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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 | |
|---|---|---|---|---|---|---|
1601
PUT
Carnival Corporation Ltd
CCL
$40.5B
| $1M | ﹤0.01% |
19,000
+7,000
| +58% | +$339K |
|
|
TMH
1602
DELISTED
Team Health Holdings Inc
TMH
| $1M | ﹤0.01% |
23,978
-32,512
| -58% | -$1.33M |
|
|
CLR
1603
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $1M | ﹤0.01% |
+33,000
| New | +$746K |
|
|
FITB
1604
CALL
Fifth Third Bancorp
FITB
$52.8B
| $1M | ﹤0.01% |
60,000
+47,000
| +362% | +$773K |
|
1605
CALL
Tyson Foods
TSN
$20.4B
| $1M | ﹤0.01% |
+15,000
| New | +$902K |
|
|
OB
1606
DELISTED
Onebeacon Insurance Group Ltd
OB
| $998K | ﹤0.01% |
78,415
+14,630
| +23% | +$187K |
|
1607
PUT
Citizens Financial Group
CFG
$31.3B
| $997K | ﹤0.01% |
+47,600
| New | +$1.01M |
|
|
EDE
1608
DELISTED
Empire District Electric
EDE
| $997K | ﹤0.01% |
30,165
-27,107
| -47% | -$843K |
|
1609
CALL
Ashland
ASH
$3.31B
| $990K | ﹤0.01% |
18,396
+12,264
| +200% | +$590K |
|
|
VRE
1610
DELISTED
Veris Residential
VRE
| $987K | ﹤0.01% |
42,002
+20,398
| +94% | +$424K |
|
1611
CALL
Oracle
ORCL
$423B
| $982K | ﹤0.01% |
24,000
+15,000
| +167% | +$555K |
|
1612
PUT
Yum! Brands
YUM
$40.1B
| $982K | ﹤0.01% |
+16,692
| New | +$876K |
|
|
PFC
1613
DELISTED
Premier Financial Corp. Common Stock
PFC
| $982K | ﹤0.01% |
51,148
+8,116
| +19% | +$155K |
|
|
NILE
1614
DELISTED
Blue Nile, Inc.
NILE
| $982K | ﹤0.01% |
38,186
+32,056
| +523% | +$939K |
|
|
LMOS
1615
DELISTED
Lumos Networks Corp
LMOS
| $981K | ﹤0.01% |
+76,371
| New | +$896K |
|
1616
American Electric Power
AEP
$69.8B
| $980K | ﹤0.01% |
14,757
-365,983
| -96% | -$22.6M |
|
1617
Marten Transport
MRTN
$1.21B
| $978K | ﹤0.01% |
+130,648
| New | +$897K |
|
1618
Titan Machinery
TITN
$450M
| $976K | ﹤0.01% |
84,439
+34,975
| +71% | +$344K |
|
1619
PUT
Masco
MAS
$15.1B
| $975K | ﹤0.01% |
31,000
-9,000
| -23% | -$248K |
|
1620
American Homes 4 Rent
AMH
$12.4B
| $969K | ﹤0.01% |
+60,946
| New | +$912K |
|
1621
Innoviva
INVA
$1.53B
| $968K | ﹤0.01% |
+76,921
| New | +$844K |
|
1622
Natural Gas Services Group
NGS
$479M
| $967K | ﹤0.01% |
44,716
+8,370
| +23% | +$159K |
|
1623
Fresenius Medical Care
FMS
$12.9B
| $956K | ﹤0.01% |
21,681
-10,932
| -34% | -$463K |
|
|
BBOX
1624
DELISTED
Black Box Corp
BBOX
| $956K | ﹤0.01% |
70,995
-17,659
| -20% | -$189K |
|
|
ZVO
1625
DELISTED
Zovio Inc. Common Stock
ZVO
| $954K | ﹤0.01% |
94,622
+46,611
| +97% | +$354K |
|
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.