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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
+4.19%
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
$26.1B
AUM Growth
-$1.51B
(-5.5%)
Cap. Flow
-$2.2B
Cap. Flow
% of AUM
-8.42%
Top 10 Holdings %
Top 10 Hldgs %
6.62%
Holding
3,779
New
730
Increased
1,130
Reduced
1,151
Closed
757
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Medtronic
MDT
|
+$178M |
| 2 |
Biogen
BIIB
|
+$159M |
| 3 |
Micron Technology
MU
|
+$142M |
| 4 |
Hewlett Packard
HPE
|
+$138M |
| 5 |
Netflix
NFLX
|
+$135M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Marriott International
MAR
|
+$226M |
| 2 |
CELG
Celgene Corp
CELG
|
+$189M |
| 3 |
Amazon
AMZN
|
+$184M |
| 4 |
Wells Fargo
WFC
|
+$182M |
| 5 |
Walmart Inc
WMT
|
+$181M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 13% |
| 2 | Technology | 11.72% |
| 3 | Industrials | 11.19% |
| 4 | Consumer Discretionary | 9.68% |
| 5 | Financials | 8.11% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
SJR
251
DELISTED
Shaw Communications Inc.
SJR
| $24.5M | 0.09% |
1,222,130
+427,139
| +54% | +$8.49M |
|
|
VSM
252
DELISTED
Versum Materials, Inc.
VSM
| $24.4M | 0.09% |
+870,744
| New | +$21.7M |
|
253
Petrobras
PBR
$123B
| $24.4M | 0.09% |
+2,410,094
| New | +$25.7M |
|
254
PUT
ExxonMobil
XOM
$651B
| $24M | 0.09% |
265,400
-63,600
| -19% | -$5.56M |
|
255
Bank of America
BAC
$433B
| $23.9M | 0.09% |
+1,083,270
| New | +$20.9M |
|
256
Visteon
VC
$2.8B
| $23.8M | 0.09% |
296,247
-113,808
| -28% | -$8.55M |
|
257
Snap-on
SNA
$21.2B
| $23.6M | 0.09% |
137,940
-53,627
| -28% | -$8.72M |
|
|
WRK
258
DELISTED
WestRock Company
WRK
| $23.4M | 0.09% |
461,311
+254,386
| +123% | +$12.5M |
|
259
Royal Caribbean
RCL
$86.1B
| $23.4M | 0.09% |
285,199
-253,460
| -47% | -$19.9M |
|
260
PUT
JPMorgan Chase
JPM
$933B
| $23.4M | 0.09% |
270,700
-523,400
| -66% | -$39.9M |
|
261
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $23.3M | 0.09% |
104,400
-476,100
| -82% | -$104M |
|
|
DATA
262
DELISTED
Tableau Software, Inc.
DATA
| $23.3M | 0.09% |
551,871
-91,067
| -14% | -$4.24M |
|
263
Procter & Gamble
PG
$335B
| $23.2M | 0.09% |
275,797
-190,618
| -41% | -$16.2M |
|
264
Regency Centers
REG
$14.7B
| $23.1M | 0.09% |
+335,630
| New | +$23.4M |
|
|
MGP
265
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
| $23.1M | 0.09% |
913,908
+183,945
| +25% | +$4.58M |
|
266
Trinity Industries
TRN
$2.73B
| $23M | 0.09% |
+1,153,009
| New | +$21.2M |
|
|
ARIA
267
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $22.8M | 0.09% |
1,834,011
+449,837
| +32% | +$5.42M |
|
268
Veeva Systems
VEEV
$32.7B
| $22.7M | 0.09% |
558,765
-509,788
| -48% | -$20.8M |
|
|
LGF.B
269
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
| $22.7M | 0.09% |
+926,443
| New | +$23.6M |
|
270
CALL
Public Storage
PSA
$59.3B
| $22.6M | 0.09% |
101,300
+31,500
| +45% | +$6.7M |
|
271
HF Sinclair
DINO
$16.7B
| $22.6M | 0.09% |
691,058
+492,153
| +247% | +$13.6M |
|
272
Bunge Global
BG
$20.2B
| $22.6M | 0.09% |
312,711
+130,392
| +72% | +$8.69M |
|
273
LyondellBasell Industries
LYB
$19.5B
| $22.6M | 0.09% |
263,300
-1,112,247
| -81% | -$93.3M |
|
274
Algonquin Power & Utilities
AQN
$4.6B
| $22.6M | 0.09% |
+2,663,627
| New | +$22.5M |
|
275
FNB Corp
FNB
$6.76B
| $22.5M | 0.09% |
1,402,067
-218,125
| -13% | -$3.11M |
|
Similar funds
VAM
Two Sigma Investments's Q4 2016 Portfolio in Review
As of Q4 2016, Two Sigma Investments held 3,779 positions worth $26.1B, down 5.5% from $27.6B the previous quarter. Its ten largest holdings account for 6.6% of the portfolio.
Two Sigma Investments withdrew a net $2.2B in Q4 2016, closing 757 positions and reducing 1,151 holdings. Its most notable exit was Amazon, an estimated $184M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 13% of assets, up from 12% a quarter earlier, followed by Technology and Industrials.
Against the trend, Two Sigma Investments opened a new position in Micron Technology worth $165M.
- Two Sigma Investments's largest Q4 2016 buy was Micron Technology: 7,547,563 shares worth $165M.
- Two Sigma Investments added most to Medtronic in Q4 2016, an estimated $178M increase.
- Two Sigma Investments's biggest Q4 2016 reduction was Marriott International, cutting an estimated $226M.
- Two Sigma Investments fully exited Amazon in Q4 2016, selling an estimated $184M.
- Two Sigma Investments's ten largest holdings make up 6.6% of its $26.1B portfolio in Q4 2016.
- Two Sigma Investments opened 730 new positions and closed 757 in Q4 2016.
- Two Sigma Investments's portfolio value fell 5.5% quarter-over-quarter to $26.1B.
Based on Two Sigma Investments's 13F filing for Q4 2016, filed 14 Feb 2017.