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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 | |
|---|---|---|---|---|---|---|
2476
Rocky Brands
RCKY
$374M
| $250K | ﹤0.01% |
19,657
+67
| +0.3% | +$765 |
|
2477
ProShares Ultra Russell2000
UWM
$246M
| $250K | ﹤0.01% |
13,200
+800
| +6% | +$13.3K |
|
|
SWN
2478
CALL
DELISTED
Southwestern Energy Company
SWN
| $250K | ﹤0.01% |
+31,000
| New | +$238K |
|
|
NCOM
2479
DELISTED
National Commerce Corporation
NCOM
| $250K | ﹤0.01% |
10,599
-707
| -6% | -$16K |
|
2480
Cohu
COHU
$2.45B
| $249K | ﹤0.01% |
21,000
-34,735
| -62% | -$404K |
|
2481
PUT
Trane Technologies
TT
$106B
| $248K | ﹤0.01% |
+4,000
| New | +$218K |
|
2482
VSE Corp
VSEC
$6.05B
| $248K | ﹤0.01% |
7,310
+112
| +2% | +$3.4K |
|
|
WIN
2483
DELISTED
Windstream Holdings Inc
WIN
| $248K | ﹤0.01% |
+6,449
| New | +$209K |
|
2484
PUT
BioMarin Pharmaceuticals
BMRN
$11.6B
| $247K | ﹤0.01% |
+3,000
| New | +$244K |
|
2485
CTS Corp
CTS
$1.91B
| $247K | ﹤0.01% |
15,718
+3,775
| +32% | +$56.5K |
|
2486
CALL
American Express
AXP
$236B
| $246K | ﹤0.01% |
4,000
-10,000
| -71% | -$582K |
|
2487
IAMGOLD
IAG
$9.18B
| $246K | ﹤0.01% |
+111,418
| New | +$217K |
|
2488
PUT
Royal Caribbean
RCL
$87.6B
| $246K | ﹤0.01% |
+3,000
| New | +$234K |
|
2489
Onto Innovation
ONTO
$13.7B
| $244K | ﹤0.01% |
15,373
-12,352
| -45% | -$173K |
|
2490
CALL
KeyCorp
KEY
$24.8B
| $243K | ﹤0.01% |
+22,000
| New | +$246K |
|
|
PPP
2491
DELISTED
Primero Mining Corp
PPP
| $242K | ﹤0.01% |
+133,477
| New | +$259K |
|
2492
PUT
Microchip Technology
MCHP
$42.2B
| $241K | ﹤0.01% |
+10,000
| New | +$223K |
|
|
SYNT
2493
DELISTED
Syntel Inc
SYNT
| $241K | ﹤0.01% |
+4,829
| New | +$221K |
|
|
SCLN
2494
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $240K | ﹤0.01% |
21,819
-111,756
| -84% | -$994K |
|
|
ZNH
2495
DELISTED
China Southern Airlines Company Limited
ZNH
| $239K | ﹤0.01% |
7,645
-32,207
| -81% | -$969K |
|
|
POT
2496
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $238K | ﹤0.01% |
+14,000
| New | +$236K |
|
|
CBR
2497
DELISTED
CIBER Inc.
CBR
| $238K | ﹤0.01% |
113,013
+65,036
| +136% | +$166K |
|
2498
Marchex
MCHX
$80.6M
| $237K | ﹤0.01% |
53,187
+13,802
| +35% | +$55.5K |
|
2499
Bank of Marin Bancorp
BMRC
$472M
| $236K | ﹤0.01% |
+9,592
| New | +$241K |
|
2500
RELX
RELX
$63.9B
| $236K | ﹤0.01% |
12,558
-11,648
| -48% | -$205K |
|
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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.