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 | |
|---|---|---|---|---|---|---|
|
SNP
1276
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $1.72M | 0.01% |
26,397
-23,170
| -47% | -$1.34M |
|
1277
CALL
Yum! Brands
YUM
$41.8B
| $1.72M | 0.01% |
+29,211
| New | +$1.53M |
|
|
GTS
1278
DELISTED
Triple-S Management Corporation
GTS
| $1.72M | 0.01% |
72,620
-19,913
| -22% | -$446K |
|
|
RHT
1279
PUT
DELISTED
Red Hat Inc
RHT
| $1.71M | 0.01% |
+23,000
| New | +$1.62M |
|
|
PEI
1280
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $1.71M | 0.01% |
+5,227
| New | +$1.56M |
|
1281
MidCap Financial Investment
MFIC
$787M
| $1.71M | 0.01% |
102,822
-123,438
| -55% | -$1.91M |
|
1282
FirstCash
FCFS
$8.85B
| $1.71M | 0.01% |
+37,127
| New | +$1.5M |
|
|
UCB
1283
United Community Banks
UCB
$4.24B
| $1.7M | 0.01% |
92,120
-159,397
| -63% | -$2.83M |
|
|
IL
1284
DELISTED
IntraLinks Holdings Inc.
IL
| $1.7M | 0.01% |
215,225
+46,586
| +28% | +$366K |
|
|
KW
1285
DELISTED
Kennedy-Wilson Holdings
KW
| $1.69M | 0.01% |
+77,326
| New | +$1.53M |
|
|
VIAB
1286
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $1.69M | 0.01% |
41,000
+14,000
| +52% | +$556K |
|
1287
CALL
ConocoPhillips
COP
$147B
| $1.69M | 0.01% |
42,000
+18,000
| +75% | +$684K |
|
1288
CALL
Eaton
ETN
$161B
| $1.69M | 0.01% |
+27,000
| New | +$1.49M |
|
1289
Autohome
ATHM
$2.67B
| $1.68M | 0.01% |
+60,159
| New | +$1.58M |
|
1290
PUT
CenterPoint Energy
CNP
$27.7B
| $1.67M | 0.01% |
+80,000
| New | +$1.51M |
|
1291
Pegasystems
PEGA
$5.02B
| $1.67M | 0.01% |
131,834
+78,066
| +145% | +$937K |
|
|
LTXB
1292
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $1.67M | 0.01% |
+85,022
| New | +$1.66M |
|
1293
PUT
Philip Morris
PM
$297B
| $1.67M | 0.01% |
17,000
-39,000
| -70% | -$3.58M |
|
1294
PUT
IBM
IBM
$211B
| $1.67M | 0.01% |
11,506
-20,920
| -65% | -$2.67M |
|
1295
PUT
3M
MMM
$90.9B
| $1.67M | 0.01% |
11,960
-2,392
| -17% | -$307K |
|
1296
CALL
Texas Instruments
TXN
$252B
| $1.67M | 0.01% |
29,000
+11,000
| +61% | +$584K |
|
|
JWN
1297
CALL
DELISTED
Nordstrom
JWN
| $1.66M | 0.01% |
+29,000
| New | +$1.5M |
|
1298
PUT
Ashland
ASH
$3.33B
| $1.65M | 0.01% |
30,660
+16,352
| +114% | +$787K |
|
1299
Carnival Corporation Ltd
CCL
$38.1B
| $1.65M | 0.01% |
31,204
-1,194,446
| -97% | -$57.8M |
|
1300
PUT
Mondelez International
MDLZ
$79.5B
| $1.65M | 0.01% |
41,000
+26,000
| +173% | +$1.06M |
|
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.