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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 | |
|---|---|---|---|---|---|---|
51
Kimberly-Clark
KMB
$37.6B
| $79.4M | 0.38% |
590,063
-100,602
| -15% | -$13.1M |
|
52
Vertex Pharmaceuticals
VRTX
$123B
| $79.1M | 0.38% |
995,248
+652,347
| +190% | +$59M |
|
53
Applied Materials
AMAT
$347B
| $77.4M | 0.37% |
3,652,704
-1,110,524
| -23% | -$20.2M |
|
54
Baxter International
BAX
$12.8B
| $76.7M | 0.37% |
1,867,680
-187,693
| -9% | -$7.15M |
|
55
Alphabet (Google) Class A
GOOGL
$4.12T
| $75.6M | 0.36% |
+1,982,800
| New | +$73M |
|
|
NFX
56
DELISTED
Newfield Exploration
NFX
| $75.1M | 0.36% |
2,258,645
+2,009,038
| +805% | +$56.7M |
|
57
Sempra
SRE
$58.1B
| $74.9M | 0.36% |
1,439,560
+735,342
| +104% | +$35.4M |
|
58
SBA Communications
SBAC
$19.8B
| $72.6M | 0.35% |
724,365
+541,930
| +297% | +$51.8M |
|
59
Royal Bank of Canada
RY
$287B
| $72.5M | 0.35% |
1,257,598
+741,228
| +144% | +$38.4M |
|
60
Fidelity National Information Services
FIS
$24.2B
| $72.2M | 0.34% |
1,140,929
-174,653
| -13% | -$10.5M |
|
61
Meta Platforms (Facebook)
META
$1.49T
| $72M | 0.34% |
631,007
+466,612
| +284% | +$49.2M |
|
62
GSK
GSK
$107B
| $71.9M | 0.34% |
1,418,414
+617,939
| +77% | +$30.8M |
|
63
Wells Fargo
WFC
$254B
| $71.3M | 0.34% |
1,473,747
+1,318,260
| +848% | +$64.5M |
|
64
Sabre
SABR
$716M
| $70M | 0.33% |
2,419,887
+864,269
| +56% | +$23M |
|
65
Masco
MAS
$14.6B
| $69M | 0.33% |
2,194,122
-837,478
| -28% | -$23.1M |
|
66
PPG Industries
PPG
$24.9B
| $68.2M | 0.32% |
611,752
-244,927
| -29% | -$24.1M |
|
67
Delta Air Lines
DAL
$56.7B
| $66.7M | 0.32% |
1,370,019
+962,386
| +236% | +$45M |
|
68
iShares Russell 2000 ETF
IWM
$79.1B
| $66M | 0.31% |
596,825
+529,572
| +787% | +$54.8M |
|
69
Magna International
MGA
$18.8B
| $64.4M | 0.31% |
1,498,800
+177,119
| +13% | +$6.59M |
|
70
Biogen
BIIB
$30.9B
| $63.5M | 0.3% |
243,912
+82,496
| +51% | +$21.8M |
|
71
Dentsply Sirona
XRAY
$2.84B
| $62.8M | 0.3% |
1,019,320
+300,546
| +42% | +$17.7M |
|
72
HP
HPQ
$26B
| $62.7M | 0.3% |
5,087,474
-1,060,997
| -17% | -$11.3M |
|
73
Manulife Financial
MFC
$73B
| $62.7M | 0.3% |
4,423,709
+1,705,908
| +63% | +$22.9M |
|
|
AGU
74
DELISTED
Agrium
AGU
| $60.6M | 0.29% |
+686,165
| New | +$59.3M |
|
|
MJN
75
DELISTED
Mead Johnson Nutrition Company
MJN
| $60.4M | 0.29% |
711,289
+579,716
| +441% | +$43.1M |
|
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.