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Two Sigma Investments

Two Sigma Investments Portfolio holdings

AUM $138B
1-Year Est. Return 41.87%
This Fund
S&P 500
This Quarter Est. Return
+9.38%
1 Year Est. Return
+41.87%
3 Year Est. Return
+122.61%
5 Year Est. Return
+129.48%
10 Year Est. Return
+649.67%
AUM
$29.7B
AUM Growth
+$3.62B
Cap. Flow
+$2.16B
Cap. Flow %
7.29%
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 13.51%
2 Miscellaneous 12.79%
3 Technology 12.14%
4 Industrials 11.34%
5 Healthcare 10.15%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LOW icon
1
Lowe's Companies
LOW
$111B
$185M 0.62%
2,255,974
+183,849
+9% +$14.1M
MCD icon
2
McDonald's
MCD
$182B
$185M 0.62%
1,430,693
+1,011,716
+241% +$127M
BAX icon
3
Baxter International
BAX
$12.3B
$183M 0.62%
3,528,069
+147,449
+4% +$7.25M
DD
4
DELISTED
Du Pont De Nemours E I
DD
$182M 0.61%
2,260,407
-161,474
-7% -$12.5M
DD icon
5
DuPont de Nemours
DD
$16.8B
$179M 0.6%
1,115,274
-144,694
-11% -$22.5M
HD icon
6
Home Depot
HD
$310B
$177M 0.59%
1,202,960
+96,335
+9% +$13.7M
AMZN icon
7
Amazon
AMZN
$2.73T
$172M 0.58%
+3,886,480
New +$162M
PM icon
8
Philip Morris
PM
$304B
$171M 0.58%
1,517,764
+662,463
+77% +$68.3M
AMT icon
9
American Tower
AMT
$82.4B
$170M 0.57%
1,402,154
+605,144
+76% +$66.6M
T icon
10
AT&T
T
$182B
$167M 0.56%
5,317,396
+5,263,372
+9,743% +$166M
STX icon
11
Seagate
STX
$183B
$166M 0.56%
3,622,256
+918,868
+34% +$40.8M
CMCSA icon
12
Comcast
CMCSA
$88.3B
$165M 0.55%
4,376,942
+4,310,950
+6,533% +$160M
CVX icon
13
Chevron
CVX
$416B
$164M 0.55%
1,523,458
+1,454,190
+2,099% +$163M
MJN
14
DELISTED
Mead Johnson Nutrition Company
MJN
$163M 0.55%
1,826,958
+835,161
+84% +$68.7M
MU icon
15
Micron Technology
MU
$1.04T
$163M 0.55%
5,628,820
-1,918,743
-25% -$46.9M
LYB icon
16
LyondellBasell Industries
LYB
$20.3B
$161M 0.54%
1,766,048
+1,502,748
+571% +$137M
SPY icon
17
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$160M 0.54%
680,100
+147,000
+28% +$34.2M
NFLX icon
18
Netflix
NFLX
$334B
$158M 0.53%
10,708,230
-1,470,920
-12% -$20.6M
SPY icon
19
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$158M 0.53%
669,322
+641,982
+2,348% +$149M
TGT icon
20
Target
TGT
$72.1B
$153M 0.52%
2,772,111
+2,543,239
+1,111% +$158M
HPQ icon
21
HP
HPQ
$30.7B
$151M 0.51%
8,450,083
+806,180
+11% +$13M
TWX
22
DELISTED
Time Warner Inc
TWX
$150M 0.51%
1,537,936
+930,832
+153% +$90.1M
C icon
23
Citigroup
C
$228B
$143M 0.48%
+2,393,320
New +$142M
SPGI icon
24
S&P Global
SPGI
$123B
$143M 0.48%
1,091,821
-14,775
-1% -$1.84M
EBAY icon
25
eBay
EBAY
$48.5B
$141M 0.48%
4,212,301
+4,203,401
+47,229% +$137M
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 $2.16B 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 14% of assets, up from 9.9% a quarter earlier, followed by Miscellaneous and Technology.

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.