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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 | |
|---|---|---|---|---|---|---|
|
AET
1
DELISTED
Aetna Inc
AET
| $188M | 0.72% |
1,515,634
+795,565
| +110% | +$95.2M |
|
2
DuPont de Nemours
DD
$18.6B
| $183M | 0.7% |
1,259,968
-228,378
| -15% | -$31.8M |
|
|
DD
3
DELISTED
Du Pont De Nemours E I
DD
| $178M | 0.68% |
2,421,881
-437,071
| -15% | -$31M |
|
4
Humana
HUM
$47.4B
| $177M | 0.68% |
868,378
+155,193
| +22% | +$29.6M |
|
5
Gilead Sciences
GILD
$162B
| $171M | 0.65% |
2,384,912
+399,107
| +20% | +$29.7M |
|
|
6
Medtronic
MDT
$105B
| $171M | 0.65% |
2,395,498
+2,270,432
| +1,815% | +$178M |
|
7
Cisco
CSCO
$444B
| $169M | 0.65% |
5,584,872
+3,013,893
| +117% | +$91.9M |
|
|
8
Micron Technology
MU
$1.12T
| $165M | 0.63% |
+7,547,563
| New | +$142M |
|
9
Elevance Health
ELV
$82.3B
| $165M | 0.63% |
1,150,458
+211,341
| +23% | +$28.3M |
|
|
10
Biogen
BIIB
$29.6B
| $160M | 0.61% |
563,390
+535,631
| +1,930% | +$159M |
|
|
MON
11
DELISTED
Monsanto Co
MON
| $159M | 0.61% |
1,515,643
+378,876
| +33% | +$38.8M |
|
|
12
Hewlett Packard
HPE
$63.1B
| $155M | 0.6% |
11,545,966
+10,346,388
| +863% | +$138M |
|
13
Lockheed Martin
LMT
$131B
| $155M | 0.59% |
620,479
-88,483
| -12% | -$22.1M |
|
14
Colgate-Palmolive
CL
$72.1B
| $153M | 0.59% |
2,341,961
+839,102
| +56% | +$57.5M |
|
15
Cigna
CI
$75.7B
| $153M | 0.59% |
1,148,581
-7,161
| -0.6% | -$937K |
|
|
16
Netflix
NFLX
$287B
| $151M | 0.58% |
12,179,150
+11,392,070
| +1,447% | +$135M |
|
17
Baxter International
BAX
$11.2B
| $150M | 0.57% |
3,380,620
+333,238
| +11% | +$15.4M |
|
18
Home Depot
HD
$324B
| $148M | 0.57% |
1,106,625
-354,543
| -24% | -$45.7M |
|
19
Lowe's Companies
LOW
$113B
| $147M | 0.57% |
2,072,125
+1,630,274
| +369% | +$115M |
|
20
Teva Pharmaceuticals
TEVA
$36.3B
| $142M | 0.55% |
3,920,945
+1,359,431
| +53% | +$54.3M |
|
21
Abbott
ABT
$175B
| $142M | 0.54% |
3,690,754
+1,345,191
| +57% | +$53.3M |
|
|
STJ
22
DELISTED
St Jude Medical
STJ
| $142M | 0.54% |
1,767,107
+94,715
| +6% | +$7.52M |
|
|
VMW
23
DELISTED
VMware, Inc
VMW
| $140M | 0.54% |
1,775,317
-455,219
| -20% | -$35.3M |
|
24
KLA
KLAC
$286B
| $138M | 0.53% |
17,581,960
+3,730,910
| +27% | +$28.5M |
|
|
YHOO
25
DELISTED
Yahoo Inc
YHOO
| $136M | 0.52% |
3,527,896
+1,063,559
| +43% | +$43.6M |
|
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.