We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
301
TTM Technologies
TTMI
$12B
| $20.6M | 0.08% |
1,508,915
+961,319
| +176% | +$12.5M |
|
302
Intuitive Surgical
ISRG
$126B
| $20.5M | 0.08% |
291,393
-134,712
| -32% | -$9.9M |
|
|
303
PUT
Wells Fargo
WFC
$258B
| $20.5M | 0.08% |
372,200
+201,100
| +118% | +$10.1M |
|
|
CVA
304
DELISTED
Covanta Holding Corporation
CVA
| $20.5M | 0.08% |
1,313,797
+1,095,706
| +502% | +$16.3M |
|
305
Estee Lauder
EL
$30.7B
| $20.5M | 0.08% |
267,887
-425,099
| -61% | -$34.6M |
|
|
CLGX
306
DELISTED
Corelogic, Inc.
CLGX
| $20.4M | 0.08% |
554,659
+250,451
| +82% | +$9.69M |
|
|
QGENF
307
DELISTED
QIAGEN NV
QGENF
| $20.2M | 0.08% |
720,811
-18,660
| -3% | -$523K |
|
|
S
308
DELISTED
Sprint Corporation
S
| $20.1M | 0.08% |
+2,389,980
| New | +$17.7M |
|
309
Charles River Laboratories
CRL
$11.3B
| $20.1M | 0.08% |
263,443
+119,546
| +83% | +$9.08M |
|
310
TransUnion
TRU
$15.4B
| $19.9M | 0.08% |
644,797
-136,819
| -18% | -$4.3M |
|
|
COL
311
DELISTED
Rockwell Collins
COL
| $19.8M | 0.08% |
+213,931
| New | +$18.9M |
|
312
Green Plains
GPRE
$1.21B
| $19.7M | 0.08% |
+708,631
| New | +$18.9M |
|
313
Dolby
DLB
$4.9B
| $19.7M | 0.08% |
436,279
+141,064
| +48% | +$6.8M |
|
314
Louisiana-Pacific
LPX
$5.02B
| $19.6M | 0.08% |
1,036,682
+992,636
| +2,254% | +$18.9M |
|
|
KLXI
315
DELISTED
KLX Inc.
KLXI
| $19.6M | 0.08% |
+514,739
| New | +$16.9M |
|
316
Copa Holdings
CPA
$5.8B
| $19.6M | 0.08% |
215,533
+205,325
| +2,011% | +$18.6M |
|
317
Danaher
DHR
$138B
| $19.5M | 0.07% |
282,642
-187,424
| -40% | -$13M |
|
318
Alcoa
AA
$11.9B
| $19.4M | 0.07% |
+691,461
| New | +$18.8M |
|
319
Moody's
MCO
$83.5B
| $19.4M | 0.07% |
205,694
+50,045
| +32% | +$5.05M |
|
320
Aecom
ACM
$9.22B
| $19.3M | 0.07% |
+530,377
| New | +$17.6M |
|
321
Truist Financial
TFC
$63.5B
| $19.3M | 0.07% |
410,065
+361,733
| +748% | +$15.4M |
|
|
EMBJ
322
Embraer S.A. ADS
EMBJ
$12.1B
| $19.2M | 0.07% |
999,849
+971,611
| +3,441% | +$19M |
|
323
PUT
Eli Lilly
LLY
$1.03T
| $19.2M | 0.07% |
261,600
+95,400
| +57% | +$7.1M |
|
324
AMC Global Media
AMCX
$427M
| $19.1M | 0.07% |
365,727
+177,010
| +94% | +$9.19M |
|
|
SBNY
325
DELISTED
Signature Bank
SBNY
| $19M | 0.07% |
126,275
-192,322
| -60% | -$26.2M |
|
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.