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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 | |
|---|---|---|---|---|---|---|
|
DD
1
DELISTED
Du Pont De Nemours E I
DD
| $191M | 0.91% |
3,018,470
+517,744
| +21% | +$31M |
|
2
DuPont de Nemours
DD
$18.6B
| $184M | 0.88% |
1,428,610
+167,118
| +13% | +$20M |
|
|
TWC
3
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $181M | 0.86% |
886,856
-26,608
| -3% | -$5.03M |
|
|
HOT
4
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $181M | 0.86% |
2,173,226
+18,870
| +0.9% | +$1.29M |
|
5
Home Depot
HD
$324B
| $179M | 0.85% |
1,340,444
+26,640
| +2% | +$3.32M |
|
6
PepsiCo
PEP
$184B
| $168M | 0.8% |
1,643,971
+101,404
| +7% | +$10M |
|
7
Pfizer
PFE
$143B
| $168M | 0.8% |
5,968,082
+2,361,051
| +65% | +$67.4M |
|
|
8
McDonald's
MCD
$187B
| $163M | 0.78% |
1,295,671
+1,075,770
| +489% | +$129M |
|
|
AGN
9
DELISTED
Allergan plc
AGN
| $161M | 0.77% |
601,905
+80,817
| +16% | +$23.1M |
|
10
Marriott International
MAR
$96.1B
| $159M | 0.76% |
2,227,243
+539,976
| +32% | +$35.3M |
|
11
Charter Communications
CHTR
$15.6B
| $156M | 0.74% |
772,185
-9,696
| -1% | -$1.74M |
|
12
Western Digital
WDC
$192B
| $138M | 0.66% |
3,860,957
+1,335,349
| +53% | +$47.8M |
|
|
EMC
13
DELISTED
EMC CORPORATION
EMC
| $133M | 0.63% |
4,987,765
-292,357
| -6% | -$7.41M |
|
14
Halliburton
HAL
$27.3B
| $132M | 0.63% |
3,689,005
-371,309
| -9% | -$12.1M |
|
15
Lam Research
LRCX
$400B
| $131M | 0.62% |
15,856,460
+6,288,380
| +66% | +$45.7M |
|
16
Humana
HUM
$47.4B
| $127M | 0.61% |
694,629
+39,351
| +6% | +$6.83M |
|
17
Eaton
ETN
$161B
| $118M | 0.56% |
1,879,818
-432,242
| -19% | -$23.9M |
|
18
Qualcomm
QCOM
$180B
| $117M | 0.56% |
2,295,068
+680,470
| +42% | +$33.2M |
|
|
19
AutoZone
AZO
$47.7B
| $117M | 0.56% |
147,279
+146,921
| +41,039% | +$111M |
|
20
Expedia Group
EXPE
$30.9B
| $116M | 0.55% |
1,072,985
+378,255
| +54% | +$40.3M |
|
21
Cigna
CI
$75.7B
| $115M | 0.55% |
840,440
+283,715
| +51% | +$39M |
|
|
BHI
22
DELISTED
Baker Hughes
BHI
| $115M | 0.55% |
2,623,252
-223,234
| -8% | -$9.64M |
|
23
Crown Castle
CCI
$32.6B
| $114M | 0.54% |
1,315,859
+848,275
| +181% | +$71.9M |
|
24
Air Products & Chemicals
APD
$65.5B
| $113M | 0.54% |
845,378
+154,335
| +22% | +$18.7M |
|
|
25
Motorola Solutions
MSI
$67.6B
| $112M | 0.53% |
+1,478,312
| New | +$100M |
|
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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.