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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 | |
|---|---|---|---|---|---|---|
176
PayPal
PYPL
$50.3B
| $36.3M | 0.14% |
919,424
+902,587
| +5,361% | +$36.3M |
|
177
Allison Transmission
ALSN
$9.51B
| $36.2M | 0.14% |
1,074,688
+454,292
| +73% | +$14.1M |
|
178
PUT
Meta Platforms (Facebook)
META
$1.49T
| $35.5M | 0.14% |
308,300
-4,700
| -2% | -$577K |
|
|
PPL
179
PPL Corp
PPL
$26.9B
| $35.4M | 0.14% |
1,038,275
+164,236
| +19% | +$5.51M |
|
180
PepsiCo
PEP
$196B
| $34.8M | 0.13% |
333,022
-927,654
| -74% | -$97.1M |
|
181
Credicorp
BAP
$30.5B
| $34.7M | 0.13% |
220,038
+109,805
| +100% | +$16.8M |
|
|
GRA
182
DELISTED
W.R. Grace & Co.
GRA
| $34.7M | 0.13% |
513,266
+27,531
| +6% | +$1.88M |
|
183
CALL
AT&T
T
$164B
| $34.6M | 0.13% |
1,078,398
-70,966
| -6% | -$2.09M |
|
184
PUT
Walt Disney
DIS
$171B
| $34.2M | 0.13% |
328,300
+138,400
| +73% | +$13.5M |
|
185
L3Harris
LHX
$55.4B
| $33.7M | 0.13% |
329,348
+312,436
| +1,847% | +$30.9M |
|
|
ANDV
186
DELISTED
Andeavor
ANDV
| $33.7M | 0.13% |
385,374
+374,256
| +3,366% | +$31.8M |
|
187
Northrop Grumman
NOC
$76B
| $33M | 0.13% |
141,823
+89,245
| +170% | +$20.7M |
|
188
Gaming and Leisure Properties
GLPI
$13B
| $32.4M | 0.12% |
1,058,627
-1,011,368
| -49% | -$31.6M |
|
189
CALL
ExxonMobil
XOM
$650B
| $32.4M | 0.12% |
358,700
-87,400
| -20% | -$7.64M |
|
|
FNSR
190
DELISTED
Finisar Corp
FNSR
| $31.8M | 0.12% |
1,049,059
-180,561
| -15% | -$5.54M |
|
191
Crown Holdings
CCK
$13B
| $31.1M | 0.12% |
592,531
-214,159
| -27% | -$11.6M |
|
192
National Grid
NGG
$79.3B
| $31.1M | 0.12% |
553,038
+498,193
| +908% | +$29.5M |
|
|
NUAN
193
DELISTED
Nuance Communications, Inc.
NUAN
| $31.1M | 0.12% |
2,408,263
+1,382,137
| +135% | +$17.8M |
|
|
BNY
194
Bank of New York Mellon
BNY
$103B
| $30.9M | 0.12% |
652,517
-192,104
| -23% | -$8.66M |
|
195
CALL
Microsoft
MSFT
$2.9T
| $30.8M | 0.12% |
496,100
+194,700
| +65% | +$11.7M |
|
196
Clorox
CLX
$12B
| $30.8M | 0.12% |
256,708
+250,100
| +3,785% | +$29.5M |
|
|
AKS
197
DELISTED
AK Steel Holding Corp
AKS
| $30.6M | 0.12% |
2,993,495
+1,910,441
| +176% | +$14.5M |
|
198
Ryder
R
$9.9B
| $30.5M | 0.12% |
409,512
+88,335
| +28% | +$6.51M |
|
199
Fortune Brands Innovations
FBIN
$5.86B
| $30.4M | 0.12% |
+666,067
| New | +$31.4M |
|
200
Archer Daniels Midland
ADM
$38.7B
| $30.3M | 0.12% |
663,624
+313,850
| +90% | +$13.9M |
|
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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.