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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 | |
|---|---|---|---|---|---|---|
501
National Grid
NGG
$80.4B
| $8.44M | 0.04% |
122,539
+89,983
| +276% | +$6.01M |
|
|
PSB
502
DELISTED
PS Business Parks, Inc.
PSB
| $8.44M | 0.04% |
83,984
+75,215
| +858% | +$6.87M |
|
503
NiSource
NI
$21.3B
| $8.35M | 0.04% |
354,466
+192,072
| +118% | +$4.12M |
|
504
Adeia
ADEA
$2.94B
| $8.32M | 0.04% |
1,014,087
+493,434
| +95% | +$3.76M |
|
505
Jazz Pharmaceuticals
JAZZ
$15.9B
| $8.27M | 0.04% |
63,354
-208,497
| -77% | -$26M |
|
506
MSCI
MSCI
$41.6B
| $8.25M | 0.04% |
111,361
-75,861
| -41% | -$5.25M |
|
507
PUT
Altria Group
MO
$114B
| $8.22M | 0.04% |
131,200
+55,200
| +73% | +$3.34M |
|
508
DaVita
DVA
$15.4B
| $8.21M | 0.04% |
111,938
-623,117
| -85% | -$42.1M |
|
|
PCH
509
DELISTED
PotlatchDeltic
PCH
| $8.21M | 0.04% |
+260,463
| New | +$7.26M |
|
510
MasTec
MTZ
$21.1B
| $8.19M | 0.04% |
404,496
+14,579
| +4% | +$239K |
|
|
SYNH
511
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $8.17M | 0.04% |
198,349
+3,076
| +2% | +$127K |
|
|
PINC
512
DELISTED
Premier
PINC
| $8.14M | 0.04% |
244,134
-9,231
| -4% | -$300K |
|
|
CLNY
513
DELISTED
Colony Capital, Inc.
CLNY
| $8.09M | 0.04% |
482,600
+107,692
| +29% | +$1.81M |
|
514
CAE Inc. Common Shares
CAE
$8.3B
| $8.08M | 0.04% |
698,100
+301,500
| +76% | +$3.26M |
|
515
SPX Corp
SPXC
$11B
| $8.08M | 0.04% |
537,751
-155,724
| -22% | -$1.66M |
|
516
Synopsys
SNPS
$74.4B
| $8.06M | 0.04% |
+166,350
| New | +$7.34M |
|
517
Allegiant Air
ALGT
$2.64B
| $8.05M | 0.04% |
+45,222
| New | +$7.38M |
|
518
DNOW Inc
DNOW
$2.58B
| $8.04M | 0.04% |
453,765
+432,085
| +1,993% | +$6.64M |
|
519
CALL
CVS Health
CVS
$133B
| $7.99M | 0.04% |
77,000
+70,000
| +1,000% | +$6.81M |
|
|
MHFI
520
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $7.98M | 0.04% |
80,608
-9,167
| -10% | -$822K |
|
521
LCI Industries
LCII
$2.49B
| $7.95M | 0.04% |
123,363
+102,132
| +481% | +$6M |
|
522
MDU Resources
MDU
$4.17B
| $7.95M | 0.04% |
1,073,737
+564,586
| +111% | +$3.81M |
|
523
PUT
Bank of America
BAC
$435B
| $7.93M | 0.04% |
586,900
+418,900
| +249% | +$5.65M |
|
|
FTR
524
DELISTED
Frontier Communications Corp.
FTR
| $7.92M | 0.04% |
94,418
+59,659
| +172% | +$4.34M |
|
525
Royal Gold
RGLD
$16.8B
| $7.91M | 0.04% |
154,246
+67,053
| +77% | +$2.73M |
|
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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.