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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 | |
|---|---|---|---|---|---|---|
1426
Banc of California
BANC
$3.14B
| $1.34M | 0.01% |
+76,884
| New | +$1.16M |
|
1427
PUT
Las Vegas Sands
LVS
$29.8B
| $1.34M | 0.01% |
26,000
-61,000
| -70% | -$2.79M |
|
|
GOOD
1428
Gladstone Commercial Corp
GOOD
$604M
| $1.34M | 0.01% |
81,819
-27,767
| -25% | -$409K |
|
|
QEP
1429
CALL
DELISTED
QEP RESOURCES, INC.
QEP
| $1.34M | 0.01% |
94,800
+40,800
| +76% | +$472K |
|
|
CKP
1430
DELISTED
CHECKPOINT SYSTEMS INC
CKP
| $1.33M | 0.01% |
131,652
-174,354
| -57% | -$1.33M |
|
1431
AngioDynamics
ANGO
$626M
| $1.33M | 0.01% |
108,309
-57,977
| -35% | -$641K |
|
1432
CALL
AvalonBay Communities
AVB
$27B
| $1.33M | 0.01% |
7,000
-3,000
| -30% | -$530K |
|
1433
Cenovus Energy
CVE
$53.2B
| $1.33M | 0.01% |
102,390
-347,202
| -77% | -$4.15M |
|
1434
Lloyds Banking Group
LYG
$91.2B
| $1.33M | 0.01% |
337,020
-275,609
| -45% | -$1.07M |
|
1435
Planet Fitness
PLNT
$4.37B
| $1.33M | 0.01% |
81,946
+16,232
| +25% | +$240K |
|
1436
Aegon
AEG
$14B
| $1.33M | 0.01% |
335,874
-467,339
| -58% | -$1.81M |
|
1437
Stoneridge
SRI
$212M
| $1.33M | 0.01% |
91,106
+36,901
| +68% | +$464K |
|
|
FNFV
1438
DELISTED
Fidelity Natl Financial, Inc.
FNFV
| $1.33M | 0.01% |
122,226
+101,416
| +487% | +$1.01M |
|
1439
NewtekOne
NEWT
$444M
| $1.32M | 0.01% |
105,654
+52,861
| +100% | +$604K |
|
1440
Snap-on
SNA
$21.6B
| $1.31M | 0.01% |
+8,376
| New | +$1.28M |
|
|
WSR
1441
DELISTED
Whitestone REIT
WSR
| $1.31M | 0.01% |
104,282
+22,286
| +27% | +$250K |
|
1442
Exponent
EXPO
$3.28B
| $1.31M | 0.01% |
+51,332
| New | +$1.24M |
|
1443
Manitowoc
MTW
$524M
| $1.31M | 0.01% |
+75,483
| New | +$1.1M |
|
1444
Terex
TEX
$7.68B
| $1.3M | 0.01% |
52,357
+27,677
| +112% | +$579K |
|
1445
CALL
Biogen
BIIB
$30.6B
| $1.3M | 0.01% |
5,000
-27,000
| -84% | -$7.13M |
|
|
TRST
1446
Trustco Bank Corp NY
TRST
$994M
| $1.3M | 0.01% |
42,928
+15,859
| +59% | +$454K |
|
1447
CALL
Waste Management
WM
$89.9B
| $1.3M | 0.01% |
+22,000
| New | +$1.21M |
|
1448
PUT
Antero Resources
AR
$11B
| $1.29M | 0.01% |
+52,000
| New | +$1.25M |
|
|
ATVI
1449
CALL
DELISTED
Activision Blizzard
ATVI
| $1.29M | 0.01% |
38,000
+6,000
| +19% | +$197K |
|
1450
CALL
Advance Auto Parts
AAP
$3.51B
| $1.28M | 0.01% |
+8,000
| New | +$1.2M |
|
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.