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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 | |
|---|---|---|---|---|---|---|
1976
Gran Tierra Energy
GTE
$334M
| $562K | ﹤0.01% |
22,760
+8,143
| +56% | +$189K |
|
|
MODV
1977
DELISTED
ModivCare
MODV
| $562K | ﹤0.01% |
+11,008
| New | +$515K |
|
1978
World Acceptance Corp
WRLD
$897M
| $562K | ﹤0.01% |
+14,809
| New | +$522K |
|
|
SGBK
1979
DELISTED
Stonegate Bank
SGBK
| $562K | ﹤0.01% |
18,749
-9,954
| -35% | -$297K |
|
1980
CALL
Goodyear
GT
$1.99B
| $561K | ﹤0.01% |
+17,000
| New | +$512K |
|
|
WFT
1981
PUT
DELISTED
Weatherford International plc
WFT
| $560K | ﹤0.01% |
+72,000
| New | +$486K |
|
|
APC
1982
PUT
DELISTED
Anadarko Petroleum
APC
| $559K | ﹤0.01% |
+12,000
| New | +$487K |
|
1983
PUT
Lear
LEA
$6.18B
| $556K | ﹤0.01% |
+5,000
| New | +$529K |
|
1984
Ubiquiti
UI
$34.4B
| $556K | ﹤0.01% |
+16,700
| New | +$518K |
|
1985
PUT
M&T Bank
MTB
$36.5B
| $555K | ﹤0.01% |
5,000
-6,000
| -55% | -$651K |
|
1986
Invesco S&P 500 Equal Weight ETF
RSP
$99.3B
| $555K | ﹤0.01% |
+7,067
| New | +$520K |
|
|
RAVN
1987
DELISTED
Raven Industries Inc
RAVN
| $555K | ﹤0.01% |
34,623
-96,618
| -74% | -$1.46M |
|
|
ONE
1988
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
| $555K | ﹤0.01% |
142,071
+51,730
| +57% | +$192K |
|
1989
Empire State Realty Trust
ESRT
$843M
| $554K | ﹤0.01% |
+31,600
| New | +$522K |
|
|
EXK
1990
Endeavour Silver
EXK
$2.65B
| $553K | ﹤0.01% |
+224,773
| New | +$393K |
|
|
SEAC
1991
DELISTED
Seachange International Inc
SEAC
| $553K | ﹤0.01% |
5,011
+1,575
| +46% | +$183K |
|
|
COL
1992
CALL
DELISTED
Rockwell Collins
COL
| $553K | ﹤0.01% |
+6,000
| New | +$520K |
|
|
WNR
1993
PUT
DELISTED
Western Refining Inc
WNR
| $553K | ﹤0.01% |
19,000
+9,000
| +90% | +$271K |
|
|
MNK
1994
PUT
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $552K | ﹤0.01% |
9,000
+4,000
| +80% | +$256K |
|
1995
CBIZ
CBZ
$2.97B
| $550K | ﹤0.01% |
54,474
-206,418
| -79% | -$2.09M |
|
|
PSG
1996
DELISTED
Performance Sports Group Ltd.
PSG
| $549K | ﹤0.01% |
172,594
+123,444
| +251% | +$792K |
|
|
MFLX
1997
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
| $549K | ﹤0.01% |
23,652
-50,985
| -68% | -$1.02M |
|
1998
LivePerson
LPSN
$26.1M
| $548K | ﹤0.01% |
6,244
+2,278
| +57% | +$188K |
|
|
DWA
1999
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $548K | ﹤0.01% |
+21,956
| New | +$540K |
|
2000
AES
AES
$10.5B
| $547K | ﹤0.01% |
+46,374
| New | +$462K |
|
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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.