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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 | |
|---|---|---|---|---|---|---|
501
Affiliated Managers Group
AMG
$9.69B
| $11M | 0.04% |
75,801
-146,712
| -66% | -$21.3M |
|
502
Cheesecake Factory
CAKE
$5.04B
| $11M | 0.04% |
183,017
-67,464
| -27% | -$3.81M |
|
|
NEWR
503
DELISTED
New Relic, Inc.
NEWR
| $10.9M | 0.04% |
387,341
+296,006
| +324% | +$9.76M |
|
504
Mettler-Toledo International
MTD
$28.6B
| $10.9M | 0.04% |
26,131
+1,918
| +8% | +$798K |
|
505
Korea Electric Power
KEP
$15.3B
| $10.9M | 0.04% |
591,798
+524,550
| +780% | +$10.9M |
|
506
Commault Systems
CVLT
$4.88B
| $10.9M | 0.04% |
212,097
-35,016
| -14% | -$1.88M |
|
507
Helen of Troy
HELE
$644M
| $10.9M | 0.04% |
129,001
+55,056
| +74% | +$4.61M |
|
508
Popular Inc
BPOP
$11.2B
| $10.9M | 0.04% |
248,244
+55,238
| +29% | +$2.23M |
|
|
RPT
509
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $10.7M | 0.04% |
647,380
+209,932
| +48% | +$3.58M |
|
|
MIC
510
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $10.7M | 0.04% |
130,590
+82,825
| +173% | +$6.79M |
|
|
LVNTA
511
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $10.6M | 0.04% |
287,370
-202,950
| -41% | -$7.97M |
|
|
PBCT
512
DELISTED
People's United Financial Inc
PBCT
| $10.6M | 0.04% |
+546,689
| New | +$9.66M |
|
|
RRD
513
DELISTED
RR Donnelley & Sons Co.
RRD
| $10.6M | 0.04% |
+648,284
| New | +$11.6M |
|
514
Mondelez International
MDLZ
$79.5B
| $10.6M | 0.04% |
+238,396
| New | +$10.3M |
|
515
CNO Financial Group
CNO
$5.14B
| $10.6M | 0.04% |
551,640
+412,006
| +295% | +$7.08M |
|
516
MidCap Financial Investment
MFIC
$787M
| $10.4M | 0.04% |
594,268
+539,972
| +994% | +$9.67M |
|
517
PUT
Morgan Stanley
MS
$331B
| $10.4M | 0.04% |
245,600
-93,000
| -27% | -$3.52M |
|
518
US Foods
USFD
$22.2B
| $10.4M | 0.04% |
+376,849
| New | +$9.05M |
|
519
Cencora
COR
$60.6B
| $10.3M | 0.04% |
132,352
+129,028
| +3,882% | +$10.1M |
|
|
ARCH
520
DELISTED
Arch Resources, Inc.
ARCH
| $10.3M | 0.04% |
+132,443
| New | +$10M |
|
|
HBI
521
DELISTED
Hanesbrands
HBI
| $10.3M | 0.04% |
+476,216
| New | +$11.4M |
|
522
JB Hunt Transport Services
JBHT
$25.5B
| $10.3M | 0.04% |
105,791
-551,186
| -84% | -$49M |
|
|
SCS
523
DELISTED
Steelcase
SCS
| $10.3M | 0.04% |
572,772
-189,291
| -25% | -$2.85M |
|
|
DO
524
DELISTED
Diamond Offshore Drilling
DO
| $10.3M | 0.04% |
+579,109
| New | +$10.2M |
|
525
Viavi Solutions
VIAV
$9.12B
| $10.2M | 0.04% |
1,251,324
+119,268
| +11% | +$927K |
|
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.