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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 | |
|---|---|---|---|---|---|---|
1201
Gerdau
GGB
$9.93B
| $1.93M | 0.01% |
1,366,993
+64,353
| +5% | +$57.2K |
|
1202
Bright Horizons
BFAM
$4.01B
| $1.93M | 0.01% |
+29,786
| New | +$1.91M |
|
1203
JB Hunt Transport Services
JBHT
$25.1B
| $1.93M | 0.01% |
22,910
-338,984
| -94% | -$25.7M |
|
1204
CALL
Tapestry
TPR
$31.4B
| $1.92M | 0.01% |
48,000
+32,000
| +200% | +$1.16M |
|
1205
Diamondrock Hospitality Co
DRH
$2.74B
| $1.92M | 0.01% |
+190,008
| New | +$1.69M |
|
1206
Edison International
EIX
$27.5B
| $1.92M | 0.01% |
26,713
+4,120
| +18% | +$267K |
|
1207
Innospec
IOSP
$2.11B
| $1.9M | 0.01% |
+43,918
| New | +$2.03M |
|
|
TBHC
1208
DELISTED
The Brand House Collective
TBHC
| $1.9M | 0.01% |
108,375
+38,930
| +56% | +$544K |
|
1209
PUT
ConocoPhillips
COP
$145B
| $1.89M | 0.01% |
47,000
-43,000
| -48% | -$1.63M |
|
1210
Mercury Systems
MRCY
$6.35B
| $1.89M | 0.01% |
93,253
-7,507
| -7% | -$131K |
|
1211
CALL
Clorox
CLX
$11.9B
| $1.89M | 0.01% |
+15,000
| New | +$1.91M |
|
1212
iShares 20+ Year Treasury Bond ETF
TLT
$41.4B
| $1.89M | 0.01% |
+14,479
| New | +$1.85M |
|
1213
FirstService
FSV
$6.61B
| $1.89M | 0.01% |
45,987
+14,295
| +45% | +$543K |
|
1214
PUT
RH
RH
$3.29B
| $1.89M | 0.01% |
+45,000
| New | +$2.3M |
|
|
YDKN
1215
DELISTED
Yadkin Financial Corporation
YDKN
| $1.88M | 0.01% |
79,407
-13,144
| -14% | -$297K |
|
1216
Apollo Global Management
APO
$74.6B
| $1.88M | 0.01% |
109,720
-214,883
| -66% | -$3.22M |
|
1217
Sixth Street Specialty
TSLX
$1.68B
| $1.87M | 0.01% |
115,835
-23,504
| -17% | -$377K |
|
1218
CALL
W.W. Grainger
GWW
$64.7B
| $1.87M | 0.01% |
8,000
+1,000
| +14% | +$209K |
|
1219
Skywest
SKYW
$4.42B
| $1.87M | 0.01% |
+93,373
| New | +$1.58M |
|
1220
CALL
Travelers Companies
TRV
$78B
| $1.87M | 0.01% |
16,000
+14,000
| +700% | +$1.53M |
|
|
BRSL
1221
Brightstar Lottery PLC
BRSL
$1.86B
| $1.87M | 0.01% |
102,273
-318,188
| -76% | -$4.84M |
|
1222
Ormat Technologies
ORA
$6.02B
| $1.86M | 0.01% |
+45,140
| New | +$1.68M |
|
1223
Rayonier
RYN
$6.48B
| $1.86M | 0.01% |
82,958
+55,451
| +202% | +$1.08M |
|
1224
PUT
Halliburton
HAL
$26.6B
| $1.86M | 0.01% |
52,000
+41,000
| +373% | +$1.34M |
|
|
BPFH
1225
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $1.86M | 0.01% |
162,088
+17,701
| +12% | +$187K |
|
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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.