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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 | |
|---|---|---|---|---|---|---|
976
Green Dot
GDOT
$743M
| $3.96M | 0.02% |
168,276
+84,062
| +100% | +$1.97M |
|
|
CIM
977
Chimera Investment
CIM
$1.04B
| $3.96M | 0.02% |
77,589
+31,560
| +69% | +$1.55M |
|
|
MRSH
978
Marsh
MRSH
$90.5B
| $3.95M | 0.02% |
+58,455
| New | +$3.92M |
|
979
WPP
WPP
$4.36B
| $3.94M | 0.02% |
35,643
+16,107
| +82% | +$1.74M |
|
|
X
980
CALL
DELISTED
US Steel
X
| $3.94M | 0.02% |
119,200
-50,800
| -30% | -$1.36M |
|
981
PUT
Bristol-Myers Squibb
BMY
$133B
| $3.92M | 0.02% |
67,100
+16,700
| +33% | +$913K |
|
982
PUT
EOG Resources
EOG
$79.2B
| $3.91M | 0.02% |
38,700
+20,700
| +115% | +$2.02M |
|
983
OraSure Technologies
OSUR
$279M
| $3.91M | 0.02% |
445,229
-53,133
| -11% | -$439K |
|
|
LDL
984
DELISTED
Lydall, Inc.
LDL
| $3.91M | 0.02% |
63,206
+6,562
| +12% | +$363K |
|
|
LEXEA
985
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
| $3.9M | 0.02% |
+98,303
| New | +$4.17M |
|
986
Liberty Media Series A
FWONA
$22.5B
| $3.9M | 0.01% |
129,908
+30,135
| +30% | +$862K |
|
|
ZEN
987
DELISTED
ZENDESK INC
ZEN
| $3.89M | 0.01% |
183,586
-497,289
| -73% | -$12M |
|
988
CALL
Equity Residential
EQR
$24.9B
| $3.88M | 0.01% |
60,300
+7,300
| +14% | +$448K |
|
|
BNCL
989
DELISTED
Beneficial Bancorp, Inc.
BNCL
| $3.88M | 0.01% |
210,937
-161,155
| -43% | -$2.63M |
|
990
Camping World
CWH
$639M
| $3.88M | 0.01% |
+119,016
| New | +$3.06M |
|
|
RUTH
991
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $3.88M | 0.01% |
211,969
-5,373
| -2% | -$88.5K |
|
992
Fortuna Silver Mines
FSM
$2.55B
| $3.87M | 0.01% |
685,805
+36,888
| +6% | +$232K |
|
|
IBTX
993
DELISTED
Independent Bank Group, Inc.
IBTX
| $3.87M | 0.01% |
+61,986
| New | +$3.35M |
|
|
AVNS
994
DELISTED
Avanos Medical
AVNS
| $3.86M | 0.01% |
104,480
-21,550
| -17% | -$770K |
|
995
ICF International
ICFI
$1.46B
| $3.86M | 0.01% |
70,006
+42,863
| +158% | +$2.18M |
|
|
MNR
996
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $3.85M | 0.01% |
252,866
-93,832
| -27% | -$1.3M |
|
997
CALL
Bank of America
BAC
$435B
| $3.85M | 0.01% |
174,300
-53,400
| -23% | -$1.03M |
|
998
HDFC Bank
HDB
$123B
| $3.85M | 0.01% |
+253,648
| New | +$4.24M |
|
999
Keurig Dr Pepper
KDP
$42.3B
| $3.85M | 0.01% |
42,408
-268,336
| -86% | -$23.5M |
|
|
CXO
1000
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $3.85M | 0.01% |
29,000
-4,000
| -12% | -$544K |
|
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.