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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 | |
|---|---|---|---|---|---|---|
26
Kimberly-Clark
KMB
$37B
| $134M | 0.51% |
1,174,741
+180,487
| +18% | +$21M |
|
27
Expedia Group
EXPE
$33.4B
| $134M | 0.51% |
1,182,639
-235,696
| -17% | -$28.7M |
|
28
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $119M | 0.46% |
533,100
-465,900
| -47% | -$102M |
|
29
S&P Global
SPGI
$130B
| $119M | 0.46% |
1,106,596
+879,728
| +388% | +$105M |
|
|
RAD
30
DELISTED
Rite Aid Corporation
RAD
| $118M | 0.45% |
718,932
+115,414
| +19% | +$17.4M |
|
31
Constellation Brands
STZ
$22.2B
| $116M | 0.45% |
757,865
-61,199
| -7% | -$9.72M |
|
|
SE
32
DELISTED
Spectra Energy Corp Wi
SE
| $115M | 0.44% |
2,798,535
+1,167,433
| +72% | +$48.4M |
|
33
Starbucks
SBUX
$118B
| $114M | 0.44% |
2,054,741
-838,712
| -29% | -$46.5M |
|
34
GSK
GSK
$104B
| $114M | 0.44% |
2,368,427
+846,005
| +56% | +$41.8M |
|
35
AutoZone
AZO
$50.2B
| $114M | 0.44% |
144,047
+81,576
| +131% | +$62.8M |
|
36
American Electric Power
AEP
$72.7B
| $113M | 0.44% |
1,802,461
+1,229,421
| +215% | +$75.8M |
|
37
HP
HPQ
$24.3B
| $113M | 0.43% |
7,643,903
-2,102,261
| -22% | -$31.8M |
|
38
Air Products & Chemicals
APD
$65.2B
| $113M | 0.43% |
786,659
-290,679
| -27% | -$40.7M |
|
39
Vodafone
VOD
$36.4B
| $110M | 0.42% |
4,485,519
+1,518,882
| +51% | +$40M |
|
40
Boston Scientific
BSX
$67.6B
| $108M | 0.41% |
4,996,912
-854,412
| -15% | -$18.6M |
|
41
Waste Management
WM
$95.5B
| $107M | 0.41% |
1,507,052
+179,212
| +13% | +$12M |
|
|
X
42
DELISTED
US Steel
X
| $105M | 0.4% |
3,189,357
+880,100
| +38% | +$23.5M |
|
|
LVLT
43
DELISTED
Level 3 Communications Inc
LVLT
| $105M | 0.4% |
1,867,131
+1,573,405
| +536% | +$83.1M |
|
|
GXP
44
DELISTED
Great Plains Energy Incorporated
GXP
| $104M | 0.4% |
3,797,319
+817,654
| +27% | +$22.3M |
|
45
Seagate
STX
$185B
| $103M | 0.4% |
2,703,388
+2,687,797
| +17,239% | +$100M |
|
46
Emerson Electric
EMR
$83.6B
| $99.7M | 0.38% |
1,787,976
+1,278,027
| +251% | +$68.7M |
|
47
NXP Semiconductors
NXPI
$67.6B
| $96.8M | 0.37% |
987,764
+952,364
| +2,690% | +$94.6M |
|
48
Oracle
ORCL
$345B
| $95.2M | 0.36% |
2,475,461
-1,591,128
| -39% | -$62.2M |
|
49
Akamai
AKAM
$16.4B
| $94.3M | 0.36% |
1,414,173
+250,119
| +21% | +$15.9M |
|
50
Ford
F
$58.5B
| $93.7M | 0.36% |
7,723,286
+6,205,434
| +409% | +$75.3M |
|
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.