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 | |
|---|---|---|---|---|---|---|
1351
PUT
Kinder Morgan
KMI
$71.7B
| $1.52M | 0.01% |
+85,000
| New | +$1.39M |
|
|
CSBK
1352
DELISTED
Clifton Bancorp Inc.
CSBK
| $1.52M | 0.01% |
100,418
+58,769
| +141% | +$852K |
|
1353
PUT
Travelers Companies
TRV
$78.1B
| $1.52M | 0.01% |
13,000
+7,000
| +117% | +$764K |
|
|
PRSU
1354
Pursuit Attractions and Hospitality Inc
PRSU
$1.39B
| $1.52M | 0.01% |
52,032
+41,086
| +375% | +$1.16M |
|
|
CNR
1355
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $1.51M | 0.01% |
106,669
-166,953
| -61% | -$1.86M |
|
|
ASEI
1356
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
| $1.51M | 0.01% |
54,695
+38,464
| +237% | +$1.15M |
|
1357
RE/MAX Holdings
RMAX
$193M
| $1.51M | 0.01% |
44,066
-67,841
| -61% | -$2.28M |
|
1358
Elbit Systems
ESLT
$37.9B
| $1.51M | 0.01% |
16,056
+6,510
| +68% | +$559K |
|
1359
Blackbaud
BLKB
$1.94B
| $1.5M | 0.01% |
+23,934
| New | +$1.4M |
|
1360
Entravision Communication
EVC
$1.03B
| $1.5M | 0.01% |
202,172
-10,956
| -5% | -$80.8K |
|
|
ELGX
1361
DELISTED
Endologix Inc
ELGX
| $1.5M | 0.01% |
+17,973
| New | +$1.48M |
|
1362
Westlake Corp
WLK
$9.03B
| $1.5M | 0.01% |
32,436
-919
| -3% | -$41.7K |
|
|
AUO
1363
DELISTED
AU Optronics Corp
AUO
| $1.5M | 0.01% |
508,462
-662,118
| -57% | -$1.8M |
|
1364
Fox Factory Holding Corp
FOXF
$755M
| $1.49M | 0.01% |
+94,267
| New | +$1.45M |
|
1365
Morgan Stanley
MS
$331B
| $1.49M | 0.01% |
59,466
-22,240
| -27% | -$568K |
|
|
ACH
1366
Accendra Health
ACH
$237M
| $1.48M | 0.01% |
+36,724
| New | +$1.37M |
|
|
REV
1367
DELISTED
Revlon, Inc.
REV
| $1.48M | 0.01% |
+40,734
| New | +$1.28M |
|
|
EMKR
1368
DELISTED
Emcore Corp
EMKR
| $1.48M | 0.01% |
29,615
+8,410
| +40% | +$457K |
|
|
EVER
1369
DELISTED
Everbank Financial Corp
EVER
| $1.48M | 0.01% |
98,002
+82,387
| +528% | +$1.14M |
|
1370
MYR Group
MYRG
$5.19B
| $1.48M | 0.01% |
58,801
-34,699
| -37% | -$748K |
|
1371
Marcus & Millichap
MMI
$1.16B
| $1.47M | 0.01% |
+57,984
| New | +$1.36M |
|
1372
NatWest
NWG
$75.4B
| $1.47M | 0.01% |
213,750
-25,123
| -11% | -$191K |
|
|
TMX
1373
DELISTED
Terminix Global Holdings, Inc.
TMX
| $1.47M | 0.01% |
58,199
-1,673,038
| -97% | -$42.8M |
|
|
BLD
1374
DELISTED
TopBuild
BLD
| $1.47M | 0.01% |
49,351
-91,794
| -65% | -$2.48M |
|
1375
PUT
Palo Alto Networks
PANW
$270B
| $1.47M | 0.01% |
54,000
-18,000
| -25% | -$443K |
|
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.