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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 | |
|---|---|---|---|---|---|---|
101
American Tower
AMT
$83.5B
| $46.6M | 0.22% |
455,212
+239,039
| +111% | +$22.3M |
|
102
Tyson Foods
TSN
$21.5B
| $46M | 0.22% |
689,824
+539,641
| +359% | +$32.5M |
|
|
PDCE
103
DELISTED
PDC Energy, Inc.
PDCE
| $45.9M | 0.22% |
771,268
+710,747
| +1,174% | +$37.1M |
|
104
Analog Devices
ADI
$172B
| $45.8M | 0.22% |
773,185
-533,125
| -41% | -$28.5M |
|
105
Allstate
ALL
$70.6B
| $45.5M | 0.22% |
675,239
-305,099
| -31% | -$19.2M |
|
|
TYC
106
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $45.2M | 0.22% |
1,175,968
+961,856
| +449% | +$34.3M |
|
107
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $44.4M | 0.21% |
+216,180
| New | +$42.2M |
|
|
BIN
108
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
| $44.4M | 0.21% |
1,427,762
+1,009,376
| +241% | +$28.8M |
|
109
Carter's
CRI
$1.43B
| $44M | 0.21% |
417,479
+397,052
| +1,944% | +$38.1M |
|
|
SKX
110
DELISTED
Skechers
SKX
| $44M | 0.21% |
1,444,210
+647,500
| +81% | +$19.5M |
|
|
WP
111
DELISTED
Worldpay, Inc.
WP
| $43.1M | 0.21% |
800,630
-338,322
| -30% | -$16.6M |
|
|
DISH
112
DELISTED
DISH Network Corp.
DISH
| $43M | 0.2% |
929,735
+512,992
| +123% | +$24.7M |
|
113
Elevance Health
ELV
$81.5B
| $42.2M | 0.2% |
303,724
+297,426
| +4,723% | +$39.7M |
|
114
Cisco
CSCO
$443B
| $42.2M | 0.2% |
+1,482,679
| New | +$38.1M |
|
115
Mondelez International
MDLZ
$82.9B
| $42.2M | 0.2% |
1,052,024
+1,044,024
| +13,050% | +$42.5M |
|
116
Incyte
INCY
$25.8B
| $42M | 0.2% |
579,073
+88,422
| +18% | +$6.59M |
|
|
SEE
117
DELISTED
Sealed Air
SEE
| $41.6M | 0.2% |
865,837
+625,248
| +260% | +$27.4M |
|
118
Archer Daniels Midland
ADM
$38.7B
| $41.1M | 0.2% |
1,130,830
-472,778
| -29% | -$16.4M |
|
119
Fortinet
FTNT
$112B
| $40.4M | 0.19% |
6,595,430
+5,991,430
| +992% | +$33.1M |
|
120
Regions Financial
RF
$26.4B
| $40M | 0.19% |
5,098,632
+919,217
| +22% | +$7.39M |
|
121
Procter & Gamble
PG
$340B
| $40M | 0.19% |
485,474
+459,163
| +1,745% | +$37M |
|
122
Booking.com
BKNG
$156B
| $39.3M | 0.19% |
763,025
+753,025
| +7,530% | +$36.1M |
|
123
Owens Corning
OC
$11B
| $39.3M | 0.19% |
831,030
+185,517
| +29% | +$8.24M |
|
124
Adobe
ADBE
$105B
| $37.8M | 0.18% |
402,785
+394,855
| +4,979% | +$34.2M |
|
125
IQVIA
IQV
$40.7B
| $37.2M | 0.18% |
570,934
+313,154
| +121% | +$19.8M |
|
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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.