10.9M | 0.05% |
116,207
-249,383
| -68% | -$22.4M |
|
418
AstraZeneca
AZN
$263B
| $10.9M | 0.05% |
+193,498
| New | +$11.6M |
|
419
CALL
Coca-Cola
KO
$377B
| $10.9M | 0.05% |
234,400
-10,600
| -4% | -$461K |
|
420
PUT
Costco
COST
$422B
| $10.7M | 0.05% |
+68,000
| New | +$10.3M |
|
|
BBL
421
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $10.7M | 0.05% |
470,583
-692,121
| -60% | -$14.5M |
|
422
PUT
JPMorgan Chase
JPM
$935B
| $10.7M | 0.05% |
180,000
+10,000
| +6% | +$584K |
|
423
Willis Towers Watson
WTW
$31.2B
| $10.6M | 0.05% |
89,359
-324,586
| -78% | -$37.4M |
|
424
Conagra Brands
CAG
$6.94B
| $10.5M | 0.05% |
303,308
-485,448
| -62% | -$15.8M |
|
425
Diageo
DEO
$49B
| $10.5M | 0.05% |
97,247
+49,163
| +102% | +$5.2M |
|
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.