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 | |
|---|---|---|---|---|---|---|
1651
NVE Corp
NVEC
$618M
| $917K | ﹤0.01% |
16,216
-955
| -6% | -$49.2K |
|
|
SNI
1652
CALL
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $917K | ﹤0.01% |
14,000
+3,000
| +27% | +$178K |
|
1653
CALL
Warner Bros
WBD
$64.7B
| $916K | ﹤0.01% |
32,000
-900
| -3% | -$24.1K |
|
1654
Park Aerospace
PKE
$808M
| $915K | ﹤0.01% |
57,168
+6,751
| +13% | +$101K |
|
|
LNKD
1655
CALL
DELISTED
LinkedIn Corporation
LNKD
| $915K | ﹤0.01% |
8,000
+7,000
| +700% | +$1.03M |
|
1656
Deutsche Bank
DB
$70.4B
| $912K | ﹤0.01% |
+60,290
| New | +$1.01M |
|
1657
Daktronics
DAKT
$1.04B
| $910K | ﹤0.01% |
115,138
+49,075
| +74% | +$377K |
|
1658
PUT
Lennar Class A
LEN
$21B
| $909K | ﹤0.01% |
19,751
-14,918
| -43% | -$612K |
|
1659
Douglas Dynamics
PLOW
$1.03B
| $908K | ﹤0.01% |
+39,646
| New | +$797K |
|
|
SFS
1660
DELISTED
Smart & Final Stores, Inc.
SFS
| $906K | ﹤0.01% |
55,920
-20,983
| -27% | -$339K |
|
1661
Independent Bank Corp
IBCP
$792M
| $904K | ﹤0.01% |
62,155
+17,044
| +38% | +$249K |
|
1662
CALL
Amgen
AMGN
$210B
| $900K | ﹤0.01% |
6,000
-16,000
| -73% | -$2.38M |
|
|
AET
1663
CALL
DELISTED
Aetna Inc
AET
| $899K | ﹤0.01% |
8,000
-1,000
| -11% | -$107K |
|
|
AET
1664
PUT
DELISTED
Aetna Inc
AET
| $899K | ﹤0.01% |
8,000
-5,000
| -38% | -$535K |
|
1665
CALL
Pultegroup
PHM
$25.1B
| $898K | ﹤0.01% |
+48,000
| New | +$819K |
|
1666
PUT
Weyerhaeuser
WY
$18.6B
| $898K | ﹤0.01% |
+29,000
| New | +$774K |
|
1667
CALL
Automatic Data Processing
ADP
$108B
| $897K | ﹤0.01% |
10,000
-1,000
| -9% | -$83.8K |
|
1668
New Jersey Resources
NJR
$5.79B
| $897K | ﹤0.01% |
+24,625
| New | +$854K |
|
1669
PUT
Honeywell
HON
$78.9B
| $896K | ﹤0.01% |
8,903
-2,226
| -20% | -$209K |
|
|
PMT
1670
PennyMac Mortgage Investment
PMT
$831M
| $896K | ﹤0.01% |
65,685
-445,400
| -87% | -$5.9M |
|
|
RIC
1671
DELISTED
Richmont Mines Inc.
RIC
| $896K | ﹤0.01% |
+158,878
| New | +$692K |
|
|
CSR
1672
Centerspace
CSR
$917M
| $895K | ﹤0.01% |
12,325
-1,588
| -11% | -$104K |
|
1673
Standard Motor Products
SMP
$915M
| $895K | ﹤0.01% |
25,832
-59,911
| -70% | -$2.07M |
|
1674
Resources Connection
RGP
$158M
| $894K | ﹤0.01% |
57,424
+25,267
| +79% | +$367K |
|
|
ESRX
1675
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $893K | ﹤0.01% |
13,000
+5,000
| +63% | +$359K |
|
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.