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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 | |
|---|---|---|---|---|---|---|
26
Gilead Sciences
GILD
$167B
| $111M | 0.53% |
1,211,153
+997,922
| +468% | +$90M |
|
27
AbbVie
ABBV
$465B
| $111M | 0.53% |
1,939,983
-906,152
| -32% | -$50.5M |
|
28
Teva Pharmaceuticals
TEVA
$36.9B
| $110M | 0.53% |
2,063,285
+1,483,102
| +256% | +$87M |
|
|
VMW
29
DELISTED
VMware, Inc
VMW
| $108M | 0.52% |
2,073,312
+944,446
| +84% | +$46.8M |
|
|
JAH
30
DELISTED
JARDEN CORPORATION
JAH
| $107M | 0.51% |
1,809,313
+1,016,036
| +128% | +$54.4M |
|
|
31
Johnson Controls International
JCI
$85.6B
| $104M | 0.5% |
2,555,579
+2,546,541
| +28,176% | +$97.2M |
|
32
KeyCorp
KEY
$24.3B
| $104M | 0.5% |
9,434,965
+2,280,045
| +32% | +$25.5M |
|
33
Akamai
AKAM
$16.3B
| $102M | 0.49% |
1,839,943
+1,727,569
| +1,537% | +$87.8M |
|
34
Gen Digital
GEN
$16.6B
| $101M | 0.48% |
5,520,639
+2,190,475
| +66% | +$42.1M |
|
|
35
Eli Lilly
LLY
$1.09T
| $101M | 0.48% |
+1,407,632
| New | +$107M |
|
36
General Dynamics
GD
$106B
| $101M | 0.48% |
769,935
+50,071
| +7% | +$6.64M |
|
37
KLA
KLAC
$249B
| $101M | 0.48% |
13,854,310
+197,560
| +1% | +$1.33M |
|
38
TE Connectivity
TEL
$62.1B
| $101M | 0.48% |
1,628,127
+470,084
| +41% | +$27.3M |
|
39
Bath & Body Works
BBWI
$4.13B
| $101M | 0.48% |
1,419,319
+1,087,022
| +327% | +$77.9M |
|
40
Domino's
DPZ
$11.6B
| $99.7M | 0.48% |
756,206
+698,122
| +1,202% | +$83.2M |
|
41
Yum! Brands
YUM
$41.4B
| $97.3M | 0.46% |
1,654,165
+1,603,021
| +3,134% | +$84.1M |
|
42
Amgen
AMGN
$212B
| $97.1M | 0.46% |
647,558
+446,275
| +222% | +$66.3M |
|
43
Regeneron Pharmaceuticals
REGN
$72.9B
| $93.6M | 0.45% |
259,793
-26,637
| -9% | -$11M |
|
44
Synchrony
SYF
$25.1B
| $92.9M | 0.44% |
3,241,647
+2,311,402
| +248% | +$64.2M |
|
45
Constellation Brands
STZ
$22.5B
| $92.3M | 0.44% |
610,942
-123,975
| -17% | -$17.9M |
|
46
Colgate-Palmolive
CL
$74.2B
| $91.3M | 0.43% |
1,291,702
-211,787
| -14% | -$14.1M |
|
47
Invesco QQQ Trust
QQQ
$445B
| $89.4M | 0.43% |
+818,702
| New | +$85M |
|
48
TechnipFMC
FTI
$28.9B
| $86.6M | 0.41% |
4,255,049
+3,083,232
| +263% | +$58.2M |
|
49
Philip Morris
PM
$312B
| $84M | 0.4% |
856,566
+839,550
| +4,934% | +$77M |
|
50
Amazon
AMZN
$2.48T
| $83M | 0.4% |
2,795,440
-2,140,540
| -43% | -$60.8M |
|
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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.