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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 | |
|---|---|---|---|---|---|---|
|
COBZ
1776
DELISTED
CoBiz Financial,Inc
COBZ
| $758K | ﹤0.01% |
64,106
+16,502
| +35% | +$186K |
|
|
SRDX
1777
DELISTED
Surmodics
SRDX
| $757K | ﹤0.01% |
41,123
-9,711
| -19% | -$183K |
|
1778
PUT
Paychex
PAYX
$42.2B
| $756K | ﹤0.01% |
+14,000
| New | +$705K |
|
1779
PUT
FirstEnergy
FE
$27.9B
| $755K | ﹤0.01% |
21,000
+7,000
| +50% | +$235K |
|
|
RNET
1780
DELISTED
RigNet, Inc.
RNET
| $754K | ﹤0.01% |
+55,090
| New | +$758K |
|
|
AHL
1781
DELISTED
ASPEN Insurance Holding Limited
AHL
| $754K | ﹤0.01% |
+15,817
| New | +$722K |
|
1782
Metallus
MTUS
$897M
| $753K | ﹤0.01% |
82,724
+63,548
| +331% | +$465K |
|
1783
PUT
Cognizant
CTSH
$25.3B
| $752K | ﹤0.01% |
12,000
+6,000
| +100% | +$349K |
|
1784
CALL
Realty Income
O
$58.7B
| $750K | ﹤0.01% |
+12,384
| New | +$689K |
|
|
CTRA
1785
CALL
DELISTED
Coterra Energy
CTRA
| $749K | ﹤0.01% |
+33,000
| New | +$662K |
|
1786
Merit Medical Systems
MMSI
$5.12B
| $749K | ﹤0.01% |
+40,490
| New | +$702K |
|
1787
Radian Group
RDN
$5.27B
| $747K | ﹤0.01% |
60,219
-461,578
| -88% | -$5.23M |
|
1788
PUT
lululemon athletica
LULU
$14B
| $745K | ﹤0.01% |
+11,000
| New | +$661K |
|
|
CDI
1789
DELISTED
CDI Corp.
CDI
| $745K | ﹤0.01% |
118,700
+22,372
| +23% | +$117K |
|
|
CLMS
1790
DELISTED
Calamos Asset Management, Inc.
CLMS
| $745K | ﹤0.01% |
87,738
+2,316
| +3% | +$20.6K |
|
|
EVDY
1791
DELISTED
Everyday Health, Inc.
EVDY
| $745K | ﹤0.01% |
132,950
+40,145
| +43% | +$198K |
|
|
CGI
1792
DELISTED
Celadon Group Inc
CGI
| $744K | ﹤0.01% |
71,032
-72,562
| -51% | -$655K |
|
1793
DHI Group
DHX
$179M
| $743K | ﹤0.01% |
92,087
-24,929
| -21% | -$205K |
|
1794
Trex
TREX
$4.89B
| $743K | ﹤0.01% |
+61,988
| New | +$604K |
|
|
CPN
1795
PUT
DELISTED
Calpine Corporation
CPN
| $743K | ﹤0.01% |
+49,000
| New | +$688K |
|
1796
CALL
Mattel
MAT
$4.32B
| $740K | ﹤0.01% |
22,000
-4,000
| -15% | -$122K |
|
|
XCRA
1797
DELISTED
Xcerra Corporation
XCRA
| $738K | ﹤0.01% |
113,226
+54,881
| +94% | +$306K |
|
1798
Abercrombie & Fitch
ANF
$4.9B
| $735K | ﹤0.01% |
23,294
-5,222
| -18% | -$147K |
|
1799
Cabot Corp
CBT
$4.23B
| $735K | ﹤0.01% |
15,214
-188,304
| -93% | -$8.1M |
|
|
SMRT
1800
DELISTED
Stein Mart Inc
SMRT
| $735K | ﹤0.01% |
100,311
-36,662
| -27% | -$260K |
|
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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.