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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 | |
|---|---|---|---|---|---|---|
151
Quanta Services
PWR
$84.2B
| $32.5M | 0.15% |
1,438,400
+1,132,700
| +371% | +$22.4M |
|
152
Liberty Global Class A
LBTYA
$3.59B
| $32.2M | 0.15% |
958,558
-1,139,519
| -54% | -$35.9M |
|
153
Corning
GLW
$107B
| $32M | 0.15% |
+1,531,646
| New | +$28.4M |
|
154
Mastercard
MA
$498B
| $31.9M | 0.15% |
+337,568
| New | +$29.8M |
|
|
LLL
155
DELISTED
L3 Technologies, Inc.
LLL
| $31.9M | 0.15% |
268,881
+248,303
| +1,207% | +$29M |
|
156
Teleflex
TFX
$5.96B
| $31.6M | 0.15% |
+201,564
| New | +$28.1M |
|
157
Comcast
CMCSA
$87.3B
| $31.4M | 0.15% |
1,027,366
-3,235,728
| -76% | -$92.9M |
|
|
RAX
158
DELISTED
Rackspace Hosting Inc
RAX
| $31.2M | 0.15% |
1,445,794
-222,927
| -13% | -$4.55M |
|
159
Cognizant
CTSH
$25.2B
| $31.2M | 0.15% |
497,680
+245,268
| +97% | +$14.3M |
|
160
Ametek
AME
$53.9B
| $31.2M | 0.15% |
+623,317
| New | +$29.7M |
|
|
TCO
161
DELISTED
Taubman Centers Inc.
TCO
| $31M | 0.15% |
435,287
+258,582
| +146% | +$18.3M |
|
|
X
162
DELISTED
US Steel
X
| $31M | 0.15% |
1,931,394
+1,166,461
| +152% | +$11.6M |
|
163
NetEase
NTES
$83B
| $31M | 0.15% |
1,078,460
+369,980
| +52% | +$11.1M |
|
164
Take-Two Interactive
TTWO
$46.1B
| $31M | 0.15% |
821,952
+433,626
| +112% | +$15M |
|
165
Hewlett Packard
HPE
$58.8B
| $30.9M | 0.15% |
2,998,790
+2,227,246
| +289% | +$18.7M |
|
|
GGP
166
DELISTED
GGP Inc.
GGP
| $30.5M | 0.15% |
1,027,066
+726,595
| +242% | +$20M |
|
167
Idexx Laboratories
IDXX
$44.9B
| $30.5M | 0.15% |
+389,028
| New | +$28M |
|
168
CBRE Group
CBRE
$43.3B
| $30.4M | 0.15% |
1,055,934
-312,108
| -23% | -$8.59M |
|
|
FCE.A
169
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $30.4M | 0.14% |
1,442,322
+1,066,304
| +284% | +$20.9M |
|
|
ISBC
170
DELISTED
Investors Bancorp, Inc.
ISBC
| $30.3M | 0.14% |
2,605,004
+606,014
| +30% | +$6.98M |
|
|
EXPR
171
DELISTED
Express, Inc.
EXPR
| $30M | 0.14% |
+70,028
| New | +$25.1M |
|
172
PUT
Verizon
VZ
$197B
| $29.9M | 0.14% |
553,000
+130,000
| +31% | +$6.5M |
|
173
Ulta Beauty
ULTA
$21.8B
| $29.9M | 0.14% |
154,280
+39,076
| +34% | +$6.81M |
|
174
Aflac
AFL
$65.5B
| $29.3M | 0.14% |
928,646
+708,886
| +323% | +$21.1M |
|
175
Agilent Technologies
A
$39.6B
| $29.2M | 0.14% |
733,119
-757,942
| -51% | -$28.9M |
|
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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.