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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 | |
|---|---|---|---|---|---|---|
|
MJN
76
DELISTED
Mead Johnson Nutrition Company
MJN
| $70.2M | 0.27% |
991,797
+575,750
| +138% | +$42.9M |
|
|
BERY
77
DELISTED
Berry Global Group, Inc.
BERY
| $68.7M | 0.26% |
1,534,670
+778,914
| +103% | +$33.3M |
|
78
Lumen
LUMN
$6.41B
| $68.1M | 0.26% |
+2,863,071
| New | +$72.7M |
|
79
Exelixis
EXEL
$14.1B
| $68M | 0.26% |
4,557,738
+2,044,889
| +81% | +$29.5M |
|
80
CVS Health
CVS
$136B
| $67.1M | 0.26% |
850,916
-279,872
| -25% | -$22.6M |
|
81
PUT
Verizon
VZ
$202B
| $65.8M | 0.25% |
1,231,900
+243,000
| +25% | +$12.1M |
|
82
Liberty Global Class A
LBTYA
$3.55B
| $65.6M | 0.25% |
2,145,330
+1,445,890
| +207% | +$45.7M |
|
83
Burlington
BURL
$23.6B
| $65.2M | 0.25% |
768,753
-341,444
| -31% | -$27.6M |
|
84
Advance Auto Parts
AAP
$3.52B
| $65.1M | 0.25% |
384,984
+218,745
| +132% | +$34.4M |
|
85
Celanese
CE
$4.76B
| $64.4M | 0.25% |
818,422
+100,421
| +14% | +$7.55M |
|
86
Exelon
EXC
$48.1B
| $64M | 0.25% |
2,528,723
+2,441,063
| +2,785% | +$57.9M |
|
87
Ametek
AME
$54.2B
| $63.7M | 0.24% |
1,310,888
+123,319
| +10% | +$5.84M |
|
88
Fortinet
FTNT
$107B
| $63M | 0.24% |
10,455,575
+5,733,535
| +121% | +$35.8M |
|
|
LLTC
89
DELISTED
Linear Technology Corp
LLTC
| $62.3M | 0.24% |
998,780
+667,828
| +202% | +$40.7M |
|
90
Norfolk Southern
NSC
$75.5B
| $61.9M | 0.24% |
572,724
+412,180
| +257% | +$41.6M |
|
91
Occidental Petroleum
OXY
$55.8B
| $61.9M | 0.24% |
868,650
+650,999
| +299% | +$46.2M |
|
|
NFX
92
DELISTED
Newfield Exploration
NFX
| $61.4M | 0.24% |
1,515,436
+370,275
| +32% | +$15.7M |
|
93
TSMC
TSM
$1.98T
| $61.1M | 0.23% |
2,124,313
+2,084,046
| +5,176% | +$62.7M |
|
|
FDC
94
DELISTED
First Data Corporation
FDC
| $60.6M | 0.23% |
4,267,260
+2,174,413
| +104% | +$30.9M |
|
|
SINA
95
DELISTED
Sina Corp
SINA
| $60.4M | 0.23% |
994,014
+40,854
| +4% | +$2.93M |
|
|
VISN
96
Vistance Networks Inc
VISN
$2.63B
| $60M | 0.23% |
+1,612,501
| New | +$55M |
|
97
Fortis
FTS
$29.4B
| $59.6M | 0.23% |
+1,931,454
| New | +$59.9M |
|
98
Xerox
XRX
$360M
| $59.6M | 0.23% |
2,589,962
+2,553,768
| +7,056% | +$63.6M |
|
99
Stanley Black & Decker
SWK
$14.6B
| $59.4M | 0.23% |
518,271
+179,440
| +53% | +$21.4M |
|
|
ETFC
100
DELISTED
E*Trade Financial Corporation
ETFC
| $58.9M | 0.23% |
1,698,625
+1,602,970
| +1,676% | +$51.2M |
|
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.