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Two Sigma Investments

Two Sigma Investments Portfolio holdings

AUM $124B
1-Year Est. Return 33.93%
This Fund
S&P 500
This Quarter Est. Return
+9.38%
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
$29.7B
AUM Growth
+$3.62B
Cap. Flow
+$1.88B
Cap. Flow %
6.32%
Top 10 Hldgs %
5.97%
Holding
3,630
New
608
Increased
1,072
Reduced
1,131
Closed
801

Top Buys

Rank Stock Value
1
T icon
AT&T
T
+$166M
2
CVX icon
Chevron
CVX
+$163M
3
AMZN icon
Amazon
AMZN
+$162M
4
CMCSA icon
Comcast
CMCSA
+$160M
5
TGT icon
Target
TGT
+$158M

Top Sells

Rank Stock Value
1
ELV icon
Elevance Health
ELV
+$165M
2
CSCO icon
Cisco
CSCO
+$161M
3
BIIB icon
Biogen
BIIB
+$158M
4
AET
Aetna Inc
AET
+$156M
5
HPE icon
Hewlett Packard
HPE
+$155M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 13.02%
2 Technology 11.41%
3 Industrials 11.08%
4 Healthcare 9.22%
5 Communication Services 8.51%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CMG icon
26
Chipotle Mexican Grill
CMG
$42.6B
$139M 0.47%
15,623,600
+15,470,250
+10,088% +$128M
YUM icon
27
Yum! Brands
YUM
$40.7B
$139M 0.47%
2,171,883
+773,602
+55% +$50.4M
VMW
28
DELISTED
VMware, Inc
VMW
$135M 0.45%
1,465,251
-310,066
-17% -$27.3M
NTES icon
29
NetEase
NTES
$79.2B
$133M 0.45%
2,348,510
+2,015,335
+605% +$109M
NXPI icon
30
NXP Semiconductors
NXPI
$67.6B
$128M 0.43%
1,240,635
+252,871
+26% +$25.6M
KSU
31
DELISTED
Kansas City Southern
KSU
$128M 0.43%
1,490,880
+1,275,007
+591% +$109M
VZ icon
32
Verizon
VZ
$198B
$124M 0.42%
2,543,498
+2,510,765
+7,670% +$126M
TSCO icon
33
Tractor Supply
TSCO
$16.7B
$120M 0.4%
8,681,285
+8,544,825
+6,262% +$124M
VFC icon
34
VF Corp
VFC
$6.72B
$118M 0.4%
+2,279,895
New +$112M
DPZ icon
35
Domino's
DPZ
$11.4B
$116M 0.39%
629,017
+265,019
+73% +$47.5M
MRK icon
36
Merck
MRK
$323B
$115M 0.39%
1,899,599
+1,783,984
+1,543% +$108M
CI icon
37
Cigna
CI
$77B
$115M 0.39%
783,298
-365,283
-32% -$53.8M
FE icon
38
FirstEnergy
FE
$28.5B
$114M 0.38%
3,586,748
+1,137,059
+46% +$35.1M
MON
39
DELISTED
Monsanto Co
MON
$114M 0.38%
1,004,852
-510,791
-34% -$56.5M
GXP
40
DELISTED
Great Plains Energy Incorporated
GXP
$111M 0.37%
3,803,085
+5,766
+0.2% +$162K
UPS icon
41
United Parcel Service
UPS
$96B
$110M 0.37%
1,025,184
+1,011,394
+7,334% +$111M
PBR icon
42
Petrobras
PBR
$116B
$110M 0.37%
11,317,372
+8,907,278
+370% +$91.5M
LVLT
43
DELISTED
Level 3 Communications Inc
LVLT
$107M 0.36%
1,875,791
+8,660
+0.5% +$500K
MBLY
44
DELISTED
Mobileye N.V.
MBLY
$106M 0.36%
1,719,332
+1,688,127
+5,410% +$81.2M
TT icon
45
Trane Technologies
TT
$107B
$105M 0.36%
1,296,472
+104,061
+9% +$8.26M
SBAC icon
46
SBA Communications
SBAC
$18.3B
$105M 0.35%
875,618
+102,808
+13% +$11.4M
AA icon
47
Alcoa
AA
$11.6B
$104M 0.35%
3,035,252
+2,343,791
+339% +$82M
IDXX icon
48
Idexx Laboratories
IDXX
$43.9B
$103M 0.35%
665,430
+516,757
+348% +$71.2M
GILD icon
49
Gilead Sciences
GILD
$162B
$101M 0.34%
1,493,394
-891,518
-37% -$62.7M
TIF
50
DELISTED
Tiffany & Co.
TIF
$101M 0.34%
+1,058,055
New +$90.3M
1
2
3 4 5

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Two Sigma Investments's Q1 2017 Portfolio in Review

As of Q1 2017, Two Sigma Investments held 3,630 positions worth $29.7B, up 14% from $26.1B the previous quarter. Its ten largest holdings account for 6% of the portfolio.

Two Sigma Investments deployed $1.88B of net new capital in Q1 2017, opening 608 new positions and adding to 1,072 existing holdings. Its largest new stake was Amazon: 3,886,480 shares worth $172M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 13% of assets, up from 9.7% a quarter earlier, followed by Technology and Industrials.

On the sell side, the largest reduction was Cisco, an estimated $161M trimmed.

  • Two Sigma Investments's largest Q1 2017 buy was Amazon: 3,886,480 shares worth $172M.
  • Two Sigma Investments added most to AT&T in Q1 2017, an estimated $166M increase.
  • Two Sigma Investments's biggest Q1 2017 reduction was Cisco, cutting an estimated $161M.
  • Two Sigma Investments fully exited Elevance Health in Q1 2017, selling an estimated $165M.
  • Two Sigma Investments's ten largest holdings make up 6% of its $29.7B portfolio in Q1 2017.
  • Two Sigma Investments opened 608 new positions and closed 801 in Q1 2017.
  • Two Sigma Investments's portfolio value rose 14% quarter-over-quarter to $29.7B.

Based on Two Sigma Investments's 13F filing for Q1 2017, filed 15 May 2017.