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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 | |
|---|---|---|---|---|---|---|
751
Brady Corp
BRC
$4.44B
| $4.64M | 0.02% |
172,932
-46,147
| -21% | -$1.11M |
|
|
AVG
752
DELISTED
AVG Technologies N.V.
AVG
| $4.61M | 0.02% |
+222,078
| New | +$4.16M |
|
|
XIFR
753
XPLR Infrastructure LP
XIFR
$1.12B
| $4.58M | 0.02% |
168,467
+150,908
| +859% | +$4.03M |
|
754
First Industrial Realty Trust
FR
$8.73B
| $4.57M | 0.02% |
201,011
+118,289
| +143% | +$2.49M |
|
755
Suncor Energy
SU
$79.4B
| $4.57M | 0.02% |
163,824
+51,581
| +46% | +$1.25M |
|
756
CME Group
CME
$96.3B
| $4.56M | 0.02% |
47,438
+18,665
| +65% | +$1.7M |
|
|
757
PUT
McDonald's
MCD
$192B
| $4.52M | 0.02% |
+36,000
| New | +$4.3M |
|
758
PUT
Visa
V
$684B
| $4.51M | 0.02% |
59,000
+50,000
| +556% | +$3.63M |
|
|
TUP
759
DELISTED
Tupperware Brands Corporation
TUP
| $4.5M | 0.02% |
+77,689
| New | +$4.01M |
|
|
FCH
760
DELISTED
Felcor Lodging Trust
FCH
| $4.5M | 0.02% |
554,509
-154,923
| -22% | -$1.11M |
|
|
DGI
761
DELISTED
DigitalGlobe Inc.
DGI
| $4.5M | 0.02% |
260,211
-152,162
| -37% | -$2.27M |
|
762
Stagwell
STGW
$2.07B
| $4.49M | 0.02% |
190,098
+63,035
| +50% | +$1.28M |
|
|
PGRE
763
DELISTED
Paramount Group
PGRE
| $4.48M | 0.02% |
+280,768
| New | +$4.48M |
|
|
QTS
764
DELISTED
QTS REALTY TRUST, INC.
QTS
| $4.47M | 0.02% |
+94,402
| New | +$4.22M |
|
765
Lesaka Technologies
LSAK
$396M
| $4.47M | 0.02% |
485,827
+176,812
| +57% | +$1.78M |
|
766
TAL Education Group
TAL
$6.93B
| $4.46M | 0.02% |
538,722
+492,144
| +1,057% | +$3.93M |
|
767
PUT
Lowe's Companies
LOW
$117B
| $4.45M | 0.02% |
58,800
-38,200
| -39% | -$2.7M |
|
768
DexCom
DXCM
$31.5B
| $4.45M | 0.02% |
262,140
-601,244
| -70% | -$10M |
|
|
CSGS
769
DELISTED
CSG Systems International
CSGS
| $4.45M | 0.02% |
98,460
+14,433
| +17% | +$544K |
|
770
Integra LifeSciences
IART
$1.29B
| $4.45M | 0.02% |
131,974
+56,850
| +76% | +$1.77M |
|
771
Coherent
COHR
$51.4B
| $4.43M | 0.02% |
204,276
+96,465
| +89% | +$1.92M |
|
772
DigitalBridge
DBRG
$2.93B
| $4.43M | 0.02% |
97,543
-182,866
| -65% | -$8.08M |
|
|
RTN
773
CALL
DELISTED
Raytheon Company
RTN
| $4.42M | 0.02% |
+36,000
| New | +$4.43M |
|
774
UGI
UGI
$7.74B
| $4.4M | 0.02% |
109,299
-9,918
| -8% | -$360K |
|
775
PUT
Dominion Energy
D
$60.8B
| $4.39M | 0.02% |
58,500
+45,500
| +350% | +$3.22M |
|
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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.