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 | |
|---|---|---|---|---|---|---|
2451
Kite Realty
KRG
$5.56B
| $264K | ﹤0.01% |
+9,523
| New | +$253K |
|
|
BBRG
2452
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
| $264K | ﹤0.01% |
34,052
-29,295
| -46% | -$238K |
|
|
CRZO
2453
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $263K | ﹤0.01% |
8,500
-11,120
| -57% | -$280K |
|
|
MON
2454
CALL
DELISTED
Monsanto Co
MON
| $263K | ﹤0.01% |
3,000
-8,000
| -73% | -$722K |
|
2455
Advanced Micro Devices
AMD
$786B
| $261K | ﹤0.01% |
91,660
+70,160
| +326% | +$159K |
|
2456
PUT
Jacobs Solutions
J
$17.1B
| $261K | ﹤0.01% |
7,254
-7,254
| -50% | -$237K |
|
2457
CALL
Cencora
COR
$61.7B
| $260K | ﹤0.01% |
+3,000
| New | +$267K |
|
2458
PUT
Tenet Healthcare
THC
$21.1B
| $260K | ﹤0.01% |
+9,000
| New | +$234K |
|
2459
Griffon
GFF
$4.72B
| $259K | ﹤0.01% |
16,742
-96,010
| -85% | -$1.45M |
|
2460
PUT
Ryder
R
$10.2B
| $259K | ﹤0.01% |
+4,000
| New | +$227K |
|
|
KED
2461
DELISTED
Kayne Anderson Energy
KED
| $258K | ﹤0.01% |
15,467
-17,937
| -54% | -$248K |
|
2462
ProShares UltraShort Dow 30
DXD
$37.7M
| $257K | ﹤0.01% |
+680
| New | +$294K |
|
2463
Vanguard Morningstar Small-Cap ETF
VB
$81.6B
| $257K | ﹤0.01% |
+2,305
| New | +$239K |
|
|
CCF
2464
DELISTED
Chase Corporation
CCF
| $256K | ﹤0.01% |
+4,877
| New | +$225K |
|
|
DSPG
2465
DELISTED
DSP Group Inc
DSPG
| $256K | ﹤0.01% |
28,064
-4,041
| -13% | -$35.9K |
|
2466
C&F Financial
CFFI
$283M
| $255K | ﹤0.01% |
6,685
-300
| -4% | -$11.6K |
|
|
DFS
2467
CALL
DELISTED
Discover Financial Services
DFS
| $255K | ﹤0.01% |
+5,000
| New | +$241K |
|
2468
KRONOS Worldwide
KRO
$714M
| $254K | ﹤0.01% |
44,422
-13,526
| -23% | -$70.5K |
|
|
CAJ
2469
DELISTED
Canon, Inc.
CAJ
| $253K | ﹤0.01% |
8,483
-4,083
| -32% | -$117K |
|
2470
PUT
Murphy Oil
MUR
$5.17B
| $252K | ﹤0.01% |
10,000
-4,000
| -29% | -$80.1K |
|
|
SCHW
2471
CALL
Charles Schwab
SCHW
$188B
| $252K | ﹤0.01% |
9,000
-17,000
| -65% | -$449K |
|
|
PDCO
2472
DELISTED
Patterson Companies, Inc.
PDCO
| $252K | ﹤0.01% |
+5,419
| New | +$235K |
|
|
CSOD
2473
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $252K | ﹤0.01% |
7,700
-188,268
| -96% | -$5.68M |
|
|
TIVO
2474
DELISTED
TIVO INC
TIVO
| $252K | ﹤0.01% |
+26,455
| New | +$213K |
|
|
CCC
2475
DELISTED
Calgon Carbon Corp
CCC
| $251K | ﹤0.01% |
+17,906
| New | +$273K |
|
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.