We are live on ! Find out more
Two Sigma Investments

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
Cap. Flow
-$667K
Cap. Flow %
-0%
Top 10 Hldgs %
8.27%
Holding
3,420
New
785
Increased
1,001
Reduced
942
Closed
675

Top Buys

Rank Stock Value
1
MCD icon
McDonald's
MCD
+$129M
2
AZO icon
AutoZone
AZO
+$111M
3
LLY icon
Eli Lilly
LLY
+$107M
4
MSI icon
Motorola Solutions
MSI
+$100M
5
JCI icon
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
UNP icon
Union Pacific
UNP
+$131M
4
VLO icon
Valero Energy
VLO
+$112M
5
USB icon
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
MDR
1876
DELISTED
McDermott International
MDR
$657K ﹤0.01%
+53,557
New +$508K
DANG
1877
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
$657K ﹤0.01%
92,100
+65,500
+246% +$439K
VLGEA icon
1878
Village Super Market
VLGEA
$641M
$656K ﹤0.01%
27,132
+11,139
+70% +$276K
TEN
1879
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$656K ﹤0.01%
12,736
-103,333
-89% -$4.53M
CYOU
1880
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$656K ﹤0.01%
34,943
-45,805
-57% -$849K
WYNN icon
1881
CALL
Wynn Resorts
WYNN
$10.8B
$654K ﹤0.01%
+7,000
New +$517K
PANW icon
1882
CALL
Palo Alto Networks
PANW
$297B
$653K ﹤0.01%
24,000
-24,000
-50% -$590K
WIX icon
1883
WIX.com
WIX
$2.8B
$653K ﹤0.01%
32,213
-11,615
-27% -$232K
KFRC icon
1884
Kforce
KFRC
$1.03B
$651K ﹤0.01%
+33,240
New +$640K
WSFS icon
1885
WSFS Financial
WSFS
$4.23B
$649K ﹤0.01%
19,955
-33,236
-62% -$1M
FRPT icon
1886
Freshpet
FRPT
$3.49B
$645K ﹤0.01%
+87,960
New +$614K
CUTR
1887
DELISTED
Cutera, Inc.
CUTR
$644K ﹤0.01%
57,262
+12,646
+28% +$144K
LNG icon
1888
CALL
Cheniere Energy
LNG
$53.9B
$643K ﹤0.01%
19,000
-1,000
-5% -$32.4K
MPWR icon
1889
Monolithic Power Systems
MPWR
$66.1B
$640K ﹤0.01%
+10,056
New +$599K
USPH icon
1890
US Physical Therapy
USPH
$1.17B
$640K ﹤0.01%
+12,868
New +$640K
HRZN icon
1891
Horizon Technology Finance
HRZN
$292M
$639K ﹤0.01%
55,071
-32,338
-37% -$347K
HZN
1892
DELISTED
Horizon Global Corporation
HZN
$639K ﹤0.01%
50,757
-33,029
-39% -$327K
HEES
1893
DELISTED
H&E Equipment Services
HEES
$638K ﹤0.01%
36,395
-13,521
-27% -$196K
CTWS
1894
DELISTED
Connecticut Water Service Inc
CTWS
$638K ﹤0.01%
14,149
+4,482
+46% +$187K
BUSE icon
1895
First Busey Corp
BUSE
$2.61B
$637K ﹤0.01%
31,100
-46,260
-60% -$902K
SCU
1896
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
$637K ﹤0.01%
14,654
-6,072
-29% -$286K
SPN
1897
DELISTED
Superior Energy Services, Inc.
SPN
$637K ﹤0.01%
4,756
+2,590
+120% +$282K
CL icon
1898
CALL
Colgate-Palmolive
CL
$73.9B
$636K ﹤0.01%
9,000
-4,000
-31% -$266K
DINO icon
1899
PUT
HF Sinclair
DINO
$15.2B
$636K ﹤0.01%
+18,000
New +$620K
EGL
1900
DELISTED
Engility Holdings, Inc.
EGL
$636K ﹤0.01%
+33,879
New +$609K
74 75
76
77 78

Similar funds

Schroder Investment Management Group
Schroder Investment Management Group London, United Kingdom $122B AUM 29.27% 1-Year Est. Return
State Farm Mutual Automobile Insurance
State Farm Mutual Automobile Insurance Bloomington, Illinois $127B AUM 32.55% 1-Year Est. Return
Primecap Management
Primecap Management Pasadena, California $127B AUM 44.11% 1-Year Est. Return
Fidelity International
Fidelity International Hamilton, Bermuda $129B AUM 30.83% 1-Year Est. Return
VAM
Vanguard Asset Management London, Ec4n 8af $117B AUM
RhumbLine Advisers
RhumbLine Advisers Boston, Massachusetts $117B AUM 29.66% 1-Year Est. Return
Neuberger Berman Group
Neuberger Berman Group New York $131B AUM 28.36% 1-Year Est. Return
Manulife (Manufacturers Life Insurance)
Manulife (Manufacturers Life Insurance) Canada, Ontario, Canada $116B AUM 26.37% 1-Year Est. Return

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.