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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 | |
|---|---|---|---|---|---|---|
|
BXLT
126
DELISTED
BAXALTA INC COM STK (DE)
BXLT
| $37.1M | 0.18% |
919,532
+100,612
| +12% | +$3.98M |
|
|
FITB
127
Fifth Third Bancorp
FITB
$51.3B
| $36.5M | 0.17% |
+2,186,156
| New | +$36M |
|
|
LM
128
DELISTED
Legg Mason, Inc.
LM
| $36.4M | 0.17% |
1,050,000
+629,547
| +150% | +$19.7M |
|
129
PUT
Microsoft
MSFT
$3.35T
| $36.1M | 0.17% |
654,000
+372,000
| +132% | +$19.5M |
|
130
Toronto Dominion Bank
TD
$198B
| $36.1M | 0.17% |
834,795
+148,395
| +22% | +$5.73M |
|
|
HA
131
DELISTED
Hawaiian Holdings, Inc.
HA
| $35.8M | 0.17% |
759,662
+352,290
| +86% | +$13.7M |
|
|
WBMD
132
DELISTED
WebMD Health Corp.
WBMD
| $35.8M | 0.17% |
572,384
+244,521
| +75% | +$13.1M |
|
133
Hilton Worldwide
HLT
$72.5B
| $35.7M | 0.17% |
528,878
-750,780
| -59% | -$44.6M |
|
|
XLNX
134
DELISTED
Xilinx Inc
XLNX
| $35.2M | 0.17% |
+742,529
| New | +$34.8M |
|
135
AngloGold Ashanti
AU
$41.6B
| $35M | 0.17% |
2,559,684
+1,778,131
| +228% | +$19.3M |
|
|
HOLX
136
DELISTED
Hologic
HOLX
| $34.9M | 0.17% |
1,011,218
-545,328
| -35% | -$19M |
|
137
Cummins
CMI
$87.3B
| $34.9M | 0.17% |
317,228
-1,124,070
| -78% | -$109M |
|
138
Centene
CNC
$30.1B
| $34.7M | 0.17% |
1,128,696
-272,448
| -19% | -$8.13M |
|
|
GNC
139
DELISTED
GNC Holdings, Inc.
GNC
| $34.6M | 0.16% |
1,089,471
+618,458
| +131% | +$17.7M |
|
140
PUT
Coca-Cola
KO
$381B
| $34.4M | 0.16% |
741,700
+320,700
| +76% | +$14M |
|
|
FNFG
141
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $34.2M | 0.16% |
3,532,909
+155,471
| +5% | +$1.5M |
|
|
OPLN
142
Openlane
OPLN
$4.29B
| $34.2M | 0.16% |
2,368,540
-249,019
| -10% | -$3.3M |
|
143
Axalta
AXTA
$7.71B
| $34.1M | 0.16% |
1,166,833
+599,402
| +106% | +$15.2M |
|
|
SNDK
144
DELISTED
SANDISK CORP
SNDK
| $33.9M | 0.16% |
445,548
+260,541
| +141% | +$18.8M |
|
|
GRA
145
DELISTED
W.R. Grace & Co.
GRA
| $33.6M | 0.16% |
471,870
+405,962
| +616% | +$31M |
|
146
Sun Life Financial
SLF
$45.9B
| $33.6M | 0.16% |
1,040,009
+212,645
| +26% | +$6.24M |
|
147
BCE
BCE
$20.2B
| $33.2M | 0.16% |
728,368
-847,680
| -54% | -$35.4M |
|
148
AB InBev
BUD
$166B
| $33M | 0.16% |
264,690
+248,960
| +1,583% | +$29.5M |
|
149
CALL
ExxonMobil
XOM
$651B
| $32.9M | 0.16% |
393,400
+310,400
| +374% | +$24.9M |
|
|
SIX
150
DELISTED
Six Flags Entertainment Corp.
SIX
| $32.8M | 0.16% |
590,758
+10,197
| +2% | +$525K |
|
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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.