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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
+538.88%
AUM
$21B
AUM Growth
+$144M
(+0.69%)
Cap. Flow
-$666K
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 | |
|---|---|---|---|---|---|---|
2251
CALL
Canadian National Railway
CNI
$77.1B
| $375K | ﹤0.01% |
+6,000
| New | +$336K |
|
|
SKUL
2252
DELISTED
SKULLCANDY INC
SKUL
| $375K | ﹤0.01% |
105,216
+12,327
| +13% | +$44.3K |
|
2253
Calix
CALX
$2.42B
| $374K | ﹤0.01% |
52,700
-4,918
| -9% | -$34.8K |
|
|
DX
2254
Dynex Capital
DX
$3.19B
| $374K | ﹤0.01% |
18,755
+10,613
| +130% | +$198K |
|
2255
CALL
Universal Health Services
UHS
$10.4B
| $374K | ﹤0.01% |
+3,000
| New | +$337K |
|
|
POT
2256
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
| $374K | ﹤0.01% |
22,000
+7,000
| +47% | +$118K |
|
2257
New Mountain Finance
NMFC
$694M
| $372K | ﹤0.01% |
29,432
-171,537
| -85% | -$2.08M |
|
2258
PUT
Signet Jewelers
SIG
$3.75B
| $372K | ﹤0.01% |
+3,000
| New | +$341K |
|
|
BLCM
2259
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
| $372K | ﹤0.01% |
+3,979
| New | +$433K |
|
2260
Avery Dennison
AVY
$13.3B
| $371K | ﹤0.01% |
+5,138
| New | +$332K |
|
2261
Century Aluminum
CENX
$4.64B
| $370K | ﹤0.01% |
52,507
-181,623
| -78% | -$1.01M |
|
2262
ProShares Ultra S&P500
SSO
$8.29B
| $370K | ﹤0.01% |
+46,400
| New | +$333K |
|
2263
PUT
Deutsche Bank
DB
$71.5B
| $369K | ﹤0.01% |
+24,416
| New | +$409K |
|
2264
Medallion Financial
MFIN
$249M
| $369K | ﹤0.01% |
39,994
+28,948
| +262% | +$221K |
|
|
SODA
2265
DELISTED
SodaStream International Ltd
SODA
| $368K | ﹤0.01% |
+26,151
| New | +$364K |
|
2266
CALL
Roper Technologies
ROP
$39B
| $366K | ﹤0.01% |
2,000
| – | – |
|
|
ENDP
2267
PUT
DELISTED
Endo International plc
ENDP
| $366K | ﹤0.01% |
+13,000
| New | +$614K |
|
|
SVA
2268
DELISTED
Sinovac Biotech, Ltd
SVA
| $366K | ﹤0.01% |
57,261
-16,367
| -22% | -$98.3K |
|
2269
Fidus Investment
FDUS
$777M
| $365K | ﹤0.01% |
23,502
-27,291
| -54% | -$377K |
|
|
MRSH
2270
CALL
Marsh
MRSH
$91.4B
| $365K | ﹤0.01% |
+6,000
| New | +$336K |
|
|
QADA
2271
DELISTED
QAD Inc.
QADA
| $365K | ﹤0.01% |
17,161
-1,376
| -7% | -$26.6K |
|
|
ANK
2272
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
| $362K | ﹤0.01% |
+4,776
| New | +$362K |
|
2273
PUT
Cintas
CTAS
$80.6B
| $359K | ﹤0.01% |
16,000
+4,000
| +33% | +$85.8K |
|
2274
Enovis
ENOV
$1.74B
| $359K | ﹤0.01% |
7,303
-126,606
| -95% | -$5.38M |
|
2275
PUT
Harley-Davidson
HOG
$2.76B
| $359K | ﹤0.01% |
+7,000
| New | +$305K |
|
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.