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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 | |
|---|---|---|---|---|---|---|
1951
Walmart Inc
WMT
$889B
| $585K | ﹤0.01% |
25,620
-35,400
| -58% | -$776K |
|
1952
Rithm Capital
RITM
$5.7B
| $584K | ﹤0.01% |
50,220
-458,099
| -90% | -$5.08M |
|
1953
PUT
Suncor Energy
SU
$74.8B
| $584K | ﹤0.01% |
21,000
-7,000
| -25% | -$169K |
|
|
GIFI
1954
DELISTED
Gulf Island Fabrication
GIFI
| $583K | ﹤0.01% |
74,277
+9,228
| +14% | +$80.6K |
|
1955
Teradata
TDC
$2.52B
| $583K | ﹤0.01% |
22,228
-426,503
| -95% | -$10.6M |
|
1956
PUT
XPO
XPO
$23.5B
| $583K | ﹤0.01% |
+54,936
| New | +$479K |
|
1957
Factset
FDS
$9.8B
| $581K | ﹤0.01% |
+3,835
| New | +$572K |
|
|
CPLA
1958
DELISTED
Capella Education Company
CPLA
| $581K | ﹤0.01% |
11,042
-31,610
| -74% | -$1.46M |
|
1959
CALL
Lennar Class A
LEN
$21.1B
| $580K | ﹤0.01% |
12,607
-30,466
| -71% | -$1.25M |
|
1960
CALL
Lam Research
LRCX
$391B
| $578K | ﹤0.01% |
70,000
-50,000
| -42% | -$364K |
|
1961
iShares S&P 100 ETF
OEF
$20.5B
| $576K | ﹤0.01% |
+6,300
| New | +$549K |
|
|
MGI
1962
DELISTED
MoneyGram International, Inc. New
MGI
| $574K | ﹤0.01% |
93,724
-15,903
| -15% | -$89.8K |
|
1963
KB Financial Group
KB
$42.5B
| $571K | ﹤0.01% |
20,698
-22,402
| -52% | -$572K |
|
|
1964
Valero Energy
VLO
$87.5B
| $571K | ﹤0.01% |
8,901
-1,756,043
| -99% | -$112M |
|
1965
MBIA
MBI
$268M
| $569K | ﹤0.01% |
+64,315
| New | +$468K |
|
1966
CALL
Sherwin-Williams
SHW
$88.9B
| $569K | ﹤0.01% |
6,000
-33,000
| -85% | -$2.89M |
|
1967
Tredegar Corp
TG
$269M
| $569K | ﹤0.01% |
36,207
+917
| +3% | +$12.5K |
|
|
GG
1968
DELISTED
Goldcorp Inc
GG
| $569K | ﹤0.01% |
35,030
-1,406,115
| -98% | -$19.5M |
|
1969
American International
AIG
$42.4B
| $568K | ﹤0.01% |
10,509
-760
| -7% | -$41K |
|
1970
PUT
Berkshire Hathaway Class B
BRK.B
$1.11T
| $568K | ﹤0.01% |
4,000
-4,000
| -50% | -$530K |
|
|
BHBK
1971
DELISTED
Blue Hills Bancorp, Inc.
BHBK
| $568K | ﹤0.01% |
41,517
+19,841
| +92% | +$278K |
|
1972
PUT
Vornado Realty Trust
VNO
$7.53B
| $567K | ﹤0.01% |
7,422
-7,422
| -50% | -$538K |
|
1973
PUT
Ventas
VTR
$47.3B
| $567K | ﹤0.01% |
9,000
-4,000
| -31% | -$225K |
|
|
DTLK
1974
DELISTED
Datalink Corp
DTLK
| $567K | ﹤0.01% |
62,077
-13,900
| -18% | -$100K |
|
1975
PUT
Canadian National Railway
CNI
$77B
| $562K | ﹤0.01% |
+9,000
| New | +$504K |
|
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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.