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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 | |
|---|---|---|---|---|---|---|
1051
Prestige Consumer Healthcare
PBH
$2.46B
| $2.51M | 0.01% |
+46,990
| New | +$2.31M |
|
1052
Northwest Natural Holdings
NWN
$2.06B
| $2.51M | 0.01% |
+46,581
| New | +$2.4M |
|
1053
DTE Energy
DTE
$29.4B
| $2.51M | 0.01% |
32,498
+21,802
| +204% | +$1.58M |
|
1054
American Public Education
APEI
$933M
| $2.5M | 0.01% |
121,358
+37,280
| +44% | +$655K |
|
1055
Compañía de Cervecerías Unidas
CCU
$2.11B
| $2.5M | 0.01% |
111,531
+72,128
| +183% | +$1.48M |
|
1056
PUT
Applied Materials
AMAT
$408B
| $2.5M | 0.01% |
118,000
-71,000
| -38% | -$1.29M |
|
1057
Markel Group
MKL
$23.2B
| $2.5M | 0.01% |
2,800
+2,240
| +400% | +$1.93M |
|
|
CHSP
1058
DELISTED
Chesapeake Lodging Trust
CHSP
| $2.5M | 0.01% |
94,322
+22,937
| +32% | +$578K |
|
1059
SunCoke Energy
SXC
$704M
| $2.49M | 0.01% |
383,492
-381,867
| -50% | -$1.62M |
|
1060
Honda
HMC
$38.5B
| $2.49M | 0.01% |
91,130
+78,407
| +616% | +$2.15M |
|
|
IPXL
1061
DELISTED
Impax Laboratories, Inc.
IPXL
| $2.49M | 0.01% |
77,724
-162,346
| -68% | -$5.71M |
|
|
SCG
1062
PUT
DELISTED
Scana
SCG
| $2.48M | 0.01% |
35,400
+21,400
| +153% | +$1.38M |
|
1063
Cameco
CCJ
$38.9B
| $2.48M | 0.01% |
193,050
-160,933
| -45% | -$1.93M |
|
|
GIMO
1064
DELISTED
Gigamon Inc.
GIMO
| $2.47M | 0.01% |
79,492
-27,537
| -26% | -$718K |
|
|
WEB
1065
DELISTED
Web.com Group, Inc.
WEB
| $2.46M | 0.01% |
124,296
+19,555
| +19% | +$358K |
|
1066
PUT
WEC Energy
WEC
$35.6B
| $2.46M | 0.01% |
+41,000
| New | +$2.3M |
|
1067
CALL
Sempra
SRE
$57.5B
| $2.46M | 0.01% |
+47,200
| New | +$2.27M |
|
1068
First Bancorp
FBP
$4.45B
| $2.45M | 0.01% |
839,347
+103,008
| +14% | +$274K |
|
|
SUM
1069
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $2.45M | 0.01% |
131,350
+52,915
| +67% | +$866K |
|
|
TTSH
1070
DELISTED
Tile Shop Holdings
TTSH
| $2.45M | 0.01% |
164,049
-44,421
| -21% | -$631K |
|
1071
CALL
Lockheed Martin
LMT
$134B
| $2.44M | 0.01% |
11,000
+10,000
| +1,000% | +$2.15M |
|
1072
Illumina
ILMN
$30.1B
| $2.43M | 0.01% |
+15,389
| New | +$2.35M |
|
1073
Columbia Banking Systems
COLB
$8.89B
| $2.42M | 0.01% |
80,707
+65,009
| +414% | +$1.91M |
|
|
CVGW
1074
DELISTED
Calavo Growers
CVGW
| $2.41M | 0.01% |
+42,308
| New | +$2.19M |
|
|
TLRD
1075
DELISTED
Tailored Brands, Inc.
TLRD
| $2.41M | 0.01% |
+134,656
| New | +$2.08M |
|
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.