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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 | |
|---|---|---|---|---|---|---|
|
HAR
426
DELISTED
Harman International Industries
HAR
| $13.9M | 0.05% |
125,119
+17,711
| +16% | +$1.71M |
|
|
GRFS
427
Grifois
GRFS
$5.32B
| $13.9M | 0.05% |
862,926
-351,667
| -29% | -$5.38M |
|
428
MetLife
MET
$62.3B
| $13.8M | 0.05% |
286,754
+201,948
| +238% | +$9.26M |
|
429
ICICI Bank
IBN
$108B
| $13.8M | 0.05% |
2,021,297
+1,982,734
| +5,142% | +$14.1M |
|
430
Cracker Barrel
CBRL
$1.27B
| $13.7M | 0.05% |
82,001
+42,725
| +109% | +$6.45M |
|
|
MFA
431
MFA Financial
MFA
$919M
| $13.6M | 0.05% |
446,613
+208,066
| +87% | +$6.25M |
|
|
RICE
432
DELISTED
Rice Energy Inc.
RICE
| $13.6M | 0.05% |
636,807
+372,458
| +141% | +$8.88M |
|
433
PUT
Dominion Energy
D
$61.4B
| $13.6M | 0.05% |
177,000
-141,100
| -44% | -$10.4M |
|
434
Old Republic International
ORI
$10.5B
| $13.4M | 0.05% |
707,491
+262,693
| +59% | +$4.73M |
|
|
435
CALL
Amazon
AMZN
$2.92T
| $13.4M | 0.05% |
358,000
+38,000
| +12% | +$1.49M |
|
436
Edgewell Personal Care
EPC
$1.26B
| $13.4M | 0.05% |
183,471
+176,458
| +2,516% | +$13.6M |
|
|
TIVO
437
DELISTED
Tivo Inc
TIVO
| $13.4M | 0.05% |
639,988
-658,721
| -51% | -$13.4M |
|
|
ISBC
438
DELISTED
Investors Bancorp, Inc.
ISBC
| $13.3M | 0.05% |
956,284
-1,311,123
| -58% | -$17.1M |
|
439
Amkor Technology
AMKR
$12.6B
| $13.3M | 0.05% |
1,262,194
+592,640
| +89% | +$6.31M |
|
440
NiSource
NI
$21.4B
| $13.3M | 0.05% |
601,240
+567,318
| +1,672% | +$12.6M |
|
|
BCR
441
DELISTED
CR Bard Inc.
BCR
| $13.1M | 0.05% |
58,127
+44,205
| +318% | +$9.61M |
|
442
Sociedad Química y Minera de Chile
SQM
$19.1B
| $13M | 0.05% |
455,434
+138,039
| +43% | +$3.93M |
|
|
YDKN
443
DELISTED
Yadkin Financial Corporation
YDKN
| $13M | 0.05% |
380,014
-46,717
| -11% | -$1.42M |
|
|
SUM
444
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $12.9M | 0.05% |
559,366
+539,955
| +2,782% | +$11.3M |
|
|
PAY
445
DELISTED
Verifone Systems Inc
PAY
| $12.9M | 0.05% |
725,663
+623,244
| +609% | +$10.4M |
|
446
Las Vegas Sands
LVS
$31.9B
| $12.8M | 0.05% |
240,518
+234,578
| +3,949% | +$13.7M |
|
447
CALL
SLB Ltd
SLB
$73.4B
| $12.8M | 0.05% |
152,600
+38,900
| +34% | +$3.19M |
|
448
PUT
ConocoPhillips
COP
$146B
| $12.8M | 0.05% |
254,600
-100
| -0% | -$4.61K |
|
|
QEP
449
DELISTED
QEP RESOURCES, INC.
QEP
| $12.7M | 0.05% |
689,437
+277,754
| +67% | +$5.04M |
|
450
Service Corp International
SCI
$11.7B
| $12.7M | 0.05% |
446,911
-302,205
| -40% | -$8.06M |
|
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.