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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 | |
|---|---|---|---|---|---|---|
201
Steel Dynamics
STLD
$36.2B
| $25.1M | 0.12% |
1,116,176
+729,728
| +189% | +$13.8M |
|
202
CSX Corp
CSX
$93B
| $24.9M | 0.12% |
2,904,105
-4,326,129
| -60% | -$35.1M |
|
|
ALXN
203
DELISTED
Alexion Pharmaceuticals
ALXN
| $24.9M | 0.12% |
+178,969
| New | +$26.3M |
|
204
Molson Coors Class B
TAP
$7.79B
| $24.9M | 0.12% |
+258,940
| New | +$23.1M |
|
|
AET
205
DELISTED
Aetna Inc
AET
| $24.7M | 0.12% |
219,579
-356,548
| -62% | -$38.2M |
|
206
CALL
Apple
AAPL
$4.9T
| $24.6M | 0.12% |
904,000
+296,000
| +49% | +$7.37M |
|
|
SWFT
207
DELISTED
Swift Transportation Company
SWFT
| $24.4M | 0.12% |
1,307,899
-427,201
| -25% | -$6.92M |
|
|
SPR
208
DELISTED
Spirit AeroSystems
SPR
| $24.4M | 0.12% |
536,871
+291,912
| +119% | +$13.3M |
|
209
J.M. Smucker
SJM
$13.1B
| $24.3M | 0.12% |
187,300
-147,075
| -44% | -$18.5M |
|
|
MENT
210
DELISTED
Mentor Graphics Corp
MENT
| $24.3M | 0.12% |
+1,195,571
| New | +$21.8M |
|
211
Service Corp International
SCI
$11.8B
| $24.2M | 0.12% |
980,922
+826,313
| +534% | +$19.6M |
|
212
eBay
EBAY
$50.4B
| $24M | 0.11% |
1,004,840
+922,914
| +1,127% | +$22.5M |
|
213
Expeditors International
EXPD
$21.8B
| $23.9M | 0.11% |
490,413
+393,597
| +407% | +$18M |
|
|
PPLI
214
People Inc
PPLI
$3.08B
| $23.6M | 0.11% |
2,803,014
+2,330,857
| +494% | +$20.1M |
|
215
PUT
SLB Ltd
SLB
$72.6B
| $23.5M | 0.11% |
318,400
+259,400
| +440% | +$18.2M |
|
|
FMER
216
DELISTED
FIRSTMERIT CORP
FMER
| $23.4M | 0.11% |
1,112,860
+760,252
| +216% | +$14.7M |
|
|
WLL
217
DELISTED
Whiting Petroleum Corporation
WLL
| $23.4M | 0.11% |
9,756
+9,173
| +1,573% | +$18M |
|
218
VeriSign
VRSN
$25.9B
| $23.3M | 0.11% |
263,659
-94,418
| -26% | -$7.72M |
|
219
Marvell Technology
MRVL
$165B
| $23.2M | 0.11% |
2,249,875
-348,635
| -13% | -$3.21M |
|
220
PUT
ExxonMobil
XOM
$651B
| $23.2M | 0.11% |
277,000
+251,000
| +965% | +$20.1M |
|
|
TWO
221
Two Harbors Investment
TWO
$1.27B
| $23.1M | 0.11% |
364,303
+75,200
| +26% | +$4.65M |
|
222
United Therapeutics
UTHR
$26.2B
| $23.1M | 0.11% |
207,494
-81,647
| -28% | -$10.3M |
|
|
WCN
223
Waste Connections
WCN
$41.9B
| $23.1M | 0.11% |
+536,955
| New | +$21.6M |
|
224
Allison Transmission
ALSN
$9.57B
| $23.1M | 0.11% |
855,583
-2,227
| -0.3% | -$54K |
|
|
PF
225
DELISTED
Pinnacle Foods, Inc.
PF
| $23.1M | 0.11% |
+516,112
| New | +$22.2M |
|
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.