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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 | |
|---|---|---|---|---|---|---|
|
RDS.A
151
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $43.8M | 0.17% |
806,196
+800,475
| +13,992% | +$41.2M |
|
152
Ares Capital
ARCC
$13.6B
| $41.9M | 0.16% |
2,538,447
+400,323
| +19% | +$6.3M |
|
153
Jazz Pharmaceuticals
JAZZ
$16.2B
| $41.4M | 0.16% |
379,888
-140,313
| -27% | -$15.6M |
|
154
PUT
Chevron
CVX
$381B
| $41.2M | 0.16% |
350,200
+79,200
| +29% | +$8.62M |
|
155
CALL
Apple
AAPL
$5.02T
| $40.9M | 0.16% |
1,412,800
+1,380,800
| +4,315% | +$39.1M |
|
156
Charter Communications
CHTR
$17.2B
| $40.4M | 0.16% |
140,404
+117,498
| +513% | +$31.6M |
|
|
BEAV
157
DELISTED
B/E Aerospace Inc
BEAV
| $40.4M | 0.16% |
671,580
+557,919
| +491% | +$32.1M |
|
158
Hartford Financial Services
HIG
$39.8B
| $40.2M | 0.15% |
844,580
+746,193
| +758% | +$34.2M |
|
159
Jacobs Solutions
J
$16.3B
| $39.8M | 0.15% |
844,038
+836,384
| +10,927% | +$38.5M |
|
160
Marvell Technology
MRVL
$157B
| $39.7M | 0.15% |
+2,865,851
| New | +$39M |
|
161
Chemours
CC
$2.52B
| $39M | 0.15% |
1,767,087
+802,556
| +83% | +$16.5M |
|
162
Rogers Communications
RCI
$18.9B
| $38.9M | 0.15% |
1,009,442
+137,260
| +16% | +$5.42M |
|
163
Jabil
JBL
$30.9B
| $38.8M | 0.15% |
+1,638,499
| New | +$35.7M |
|
|
QVCGA
164
DELISTED
QVC Group Inc Series A
QVCGA
| $38.6M | 0.15% |
39,794
+2,186
| +6% | +$2.11M |
|
165
Vale
VALE
$63B
| $38.3M | 0.15% |
5,020,985
+4,756,600
| +1,799% | +$34.9M |
|
166
PUT
Alphabet (Google) Class A
GOOGL
$4.17T
| $38M | 0.15% |
960,000
+312,000
| +48% | +$12.5M |
|
|
SWFT
167
DELISTED
Swift Transportation Company
SWFT
| $38M | 0.15% |
1,559,543
+975,944
| +167% | +$22.8M |
|
168
Mohawk Industries
MHK
$7B
| $37.8M | 0.14% |
189,200
+81,917
| +76% | +$16.1M |
|
169
Royal Bank of Canada
RY
$291B
| $37.8M | 0.14% |
558,469
+368,806
| +194% | +$23.9M |
|
170
General Dynamics
GD
$104B
| $37.3M | 0.14% |
215,944
-688,901
| -76% | -$113M |
|
171
Walt Disney
DIS
$171B
| $37.1M | 0.14% |
355,801
+244,435
| +219% | +$23.8M |
|
|
172
PUT
Apple
AAPL
$5.02T
| $37.1M | 0.14% |
+1,280,000
| New | +$36.3M |
|
173
Becton Dickinson
BDX
$46.2B
| $36.8M | 0.14% |
+227,665
| New | +$37.8M |
|
174
Hyatt Hotels
H
$17.6B
| $36.3M | 0.14% |
657,749
+620,976
| +1,689% | +$32.8M |
|
|
CSRA
175
DELISTED
CSRA Inc.
CSRA
| $36.3M | 0.14% |
1,140,715
+629,551
| +123% | +$18.4M |
|
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.