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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 | |
|---|---|---|---|---|---|---|
601
Check Point Software Technologies
CHKP
$13B
| $8.37M | 0.03% |
99,135
-51,039
| -34% | -$4.19M |
|
602
Brixmor Property Group
BRX
$9.67B
| $8.32M | 0.03% |
340,927
+168,967
| +98% | +$4.22M |
|
603
East-West Bancorp
EWBC
$17.9B
| $8.31M | 0.03% |
163,546
-414,375
| -72% | -$18.4M |
|
604
PTC
PTC
$15.8B
| $8.3M | 0.03% |
179,474
+116,760
| +186% | +$5.46M |
|
|
MNK
605
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $8.3M | 0.03% |
+166,637
| New | +$9.81M |
|
606
Travel + Leisure Co
TNL
$4.66B
| $8.23M | 0.03% |
238,810
+217,112
| +1,001% | +$6.98M |
|
607
Curtiss-Wright
CW
$26.7B
| $8.23M | 0.03% |
83,673
+43,841
| +110% | +$4.17M |
|
608
Ulta Beauty
ULTA
$22B
| $8.16M | 0.03% |
31,999
-244,347
| -88% | -$61M |
|
609
Chevron
CVX
$392B
| $8.15M | 0.03% |
69,268
+25,714
| +59% | +$2.8M |
|
610
Evercore
EVR
$12.4B
| $8.15M | 0.03% |
118,609
+68,183
| +135% | +$4.19M |
|
611
SunCoke Energy
SXC
$720M
| $8.11M | 0.03% |
714,699
+511,718
| +252% | +$5.44M |
|
612
Ericsson
ERIC
$32.2B
| $8.1M | 0.03% |
1,389,953
+316,261
| +29% | +$1.75M |
|
613
CALL
Eli Lilly
LLY
$1.02T
| $8.1M | 0.03% |
110,100
-45,900
| -29% | -$3.42M |
|
|
CAB
614
DELISTED
Cabela's Inc
CAB
| $8.09M | 0.03% |
138,092
-429,848
| -76% | -$26.7M |
|
615
Lincoln National
LNC
$8.73B
| $8.08M | 0.03% |
121,975
-180,206
| -60% | -$10.5M |
|
616
POSCO
PKX
$16.1B
| $8.06M | 0.03% |
153,482
+74,696
| +95% | +$4.01M |
|
617
PENN Entertainment
PENN
$2.75B
| $8.06M | 0.03% |
584,613
+18,328
| +3% | +$250K |
|
618
CALL
PayPal
PYPL
$48.9B
| $8.02M | 0.03% |
203,300
+190,300
| +1,464% | +$7.65M |
|
619
Radian Group
RDN
$5.18B
| $8.01M | 0.03% |
445,366
+349,312
| +364% | +$5.24M |
|
620
CALL
AvalonBay Communities
AVB
$26.5B
| $8.01M | 0.03% |
45,200
+2,800
| +7% | +$472K |
|
621
Brink's
BCO
$4.88B
| $7.96M | 0.03% |
193,094
-10,361
| -5% | -$416K |
|
|
DOOR
622
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $7.95M | 0.03% |
120,795
+29,260
| +32% | +$1.83M |
|
|
RP
623
DELISTED
RealPage, Inc.
RP
| $7.95M | 0.03% |
264,921
-114,549
| -30% | -$3.2M |
|
624
CALL
Dominion Energy
D
$60.8B
| $7.88M | 0.03% |
102,900
-129,000
| -56% | -$9.51M |
|
|
KG
625
Kestrel Group
KG
$69.4M
| $7.87M | 0.03% |
22,542
-676
| -3% | -$207K |
|
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.