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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 | |
|---|---|---|---|---|---|---|
|
DNKN
2501
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $236K | ﹤0.01% |
+5,000
| New | +$215K |
|
2502
PUT
Intercontinental Exchange
ICE
$84.1B
| $235K | ﹤0.01% |
+5,000
| New | +$243K |
|
2503
Liberty Broadband Class C
LBRDK
$5.16B
| $235K | ﹤0.01% |
+4,055
| New | +$204K |
|
|
SGY
2504
DELISTED
Stone Energy
SGY
| $235K | ﹤0.01% |
5,235
+1,485
| +40% | +$192K |
|
2505
PUT
Essex Property Trust
ESS
$18.5B
| $234K | ﹤0.01% |
1,000
-1,000
| -50% | -$219K |
|
2506
CALL
Labcorp
LH
$25.4B
| $234K | ﹤0.01% |
+2,328
| New | +$223K |
|
2507
PUT
L3Harris
LHX
$53.3B
| $234K | ﹤0.01% |
+3,000
| New | +$240K |
|
2508
CALL
AerCap
AER
$24.4B
| $233K | ﹤0.01% |
+6,000
| New | +$207K |
|
2509
FedEx
FDX
$73.5B
| $233K | ﹤0.01% |
1,431
-132,064
| -99% | -$18.4M |
|
2510
SEI Investments
SEIC
$12.6B
| $233K | ﹤0.01% |
+5,419
| New | +$222K |
|
2511
Allot
ALLT
$385M
| $232K | ﹤0.01% |
44,349
+7,712
| +21% | +$38.3K |
|
2512
Progress Software
PRGS
$1.73B
| $232K | ﹤0.01% |
9,611
-23,213
| -71% | -$570K |
|
2513
CALL
Viatris
VTRS
$20.6B
| $232K | ﹤0.01% |
5,000
| – | – |
|
2514
CALL
Liberty Global Class A
LBTYA
$3.61B
| $231K | ﹤0.01% |
+6,876
| New | +$217K |
|
2515
ON Semiconductor
ON
$29.9B
| $231K | ﹤0.01% |
24,036
-1,391,464
| -98% | -$11.9M |
|
2516
CALL
Workday
WDAY
$42.1B
| $231K | ﹤0.01% |
3,000
-1,000
| -25% | -$66.2K |
|
2517
BorgWarner
BWA
$13.7B
| $230K | ﹤0.01% |
+6,807
| New | +$202K |
|
2518
GoPro
GPRO
$125M
| $230K | ﹤0.01% |
19,221
-984,172
| -98% | -$12.2M |
|
|
K
2519
PUT
DELISTED
Kellanova
K
| $230K | ﹤0.01% |
3,195
-14,910
| -82% | -$1.03M |
|
|
LNKD
2520
PUT
DELISTED
LinkedIn Corporation
LNKD
| $229K | ﹤0.01% |
2,000
+1,000
| +100% | +$147K |
|
2521
BancFirst
BANF
$3.83B
| $228K | ﹤0.01% |
8,002
+830
| +12% | +$23.3K |
|
2522
PUT
Capri Holdings
CPRI
$1.84B
| $228K | ﹤0.01% |
4,000
-6,000
| -60% | -$296K |
|
|
FAZ
2523
Direxion Daily Financial Bear 3x ETF
FAZ
$84.8M
| $228K | ﹤0.01% |
+13
| New | +$265K |
|
|
SIX
2524
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
| $228K | ﹤0.01% |
+4,100
| New | +$211K |
|
|
BNCN
2525
DELISTED
BNC Bancorp
BNCN
| $228K | ﹤0.01% |
10,788
-13,705
| -56% | -$295K |
|
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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.