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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 | |
|---|---|---|---|---|---|---|
|
MXIM
76
DELISTED
Maxim Integrated Products
MXIM
| $60.2M | 0.29% |
1,637,498
+312,472
| +24% | +$10.5M |
|
|
STJ
77
DELISTED
St Jude Medical
STJ
| $60M | 0.29% |
1,090,215
+101,089
| +10% | +$5.51M |
|
|
HDS
78
DELISTED
HD Supply Holdings, Inc.
HDS
| $59.3M | 0.28% |
1,793,471
+117,232
| +7% | +$3.23M |
|
79
Netflix
NFLX
$307B
| $58.4M | 0.28% |
5,713,940
+2,473,700
| +76% | +$24.3M |
|
|
BEAV
80
DELISTED
B/E Aerospace Inc
BEAV
| $58.1M | 0.28% |
1,258,854
+491,789
| +64% | +$21M |
|
81
Johnson & Johnson
JNJ
$640B
| $57.2M | 0.27% |
+528,885
| New | +$54.8M |
|
82
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $57M | 0.27% |
277,500
-140,400
| -34% | -$27.4M |
|
83
Weyerhaeuser
WY
$17.6B
| $56.1M | 0.27% |
1,810,047
-701,891
| -28% | -$18.7M |
|
84
LyondellBasell Industries
LYB
$19.5B
| $55.9M | 0.27% |
653,490
-886,061
| -58% | -$71.1M |
|
85
Universal Health Services
UHS
$10.2B
| $55.7M | 0.27% |
446,777
+199,798
| +81% | +$22.5M |
|
86
F5
FFIV
$22B
| $55.2M | 0.26% |
521,766
-310,396
| -37% | -$29.7M |
|
87
Trane Technologies
TT
$98.8B
| $55.2M | 0.26% |
890,113
+510,289
| +134% | +$27.8M |
|
88
Nucor
NUE
$58.3B
| $55M | 0.26% |
1,163,441
+500,974
| +76% | +$20.4M |
|
89
Southwest Airlines
LUV
$21.7B
| $54.9M | 0.26% |
1,226,514
-954,293
| -44% | -$38.8M |
|
|
HOUS
90
DELISTED
Anywhere Real Estate
HOUS
| $54.6M | 0.26% |
1,512,472
+497,573
| +49% | +$16.3M |
|
91
Honeywell
HON
$76.4B
| $54.4M | 0.26% |
540,697
+344,166
| +175% | +$32.3M |
|
|
CAM
92
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $53.9M | 0.26% |
803,650
-189,071
| -19% | -$12.1M |
|
93
Intuitive Surgical
ISRG
$127B
| $52.9M | 0.25% |
791,730
+577,044
| +269% | +$35.8M |
|
|
IPG
94
DELISTED
Interpublic Group of Companies
IPG
| $51.7M | 0.25% |
2,250,998
+332,938
| +17% | +$7.2M |
|
95
FirstEnergy
FE
$28.4B
| $51M | 0.24% |
1,416,511
-1,111,012
| -44% | -$37.3M |
|
96
Herbalife
HLF
$1.3B
| $50.6M | 0.24% |
+1,644,538
| New | +$42.4M |
|
|
STI
97
DELISTED
SunTrust Banks, Inc.
STI
| $49.3M | 0.24% |
1,367,254
+1,013,407
| +286% | +$36.5M |
|
98
Graphic Packaging
GPK
$3.35B
| $48.2M | 0.23% |
3,753,262
+1,522,178
| +68% | +$18.5M |
|
99
Bunge Global
BG
$20.9B
| $47.9M | 0.23% |
846,001
+280,659
| +50% | +$16M |
|
100
Allegion
ALLE
$13.5B
| $47.6M | 0.23% |
746,606
+141,968
| +23% | +$8.68M |
|
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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.