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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 | |
|---|---|---|---|---|---|---|
1701
PUT
Corning
GLW
$137B
| $844K | ﹤0.01% |
+40,400
| New | +$749K |
|
1702
PUT
DTE Energy
DTE
$29.5B
| $843K | ﹤0.01% |
+10,928
| New | +$790K |
|
|
LADR
1703
Ladder Capital
LADR
$1.22B
| $843K | ﹤0.01% |
68,205
+29,493
| +76% | +$326K |
|
1704
Central Garden & Pet Co Class A
CENTA
$2.42B
| $842K | ﹤0.01% |
64,576
-116,258
| -64% | -$1.3M |
|
1705
PUT
Kroger
KR
$35.4B
| $842K | ﹤0.01% |
22,000
+5,000
| +29% | +$193K |
|
1706
Monro
MNRO
$410M
| $842K | ﹤0.01% |
+11,775
| New | +$779K |
|
1707
Casella Waste Systems
CWST
$5.82B
| $841K | ﹤0.01% |
125,537
-21,840
| -15% | -$132K |
|
|
SJI
1708
DELISTED
South Jersey Industries, Inc.
SJI
| $841K | ﹤0.01% |
+29,545
| New | +$757K |
|
|
PIR
1709
DELISTED
Pier 1 Imports, Inc.
PIR
| $840K | ﹤0.01% |
5,990
-23,751
| -80% | -$2.42M |
|
1710
Chubb
CB
$134B
| $838K | ﹤0.01% |
7,036
-131,467
| -95% | -$15.1M |
|
1711
United Microelectronic
UMC
$51.7B
| $838K | ﹤0.01% |
402,709
-499,952
| -55% | -$978K |
|
|
VMW
1712
PUT
DELISTED
VMware, Inc
VMW
| $837K | ﹤0.01% |
+16,000
| New | +$792K |
|
|
INWK
1713
DELISTED
InnerWorkings, Inc.
INWK
| $836K | ﹤0.01% |
+105,108
| New | +$738K |
|
1714
CALL
3M
MMM
$93.6B
| $833K | ﹤0.01% |
5,980
-27,508
| -82% | -$3.53M |
|
|
AUTO
1715
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $832K | ﹤0.01% |
47,945
+15,356
| +47% | +$275K |
|
1716
Univest Financial
UVSP
$1.24B
| $831K | ﹤0.01% |
42,605
-6,218
| -13% | -$120K |
|
1717
PUT
Toll Brothers
TOL
$14.3B
| $826K | ﹤0.01% |
28,000
+12,000
| +75% | +$335K |
|
|
ESRX
1718
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $824K | ﹤0.01% |
12,000
+6,000
| +100% | +$431K |
|
1719
PUT
Devon Energy
DVN
$50.8B
| $823K | ﹤0.01% |
30,000
+23,000
| +329% | +$560K |
|
1720
PUT
Cardinal Health
CAH
$54.7B
| $820K | ﹤0.01% |
10,000
-72,000
| -88% | -$5.85M |
|
|
CIM
1721
Chimera Investment
CIM
$1.06B
| $819K | ﹤0.01% |
20,084
-57,115
| -74% | -$2.22M |
|
1722
MillerKnoll
MLKN
$1.66B
| $819K | ﹤0.01% |
26,498
-68,265
| -72% | -$1.81M |
|
|
PNRA
1723
CALL
DELISTED
Panera Bread Co
PNRA
| $819K | ﹤0.01% |
4,000
| – | – |
|
1724
Interface
TILE
$2.01B
| $817K | ﹤0.01% |
44,088
+27,948
| +173% | +$469K |
|
|
SIVB
1725
CALL
DELISTED
SVB Financial Group
SIVB
| $816K | ﹤0.01% |
+8,000
| New | +$774K |
|
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.