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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 | |
|---|---|---|---|---|---|---|
|
BEL
1226
DELISTED
Belmond Ltd.
BEL
| $1.86M | 0.01% |
195,576
-599,012
| -75% | -$5.33M |
|
|
SALE
1227
DELISTED
RetailMeNot, Inc. Series 1
SALE
| $1.85M | 0.01% |
231,559
-77,470
| -25% | -$631K |
|
|
SHPG
1228
DELISTED
Shire pic
SHPG
| $1.85M | 0.01% |
+10,794
| New | +$1.81M |
|
|
RPXC
1229
DELISTED
RPX Corporation
RPXC
| $1.85M | 0.01% |
164,639
-11,131
| -6% | -$118K |
|
1230
Provident Financial Services
PFS
$3.28B
| $1.85M | 0.01% |
91,645
+79,735
| +669% | +$1.51M |
|
|
BID
1231
DELISTED
Sotheby's
BID
| $1.84M | 0.01% |
69,001
-255,019
| -79% | -$6.12M |
|
|
GRMN
1232
Garmin
GRMN
$58.8B
| $1.84M | 0.01% |
+46,114
| New | +$1.71M |
|
1233
Texas Roadhouse
TXRH
$13.8B
| $1.84M | 0.01% |
+42,260
| New | +$1.64M |
|
1234
Costco
COST
$423B
| $1.83M | 0.01% |
+11,643
| New | +$1.76M |
|
1235
GoDaddy
GDDY
$11.7B
| $1.83M | 0.01% |
56,580
-254,203
| -82% | -$7.64M |
|
1236
PUT
Roper Technologies
ROP
$38.8B
| $1.83M | 0.01% |
10,000
+2,000
| +25% | +$345K |
|
|
INOV
1237
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $1.82M | 0.01% |
+98,377
| New | +$1.74M |
|
1238
PUT
Estee Lauder
EL
$30.6B
| $1.82M | 0.01% |
19,300
+13,300
| +222% | +$1.19M |
|
1239
Ralph Lauren
RL
$22.6B
| $1.82M | 0.01% |
18,888
+2,200
| +13% | +$216K |
|
1240
Universal Insurance Holdings
UVE
$1.23B
| $1.82M | 0.01% |
102,158
-46,167
| -31% | -$856K |
|
1241
CALL
General Motors
GM
$79.3B
| $1.81M | 0.01% |
+57,700
| New | +$1.74M |
|
1242
ArcelorMittal
MT
$54.2B
| $1.81M | 0.01% |
132,035
-285,272
| -68% | -$2.76M |
|
1243
Hanmi Financial
HAFC
$949M
| $1.81M | 0.01% |
82,129
-27,468
| -25% | -$587K |
|
|
LPT
1244
DELISTED
Liberty Property Trust
LPT
| $1.8M | 0.01% |
53,954
-32,980
| -38% | -$991K |
|
1245
PUT
Pinnacle West Capital
PNW
$12.2B
| $1.8M | 0.01% |
+24,000
| New | +$1.64M |
|
1246
WPP
WPP
$4.39B
| $1.8M | 0.01% |
15,470
-2,540
| -14% | -$274K |
|
1247
PUT
Automatic Data Processing
ADP
$107B
| $1.79M | 0.01% |
20,000
+6,000
| +43% | +$503K |
|
|
LORL
1248
DELISTED
Loral Space and Communications, Inc.
LORL
| $1.79M | 0.01% |
+50,984
| New | +$1.74M |
|
1249
KBR
KBR
$4.68B
| $1.78M | 0.01% |
+115,276
| New | +$1.63M |
|
|
ARC
1250
DELISTED
ARC Document Solutions, Inc.
ARC
| $1.78M | 0.01% |
396,369
+193,981
| +96% | +$727K |
|
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.