We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
451
Signet Jewelers
SIG
$3.61B
| $9.8M | 0.05% |
+79,018
| New | +$8.99M |
|
452
ING
ING
$99.8B
| $9.76M | 0.05% |
818,479
-453,234
| -36% | -$5.44M |
|
|
UMPQ
453
DELISTED
Umpqua Holdings Corp
UMPQ
| $9.68M | 0.05% |
610,476
+592,941
| +3,381% | +$8.94M |
|
|
VIAB
454
DELISTED
Viacom Inc. Class B
VIAB
| $9.68M | 0.05% |
234,424
+125,324
| +115% | +$4.98M |
|
455
Ball Corp
BALL
$17.3B
| $9.67M | 0.05% |
271,302
-374,508
| -58% | -$12.8M |
|
456
Macerich
MAC
$7.33B
| $9.64M | 0.05% |
121,676
+118,076
| +3,280% | +$9.24M |
|
457
Flex
FLEX
$41.7B
| $9.62M | 0.05% |
1,058,377
-3,317,116
| -76% | -$26.7M |
|
|
JWN
458
DELISTED
Nordstrom
JWN
| $9.61M | 0.05% |
168,047
-160,032
| -49% | -$8.25M |
|
|
BUFF
459
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $9.61M | 0.05% |
+374,671
| New | +$7.19M |
|
460
Fabrinet
FN
$15.6B
| $9.55M | 0.05% |
295,249
+81,901
| +38% | +$2.2M |
|
|
SCS
461
DELISTED
Steelcase
SCS
| $9.54M | 0.05% |
639,146
+565,891
| +772% | +$7.52M |
|
|
LFC
462
DELISTED
China Life Insurance Company Ltd.
LFC
| $9.52M | 0.05% |
774,865
+332,157
| +75% | +$4.01M |
|
463
AMC Global Media
AMCX
$492M
| $9.46M | 0.05% |
145,712
+142,812
| +4,925% | +$9.78M |
|
464
iShares Biotechnology ETF
IBB
$9.34B
| $9.42M | 0.04% |
+108,312
| New | +$9.69M |
|
|
CVC
465
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $9.41M | 0.04% |
+285,157
| New | +$9.19M |
|
466
Marathon Petroleum
MPC
$92.4B
| $9.4M | 0.04% |
252,972
-571,323
| -69% | -$21.7M |
|
467
BWX Technologies
BWXT
$15.5B
| $9.32M | 0.04% |
277,828
+24,238
| +10% | +$748K |
|
468
Autodesk
ADSK
$49.5B
| $9.3M | 0.04% |
159,497
-647,873
| -80% | -$33.8M |
|
|
AIV
469
Aimco
AIV
$387M
| $9.27M | 0.04% |
1,664,304
+1,086,580
| +188% | +$5.56M |
|
|
PNK
470
DELISTED
Pinnacle Entertainment Inc.
PNK
| $9.26M | 0.04% |
+263,875
| New | +$7.96M |
|
471
Ingredion
INGR
$6.27B
| $9.25M | 0.04% |
+86,622
| New | +$8.63M |
|
|
SPLS
472
DELISTED
Staples Inc
SPLS
| $9.23M | 0.04% |
836,465
-2,700,643
| -76% | -$25.4M |
|
473
Brookfield
BN
$104B
| $9.21M | 0.04% |
753,446
+269,922
| +56% | +$2.91M |
|
|
TCF
474
DELISTED
TCF Financial Corporation
TCF
| $9.21M | 0.04% |
751,207
+272,263
| +57% | +$3.27M |
|
|
WFT
475
DELISTED
Weatherford International plc
WFT
| $9.2M | 0.04% |
1,182,996
+926,844
| +362% | +$6.25M |
|
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.