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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 | |
|---|---|---|---|---|---|---|
726
PUT
Bristol-Myers Squibb
BMY
$133B
| $4.86M | 0.02% |
76,000
-88,000
| -54% | -$5.55M |
|
|
IPHS
727
DELISTED
Innophos Holdings, Inc.
IPHS
| $4.86M | 0.02% |
157,080
+16,396
| +12% | +$451K |
|
728
Comfort Systems
FIX
$60.9B
| $4.85M | 0.02% |
152,680
-121,970
| -44% | -$3.45M |
|
729
Unilever
UL
$137B
| $4.84M | 0.02% |
95,279
-4,230
| -4% | -$206K |
|
|
730
PUT
US Bancorp
USB
$98.2B
| $4.83M | 0.02% |
119,000
+79,000
| +198% | +$3.15M |
|
731
Rogers Corp
ROG
$2.21B
| $4.82M | 0.02% |
80,458
+63,765
| +382% | +$3.21M |
|
732
Orthofix Medical
OFIX
$477M
| $4.79M | 0.02% |
115,247
+28,277
| +33% | +$1.11M |
|
733
CALL
Chevron
CVX
$392B
| $4.77M | 0.02% |
50,000
+44,000
| +733% | +$3.85M |
|
734
CALL
Blackrock
BLK
$169B
| $4.77M | 0.02% |
14,000
+13,000
| +1,300% | +$4.12M |
|
735
LivaNova
LIVN
$4.4B
| $4.76M | 0.02% |
88,252
+70,852
| +407% | +$3.94M |
|
736
Travel + Leisure Co
TNL
$4.66B
| $4.76M | 0.02% |
+137,981
| New | +$4.37M |
|
737
Sherwin-Williams
SHW
$82.7B
| $4.76M | 0.02% |
50,124
-408,537
| -89% | -$35.8M |
|
738
Cable One
CABO
$227M
| $4.75M | 0.02% |
+10,877
| New | +$4.63M |
|
739
CALL
Intel
INTC
$455B
| $4.75M | 0.02% |
147,000
-53,000
| -27% | -$1.63M |
|
|
RPT
740
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $4.75M | 0.02% |
263,674
+187,599
| +247% | +$3.17M |
|
741
Kirby Corp
KEX
$7.01B
| $4.74M | 0.02% |
78,544
-32,699
| -29% | -$1.78M |
|
742
Guidewire Software
GWRE
$12.6B
| $4.71M | 0.02% |
+86,465
| New | +$4.52M |
|
743
PUT
Kraft Heinz
KHC
$30.7B
| $4.71M | 0.02% |
+59,900
| New | +$4.48M |
|
|
IBKC
744
DELISTED
IBERIABANK Corp
IBKC
| $4.68M | 0.02% |
+91,385
| New | +$4.48M |
|
745
PUT
Phillips 66
PSX
$84.9B
| $4.68M | 0.02% |
54,000
+32,000
| +145% | +$2.6M |
|
|
PDLI
746
DELISTED
PDL BioPharma, Inc.
PDLI
| $4.67M | 0.02% |
1,402,072
-524,990
| -27% | -$1.64M |
|
747
SLB Ltd
SLB
$73.6B
| $4.66M | 0.02% |
63,197
-1,107,493
| -95% | -$77.9M |
|
748
Bank of Montreal
BMO
$126B
| $4.65M | 0.02% |
+76,551
| New | +$4.19M |
|
749
CALL
Chubb
CB
$135B
| $4.65M | 0.02% |
39,000
+17,000
| +77% | +$1.95M |
|
|
KNL
750
DELISTED
Knoll, Inc.
KNL
| $4.64M | 0.02% |
214,416
+102,588
| +92% | +$1.93M |
|
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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.