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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 | |
|---|---|---|---|---|---|---|
426
Microsoft
MSFT
$3.45T
| $10.5M | 0.05% |
189,653
+149,500
| +372% | +$7.84M |
|
427
CALL
Pfizer
PFE
$143B
| $10.5M | 0.05% |
372,062
-92,752
| -20% | -$2.65M |
|
428
Labcorp
LH
$25B
| $10.4M | 0.05% |
+103,807
| New | +$9.95M |
|
|
NLSN
429
DELISTED
Nielsen Holdings plc
NLSN
| $10.4M | 0.05% |
+198,130
| New | +$9.59M |
|
430
AXIS Capital
AXS
$7.68B
| $10.4M | 0.05% |
188,041
-251,388
| -57% | -$13.6M |
|
431
PUT
Duke Energy
DUK
$97.8B
| $10.4M | 0.05% |
129,000
+104,000
| +416% | +$7.87M |
|
|
FBR
432
DELISTED
Fibria Celulose Sa
FBR
| $10.4M | 0.05% |
1,226,106
+757,603
| +162% | +$7.67M |
|
|
PACW
433
DELISTED
PacWest Bancorp
PACW
| $10.4M | 0.05% |
279,723
+26,160
| +10% | +$927K |
|
|
SJR
434
DELISTED
Shaw Communications Inc.
SJR
| $10.4M | 0.05% |
535,991
+487,006
| +994% | +$8.53M |
|
435
PUT
Walt Disney
DIS
$167B
| $10.3M | 0.05% |
104,000
+63,000
| +154% | +$6.08M |
|
|
DFT
436
DELISTED
DuPont Fabros Technology Inc.
DFT
| $10.3M | 0.05% |
253,454
-25,380
| -9% | -$882K |
|
|
SDRL
437
DELISTED
Seadrill Limited Common Stock
SDRL
| $10.2M | 0.05% |
11,585
+7,524
| +185% | +$5.42M |
|
438
Pebblebrook Hotel Trust
PEB
$2.15B
| $10.2M | 0.05% |
350,174
+216,617
| +162% | +$5.61M |
|
439
Ryanair
RYAAY
$30.4B
| $10.2M | 0.05% |
295,958
-385,442
| -57% | -$12.7M |
|
440
BP
BP
$116B
| $10.1M | 0.05% |
396,715
-1,362,612
| -77% | -$34.4M |
|
441
Palo Alto Networks
PANW
$270B
| $10.1M | 0.05% |
370,440
-3,255,690
| -90% | -$80M |
|
442
Tanger
SKT
$4.67B
| $10M | 0.05% |
275,259
-70,250
| -20% | -$2.31M |
|
|
443
CALL
Duke Energy
DUK
$97.8B
| $9.99M | 0.05% |
123,800
+99,800
| +416% | +$7.55M |
|
|
STMP
444
DELISTED
Stamps.com, Inc.
STMP
| $9.93M | 0.05% |
93,415
+31,456
| +51% | +$3.22M |
|
445
RLJ Lodging Trust
RLJ
$1.86B
| $9.91M | 0.05% |
432,987
+89,011
| +26% | +$1.8M |
|
446
iShares Russell 2000 Value ETF
IWN
$14.3B
| $9.89M | 0.05% |
106,132
+17,132
| +19% | +$1.49M |
|
|
INVN
447
DELISTED
Invensense Inc
INVN
| $9.89M | 0.05% |
1,177,250
+215,442
| +22% | +$1.71M |
|
|
448
CALL
Walt Disney
DIS
$167B
| $9.83M | 0.05% |
99,000
-25,000
| -20% | -$2.41M |
|
449
PUT
Chevron
CVX
$392B
| $9.83M | 0.05% |
103,000
+44,000
| +75% | +$3.85M |
|
|
EQY
450
DELISTED
Equity One
EQY
| $9.82M | 0.05% |
342,565
+275,641
| +412% | +$7.57M |
|
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.