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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 | |
|---|---|---|---|---|---|---|
926
Daktronics
DAKT
$955M
| $4.35M | 0.02% |
406,869
-86,933
| -18% | -$830K |
|
|
AHL
927
DELISTED
ASPEN Insurance Holding Limited
AHL
| $4.35M | 0.02% |
79,029
-88,315
| -53% | -$4.51M |
|
928
Hudbay
HBM
$10.1B
| $4.34M | 0.02% |
+760,121
| New | +$4.07M |
|
929
PUT
CF Industries
CF
$19.2B
| $4.3M | 0.02% |
136,700
-22,900
| -14% | -$616K |
|
|
RATE
930
DELISTED
Bankrate Inc
RATE
| $4.3M | 0.02% |
389,195
+4,704
| +1% | +$44.5K |
|
931
Glaukos
GKOS
$9.83B
| $4.3M | 0.02% |
125,246
-174,215
| -58% | -$5.96M |
|
932
SFL Corp
SFL
$1.64B
| $4.29M | 0.02% |
+288,949
| New | +$4.05M |
|
933
CALL
SL Green Realty
SLG
$3.76B
| $4.29M | 0.02% |
41,217
+35,432
| +612% | +$3.59M |
|
934
Applied Materials
AMAT
$403B
| $4.29M | 0.02% |
132,824
-5,175,669
| -97% | -$157M |
|
935
Valero Energy
VLO
$90.1B
| $4.29M | 0.02% |
62,738
-672,330
| -91% | -$41.4M |
|
|
ISCA
936
DELISTED
International Speedway Corp
ISCA
| $4.27M | 0.02% |
115,948
+68,360
| +144% | +$2.4M |
|
937
Comscore
SCOR
$106M
| $4.26M | 0.02% |
6,738
+2,884
| +75% | +$1.74M |
|
938
Universal Corp
UVV
$1.31B
| $4.25M | 0.02% |
+66,601
| New | +$3.8M |
|
939
ScottsMiracle-Gro
SMG
$3.82B
| $4.24M | 0.02% |
44,407
-51,732
| -54% | -$4.64M |
|
|
EXPR
940
DELISTED
Express, Inc.
EXPR
| $4.24M | 0.02% |
19,713
-19,861
| -50% | -$4.88M |
|
941
Safety Insurance
SAFT
$1.52B
| $4.24M | 0.02% |
+57,542
| New | +$4.02M |
|
942
The Mosaic Company
MOS
$7.03B
| $4.24M | 0.02% |
144,534
-30,762
| -18% | -$825K |
|
|
ATSG
943
DELISTED
Air Transport Services Group
ATSG
| $4.22M | 0.02% |
264,673
+3,128
| +1% | +$48.3K |
|
944
SiteOne Landscape Supply
SITE
$4.12B
| $4.22M | 0.02% |
121,459
+113,080
| +1,350% | +$3.79M |
|
|
ENIA
945
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $4.22M | 0.02% |
513,785
+113,201
| +28% | +$942K |
|
946
Interface
TILE
$1.99B
| $4.19M | 0.02% |
225,766
-161,619
| -42% | -$2.79M |
|
947
CALL
Baxter International
BAX
$13.5B
| $4.19M | 0.02% |
94,400
-44,000
| -32% | -$2.03M |
|
|
WWAV
948
DELISTED
The WhiteWave Foods Company
WWAV
| $4.18M | 0.02% |
+75,230
| New | +$4.12M |
|
|
949
PUT
Micron Technology
MU
$930B
| $4.18M | 0.02% |
190,700
+179,800
| +1,650% | +$3.38M |
|
950
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
| $4.17M | 0.02% |
137,033
+119,986
| +704% | +$3.46M |
|
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.