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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
+538.88%
AUM
$21B
AUM Growth
+$144M
(+0.69%)
Cap. Flow
-$666K
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 | |
|---|---|---|---|---|---|---|
|
GNBC
2401
DELISTED
Green Bancorp, Inc
GNBC
| $289K | ﹤0.01% |
+38,227
| New | +$299K |
|
2402
PUT
Baxter International
BAX
$14.1B
| $288K | ﹤0.01% |
7,000
-112,000
| -94% | -$4.27M |
|
2403
Independence Realty Trust
IRT
$4.05B
| $288K | ﹤0.01% |
+40,459
| New | +$272K |
|
|
2404
PUT
Eli Lilly
LLY
$1.07T
| $288K | ﹤0.01% |
4,000
+1,000
| +33% | +$75.7K |
|
2405
Bausch Health
BHC
$2.28B
| $287K | ﹤0.01% |
+10,926
| New | +$808K |
|
2406
Federated Hermes
FHI
$4.79B
| $287K | ﹤0.01% |
9,964
-246,209
| -96% | -$6.48M |
|
|
TDAY
2407
USA Today Co
TDAY
$1.21B
| $287K | ﹤0.01% |
+17,276
| New | +$282K |
|
2408
Korn Ferry
KFY
$4.21B
| $287K | ﹤0.01% |
10,138
-82,483
| -89% | -$2.36M |
|
2409
Miller Industries
MLR
$612M
| $287K | ﹤0.01% |
+14,148
| New | +$285K |
|
2410
AtriCure
ATRC
$2.01B
| $286K | ﹤0.01% |
16,993
-10,444
| -38% | -$184K |
|
|
TBNK
2411
DELISTED
Territorial Bancorp Inc.
TBNK
| $286K | ﹤0.01% |
10,975
-1,188
| -10% | -$31K |
|
|
OUTR
2412
DELISTED
OUTERWALL INC
OUTR
| $285K | ﹤0.01% |
7,700
-25,000
| -76% | -$822K |
|
2413
Berkshire Hathaway Class B
BRK.B
$1.12T
| $284K | ﹤0.01% |
+2,000
| New | +$265K |
|
2414
CALL
NiSource
NI
$20.7B
| $283K | ﹤0.01% |
+12,000
| New | +$257K |
|
2415
CALL
Vornado Realty Trust
VNO
$7.41B
| $283K | ﹤0.01% |
+3,711
| New | +$269K |
|
|
ORIG
2416
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
| $283K | ﹤0.01% |
37
-10
| -21% | -$96.4K |
|
|
MWW
2417
DELISTED
Monster Worldwide Inc
MWW
| $283K | ﹤0.01% |
+86,754
| New | +$337K |
|
2418
CALL
CF Industries
CF
$17.1B
| $282K | ﹤0.01% |
9,000
+4,000
| +80% | +$131K |
|
2419
Navient
NAVI
$851M
| $282K | ﹤0.01% |
+23,550
| New | +$245K |
|
|
SWN
2420
PUT
DELISTED
Southwestern Energy Company
SWN
| $282K | ﹤0.01% |
+35,000
| New | +$268K |
|
2421
PUT
Dick's Sporting Goods
DKS
$18.2B
| $281K | ﹤0.01% |
+6,000
| New | +$244K |
|
2422
Embotelladora Andina Series B
AKO.B
$4.93B
| $280K | ﹤0.01% |
14,669
+2,327
| +19% | +$40K |
|
2423
PUT
Capital One
COF
$136B
| $277K | ﹤0.01% |
+4,000
| New | +$264K |
|
|
NSLR
2424
Neostellar Capital Corp
NSLR
$274M
| $277K | ﹤0.01% |
58,958
-3,853
| -6% | -$19.2K |
|
2425
CALL
XPO
XPO
$23.3B
| $276K | ﹤0.01% |
+26,023
| New | +$227K |
|
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.