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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 | |
|---|---|---|---|---|---|---|
2076
Accuray
ARAY
$32.8M
| $489K | ﹤0.01% |
84,688
-128,759
| -60% | -$713K |
|
2077
CALL
APA Corp
APA
$12.3B
| $488K | ﹤0.01% |
+10,000
| New | +$416K |
|
2078
CALL
FedEx
FDX
$73.5B
| $488K | ﹤0.01% |
3,000
-1,000
| -25% | -$139K |
|
2079
Five Below
FIVE
$12.4B
| $488K | ﹤0.01% |
+11,803
| New | +$431K |
|
2080
Hercules Capital
HTGC
$3.12B
| $488K | ﹤0.01% |
40,648
-96,252
| -70% | -$1.07M |
|
2081
CALL
Illumina
ILMN
$30.2B
| $486K | ﹤0.01% |
+3,084
| New | +$471K |
|
|
2082
PUT
Illumina
ILMN
$30.2B
| $486K | ﹤0.01% |
+3,084
| New | +$471K |
|
|
LDRH
2083
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
| $486K | ﹤0.01% |
+19,058
| New | +$399K |
|
|
ALEX
2084
DELISTED
Alexander & Baldwin
ALEX
| $480K | ﹤0.01% |
13,084
+7,113
| +119% | +$234K |
|
2085
Trinity Industries
TRN
$2.59B
| $479K | ﹤0.01% |
+36,367
| New | +$511K |
|
2086
CALL
H&R Block
HRB
$5.82B
| $476K | ﹤0.01% |
+18,000
| New | +$565K |
|
|
PDCE
2087
CALL
DELISTED
PDC Energy, Inc.
PDCE
| $476K | ﹤0.01% |
8,000
-1,000
| -11% | -$52.2K |
|
|
PDCE
2088
PUT
DELISTED
PDC Energy, Inc.
PDCE
| $476K | ﹤0.01% |
8,000
| – | – |
|
|
OMN
2089
DELISTED
OMNOVA Solutions Inc.
OMN
| $476K | ﹤0.01% |
85,581
+41,162
| +93% | +$220K |
|
2090
ICICI Bank
IBN
$109B
| $474K | ﹤0.01% |
72,784
-2,494,282
| -97% | -$14.6M |
|
2091
America's Car Mart
CRMT
$28.4M
| $473K | ﹤0.01% |
+18,938
| New | +$464K |
|
2092
PUT
McKesson
MCK
$103B
| $472K | ﹤0.01% |
3,000
-76,000
| -96% | -$12.3M |
|
|
CAI
2093
DELISTED
CAI International, Inc.
CAI
| $472K | ﹤0.01% |
48,825
+32,253
| +195% | +$243K |
|
2094
FTI Consulting
FCN
$4.23B
| $471K | ﹤0.01% |
+13,251
| New | +$444K |
|
|
CTXS
2095
CALL
DELISTED
Citrix Systems Inc
CTXS
| $471K | ﹤0.01% |
+7,535
| New | +$426K |
|
|
CTXS
2096
PUT
DELISTED
Citrix Systems Inc
CTXS
| $471K | ﹤0.01% |
+7,535
| New | +$426K |
|
2097
PUT
Ameriprise Financial
AMP
$49.6B
| $470K | ﹤0.01% |
5,000
-1,000
| -17% | -$89.7K |
|
2098
CALL
Intercontinental Exchange
ICE
$84.1B
| $470K | ﹤0.01% |
10,000
+5,000
| +100% | +$243K |
|
|
PBCT
2099
CALL
DELISTED
People's United Financial Inc
PBCT
| $470K | ﹤0.01% |
+29,500
| New | +$443K |
|
|
BFX
2100
DELISTED
BowFlex Inc.
BFX
| $469K | ﹤0.01% |
24,277
-29,266
| -55% | -$550K |
|
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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.