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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 | |
|---|---|---|---|---|---|---|
126
Costco
COST
$432B
| $51.4M | 0.2% |
321,070
-109,497
| -25% | -$16.7M |
|
127
McDonald's
MCD
$193B
| $51M | 0.2% |
418,977
-1,153,493
| -73% | -$135M |
|
|
EVHC
128
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $50.6M | 0.19% |
799,870
+329,663
| +70% | +$21.5M |
|
|
BHI
129
DELISTED
Baker Hughes
BHI
| $50.3M | 0.19% |
774,178
-495,200
| -39% | -$29.4M |
|
|
NLSN
130
DELISTED
Nielsen Holdings plc
NLSN
| $50.3M | 0.19% |
1,198,855
+1,146,770
| +2,202% | +$52.7M |
|
131
Regions Financial
RF
$26.4B
| $50.3M | 0.19% |
3,501,277
+580,739
| +20% | +$7.18M |
|
|
K
132
DELISTED
Kellanova
K
| $50.2M | 0.19% |
725,385
+667,037
| +1,143% | +$46.4M |
|
133
Nike
NKE
$64.1B
| $49.9M | 0.19% |
981,921
-2,222,168
| -69% | -$114M |
|
134
Ovintiv
OVV
$17B
| $49.8M | 0.19% |
+849,347
| New | +$48.4M |
|
|
ACAS
135
DELISTED
American Capital Ltd
ACAS
| $48.9M | 0.19% |
2,727,010
+1,015,924
| +59% | +$17.5M |
|
136
PPG Industries
PPG
$24.9B
| $48.3M | 0.19% |
509,675
-229,166
| -31% | -$21.9M |
|
137
Aptiv
APTV
$12.3B
| $48.3M | 0.19% |
716,814
+712,777
| +17,656% | +$47.9M |
|
138
Canadian Imperial Bank of Commerce
CM
$106B
| $47.6M | 0.18% |
1,167,968
-650,536
| -36% | -$25.5M |
|
|
AGU
139
DELISTED
Agrium
AGU
| $47.5M | 0.18% |
472,170
+165,084
| +54% | +$15.9M |
|
140
Annaly Capital Management
NLY
$17.3B
| $47.4M | 0.18% |
1,188,493
+490,173
| +70% | +$19.9M |
|
|
HOUS
141
DELISTED
Anywhere Real Estate
HOUS
| $47.2M | 0.18% |
1,832,680
+598,181
| +48% | +$14.8M |
|
142
Advanced Micro Devices
AMD
$700B
| $46.5M | 0.18% |
4,096,583
-2,993,231
| -42% | -$25.1M |
|
143
Huntsman Corp
HUN
$2.1B
| $46.2M | 0.18% |
2,423,696
+516,695
| +27% | +$9.38M |
|
144
VeriSign
VRSN
$26.3B
| $45.8M | 0.18% |
602,653
-22,661
| -4% | -$1.79M |
|
145
Booz Allen Hamilton
BAH
$8.44B
| $44.9M | 0.17% |
1,245,668
+1,203,685
| +2,867% | +$40.8M |
|
146
Oshkosh
OSK
$8.82B
| $44.7M | 0.17% |
+692,218
| New | +$42.8M |
|
147
Marathon Petroleum
MPC
$90.1B
| $44.6M | 0.17% |
885,864
-157,795
| -15% | -$7.16M |
|
148
CNX Resources
CNX
$4.91B
| $44.4M | 0.17% |
2,923,044
+929,408
| +47% | +$14.7M |
|
149
CALL
Alphabet (Google) Class A
GOOGL
$4.12T
| $44.4M | 0.17% |
1,120,000
+440,000
| +65% | +$17.6M |
|
150
Sysco
SYY
$40.8B
| $44.1M | 0.17% |
797,216
-1,206,771
| -60% | -$62.7M |
|
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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.