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 | |
|---|---|---|---|---|---|---|
901
Gold Fields
GFI
$29B
| $3.28M | 0.02% |
831,851
-1,827,630
| -69% | -$6.83M |
|
902
Ligand Pharmaceuticals
LGND
$5.76B
| $3.26M | 0.02% |
48,851
+16,849
| +53% | +$1.02M |
|
|
CLC
903
DELISTED
Clarcor
CLC
| $3.26M | 0.02% |
+56,457
| New | +$2.78M |
|
904
CALL
American Electric Power
AEP
$69.6B
| $3.25M | 0.02% |
49,000
+39,000
| +390% | +$2.41M |
|
|
SUP
905
DELISTED
Superior Industries International
SUP
| $3.25M | 0.02% |
147,386
+68,024
| +86% | +$1.33M |
|
|
AAV
906
DELISTED
Advantage Oil & Gas Ltd
AAV
| $3.23M | 0.02% |
588,722
+5,124
| +0.9% | +$26.7K |
|
907
Burlington
BURL
$23.2B
| $3.23M | 0.02% |
+57,410
| New | +$3M |
|
908
Insteel Industries
IIIN
$593M
| $3.23M | 0.02% |
105,513
+40,968
| +63% | +$1.02M |
|
|
DDC
909
DELISTED
Dominion Diamond Corporation
DDC
| $3.22M | 0.02% |
290,432
-334,712
| -54% | -$3.66M |
|
|
K
910
DELISTED
Kellanova
K
| $3.22M | 0.02% |
+44,761
| New | +$3.09M |
|
|
EOCC
911
DELISTED
Enel Generacion Chile S.A.
EOCC
| $3.22M | 0.02% |
111,703
-7,388
| -6% | -$200K |
|
912
CALL
Citigroup
C
$222B
| $3.21M | 0.02% |
77,000
-155,000
| -67% | -$6.48M |
|
913
OneSpan
OSPN
$574M
| $3.2M | 0.02% |
207,911
+62,900
| +43% | +$933K |
|
914
National CineMedia
NCMI
$376M
| $3.2M | 0.02% |
21,040
+4,190
| +25% | +$627K |
|
915
RingCentral
RNG
$4.66B
| $3.2M | 0.02% |
203,037
-120,724
| -37% | -$2.26M |
|
916
PUT
Boeing
BA
$171B
| $3.17M | 0.02% |
25,000
+23,000
| +1,150% | +$2.85M |
|
|
HABT
917
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
| $3.17M | 0.02% |
+170,299
| New | +$3.46M |
|
918
VF Corp
VFC
$5.63B
| $3.17M | 0.02% |
+51,979
| New | +$3.02M |
|
919
Medifast
MED
$109M
| $3.16M | 0.02% |
104,626
+19,816
| +23% | +$579K |
|
920
PUT
Synchrony
SYF
$24.7B
| $3.15M | 0.02% |
110,100
+57,100
| +108% | +$1.59M |
|
921
Acuity Brands
AYI
$9.83B
| $3.13M | 0.01% |
14,338
-129,112
| -90% | -$26.6M |
|
922
PUT
Tapestry
TPR
$30.8B
| $3.13M | 0.01% |
78,000
+46,000
| +144% | +$1.67M |
|
|
MASI
923
DELISTED
Masimo
MASI
| $3.12M | 0.01% |
74,677
+69,609
| +1,374% | +$2.62M |
|
924
Gibraltar Industries
ROCK
$1.25B
| $3.12M | 0.01% |
109,020
-139,743
| -56% | -$3.26M |
|
925
PVH
PVH
$4B
| $3.11M | 0.01% |
31,375
-22,437
| -42% | -$1.77M |
|
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.