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
+538.88%
AUM
$21B
AUM Growth
+$144M
(+0.69%)
Cap. Flow
-$666K
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 | |
|---|---|---|---|---|---|---|
2301
WhiteHorse Finance
WHF
$142M
| $347K | ﹤0.01% |
33,401
-6,866
| -17% | -$68.9K |
|
|
ZEUS
2302
DELISTED
Olympic Steel
ZEUS
| $347K | ﹤0.01% |
20,024
+7,195
| +56% | +$85.5K |
|
2303
Accenture
ACN
$103B
| $346K | ﹤0.01% |
+3,000
| New | +$308K |
|
2304
AutoNation
AN
$7.09B
| $346K | ﹤0.01% |
7,421
-14,293
| -66% | -$692K |
|
2305
PUT
BorgWarner
BWA
$13.8B
| $346K | ﹤0.01% |
10,224
-26,128
| -72% | -$775K |
|
|
FFIC
2306
DELISTED
Flushing Financial
FFIC
| $346K | ﹤0.01% |
+16,022
| New | +$333K |
|
2307
Build-A-Bear
BBW
$436M
| $344K | ﹤0.01% |
+26,484
| New | +$340K |
|
|
KBAL
2308
DELISTED
Kimball International
KBAL
| $343K | ﹤0.01% |
30,237
+9,316
| +45% | +$98.3K |
|
|
KSU
2309
CALL
DELISTED
Kansas City Southern
KSU
| $342K | ﹤0.01% |
+4,000
| New | +$312K |
|
|
WFM
2310
PUT
DELISTED
Whole Foods Market Inc
WFM
| $342K | ﹤0.01% |
+11,000
| New | +$344K |
|
|
N
2311
PUT
DELISTED
Netsuite Inc
N
| $342K | ﹤0.01% |
+5,000
| New | +$327K |
|
2312
PUT
Dillards
DDS
$9.64B
| $340K | ﹤0.01% |
+4,000
| New | +$300K |
|
2313
TIM SA
TIMB
$8.88B
| $339K | ﹤0.01% |
30,653
-67,890
| -69% | -$597K |
|
|
CARB
2314
DELISTED
Carbonite Inc
CARB
| $339K | ﹤0.01% |
42,476
+21,076
| +98% | +$172K |
|
2315
Republic Bancorp
RBCAA
$1.97B
| $338K | ﹤0.01% |
+13,092
| New | +$332K |
|
2316
Shutterstock
SSTK
$219M
| $338K | ﹤0.01% |
+9,200
| New | +$298K |
|
2317
PUT
EQT Corp
EQT
$32.3B
| $336K | ﹤0.01% |
+9,185
| New | +$294K |
|
2318
Celestica
CLS
$36.8B
| $334K | ﹤0.01% |
+30,412
| New | +$307K |
|
2319
CALL
Lear
LEA
$8.13B
| $334K | ﹤0.01% |
+3,000
| New | +$318K |
|
|
SUNS
2320
DELISTED
SLR Senior Investment Corp. Common Stock
SUNS
| $334K | ﹤0.01% |
22,904
+4,213
| +23% | +$58.7K |
|
|
FFG
2321
DELISTED
FBL Financial Group
FFG
| $334K | ﹤0.01% |
+5,425
| New | +$319K |
|
2322
PUT
Perrigo
PRGO
$1.76B
| $333K | ﹤0.01% |
2,600
-12,400
| -83% | -$1.7M |
|
|
PRFT
2323
DELISTED
Perficient Inc
PRFT
| $333K | ﹤0.01% |
15,309
-7,318
| -32% | -$135K |
|
|
SIX
2324
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $333K | ﹤0.01% |
+6,000
| New | +$309K |
|
2325
Turkcell
TKC
$4.78B
| $332K | ﹤0.01% |
31,629
-302,312
| -91% | -$2.8M |
|
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.