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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 | |
|---|---|---|---|---|---|---|
551
La-Z-Boy
LZB
$1.58B
| $7.33M | 0.03% |
274,174
+243,613
| +797% | +$5.7M |
|
552
InterDigital
IDCC
$7.87B
| $7.32M | 0.03% |
131,604
+103,339
| +366% | +$4.99M |
|
|
PRMW
553
DELISTED
Primo Water Corporation
PRMW
| $7.28M | 0.03% |
524,027
+388,148
| +286% | +$4.41M |
|
554
CALL
Bank of America
BAC
$435B
| $7.27M | 0.03% |
537,700
+236,000
| +78% | +$3.19M |
|
|
PLKI
555
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $7.27M | 0.03% |
139,579
+32,396
| +30% | +$1.84M |
|
556
Werner Enterprises
WERN
$2.24B
| $7.26M | 0.03% |
267,227
+223,876
| +516% | +$5.68M |
|
557
Apogee Enterprises
APOG
$826M
| $7.26M | 0.03% |
165,316
-17,500
| -10% | -$694K |
|
558
CALL
Exelon
EXC
$47.2B
| $7.24M | 0.03% |
283,204
+204,692
| +261% | +$4.59M |
|
|
BDN
559
Brandywine Realty Trust
BDN
$524M
| $7.24M | 0.03% |
515,768
-513,281
| -50% | -$6.57M |
|
560
Lowe's Companies
LOW
$117B
| $7.23M | 0.03% |
95,496
-1,502,424
| -94% | -$106M |
|
|
LTC
561
LTC Properties
LTC
$2.06B
| $7.23M | 0.03% |
159,789
+75,136
| +89% | +$3.31M |
|
562
CALL
AT&T
T
$159B
| $7.21M | 0.03% |
243,616
+34,821
| +17% | +$964K |
|
|
AYR
563
DELISTED
Aircastle Ltd
AYR
| $7.18M | 0.03% |
322,946
+159,045
| +97% | +$3.09M |
|
564
ScottsMiracle-Gro
SMG
$3.82B
| $7.18M | 0.03% |
98,613
-74,297
| -43% | -$5.05M |
|
|
LPNT
565
DELISTED
LifePoint Health, Inc.
LPNT
| $7.12M | 0.03% |
+102,784
| New | +$6.86M |
|
566
Commercial Metals
CMC
$7.6B
| $7.06M | 0.03% |
415,874
+346,889
| +503% | +$5.08M |
|
|
CBPX
567
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
| $7.04M | 0.03% |
379,145
+33,957
| +10% | +$551K |
|
|
DNR
568
DELISTED
Denbury Resources, Inc.
DNR
| $7.03M | 0.03% |
3,165,836
+1,561,434
| +97% | +$2.6M |
|
569
O'Reilly Automotive
ORLY
$72.9B
| $7.02M | 0.03% |
384,975
+360,975
| +1,504% | +$6.16M |
|
570
Illinois Tool Works
ITW
$82.6B
| $7.01M | 0.03% |
68,446
-106,363
| -61% | -$9.85M |
|
571
CALL
Wells Fargo
WFC
$261B
| $7.01M | 0.03% |
145,000
-54,000
| -27% | -$2.64M |
|
572
Nordson
NDSN
$16.6B
| $6.99M | 0.03% |
+91,963
| New | +$6.06M |
|
573
Greif
GEF
$4.92B
| $6.98M | 0.03% |
213,232
+153,061
| +254% | +$4.22M |
|
574
GameStop
GME
$9.75B
| $6.96M | 0.03% |
+877,864
| New | +$6.31M |
|
575
Church & Dwight Co
CHD
$23.4B
| $6.96M | 0.03% |
+150,950
| New | +$6.59M |
|
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.