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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 | |
|---|---|---|---|---|---|---|
|
POT
176
DELISTED
Potash Corp Of Saskatchewan
POT
| $28.9M | 0.14% |
1,697,890
-2,941,245
| -63% | -$49.5M |
|
|
CSRA
177
DELISTED
CSRA Inc.
CSRA
| $28.7M | 0.14% |
1,068,129
+301,702
| +39% | +$7.89M |
|
178
PUT
GE Aerospace
GE
$364B
| $28.6M | 0.14% |
187,817
-120,440
| -39% | -$17M |
|
179
Armstrong World Industries
AWI
$7.37B
| $28.2M | 0.13% |
583,413
-64,384
| -10% | -$2.64M |
|
180
Lazard
LAZ
$3.96B
| $28.1M | 0.13% |
724,758
+37,341
| +5% | +$1.34M |
|
181
British American Tobacco
BTI
$136B
| $27.8M | 0.13% |
475,070
+149,268
| +46% | +$8.22M |
|
182
Fidelity National Financial
FNF
$14.4B
| $27.8M | 0.13% |
1,179,647
+75,171
| +7% | +$1.68M |
|
183
Aramark
ARMK
$15B
| $27.6M | 0.13% |
1,154,999
-1,577,567
| -58% | -$36.2M |
|
184
Ryder
R
$9.9B
| $27.6M | 0.13% |
426,250
-253,750
| -37% | -$14.4M |
|
|
IHS
185
DELISTED
IHS INC CL-A COM STK
IHS
| $27.5M | 0.13% |
+221,547
| New | +$23.6M |
|
|
TFCFA
186
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $27.4M | 0.13% |
980,994
+960,454
| +4,676% | +$25.7M |
|
187
Jones Lang LaSalle
JLL
$15.8B
| $27.1M | 0.13% |
231,291
+132,320
| +134% | +$16M |
|
|
188
CALL
GE Aerospace
GE
$364B
| $26.6M | 0.13% |
174,880
-65,290
| -27% | -$9.22M |
|
189
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
| $26.5M | 0.13% |
390,690
+381,500
| +4,151% | +$25.6M |
|
|
ELLI
190
DELISTED
Ellie Mae Inc
ELLI
| $26.4M | 0.13% |
291,137
+175,611
| +152% | +$13.1M |
|
|
BERY
191
DELISTED
Berry Global Group, Inc.
BERY
| $26.1M | 0.12% |
786,622
-671,526
| -46% | -$19.6M |
|
192
PUT
Comcast
CMCSA
$87.3B
| $26.1M | 0.12% |
853,800
+761,800
| +828% | +$21.9M |
|
193
Invesco
IVZ
$12.4B
| $26M | 0.12% |
845,340
-1,116,521
| -57% | -$32.2M |
|
194
Williams-Sonoma
WSM
$27.5B
| $25.8M | 0.12% |
944,060
+608,284
| +181% | +$16.5M |
|
195
RPM International
RPM
$13.8B
| $25.8M | 0.12% |
545,254
+294,581
| +118% | +$12.2M |
|
196
UDR
UDR
$12.8B
| $25.8M | 0.12% |
+669,166
| New | +$23.9M |
|
197
Sally Beauty Holdings
SBH
$1.47B
| $25.7M | 0.12% |
792,947
-373,874
| -32% | -$11.1M |
|
198
RH
RH
$3.33B
| $25.3M | 0.12% |
+604,774
| New | +$30.9M |
|
199
Celanese
CE
$4.82B
| $25.3M | 0.12% |
385,591
+289,820
| +303% | +$18M |
|
200
PUT
AT&T
T
$164B
| $25.2M | 0.12% |
851,332
+338,944
| +66% | +$9.39M |
|
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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.