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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 | |
|---|---|---|---|---|---|---|
3076
PUT
Axalta
AXTA
$7.78B
| – | – |
-45,700
| Closed | -$1.29M |
|
3077
CALL
Acuity Brands
AYI
$10B
| – | – |
-1,000
| Closed | -$265K |
|
|
3078
Acuity Brands
AYI
$10B
| – | – |
-77,650
| Closed | -$20.5M |
|
3079
AstraZeneca
AZN
$243B
| – | – |
-39,600
| Closed | -$2.6M |
|
3080
PUT
Boeing
BA
$180B
| – | – |
-20,500
| Closed | -$2.7M |
|
3081
Ball Corp
BALL
$17.3B
| – | – |
-584,658
| Closed | -$24M |
|
3082
Banc of California
BANC
$3.03B
| – | – |
-153,101
| Closed | -$2.35M |
|
3083
PUT
Banco Bradesco
BBD
$38.9B
| – | – |
-62,230
| Closed | -$292K |
|
3084
Bath & Body Works
BBWI
$4.12B
| – | – |
-792,221
| Closed | -$45M |
|
|
3085
PUT
Bath & Body Works
BBWI
$4.12B
| – | – |
-157,099
| Closed | -$8.99M |
|
3086
CALL
Best Buy
BBY
$17.7B
| – | – |
-16,000
| Closed | -$611K |
|
|
3087
Best Buy
BBY
$17.7B
| – | – |
-3,544,399
| Closed | -$135M |
|
|
3088
PUT
Best Buy
BBY
$17.7B
| – | – |
-18,000
| Closed | -$687K |
|
3089
Belden
BDC
$4.88B
| – | – |
-42,056
| Closed | -$2.9M |
|
3090
CALL
Becton Dickinson
BDX
$46.5B
| – | – |
-6,150
| Closed | -$1.08M |
|
3091
Brown-Forman Class B
BF.B
$12.9B
| – | – |
-38,653
| Closed | -$1.17M |
|
|
BFS
3092
Saul Centers
BFS
$836M
| – | – |
-9,417
| Closed | -$627K |
|
3093
B&G Foods
BGS
$287M
| – | – |
-115,515
| Closed | -$5.68M |
|
3094
BHP
BHP
$212B
| – | – |
-17,899
| Closed | -$553K |
|
|
BNY
3095
CALL
Bank of New York Mellon
BNY
$105B
| – | – |
-7,200
| Closed | -$287K |
|
3096
CALL
Brookdale Senior Living
BKD
$3.47B
| – | – |
-10,900
| Closed | -$190K |
|
3097
Booking.com
BKNG
$150B
| – | – |
-2,210,475
| Closed | -$132M |
|
|
3098
PUT
Booking.com
BKNG
$150B
| – | – |
-125,000
| Closed | -$7.36M |
|
3099
Blackrock
BLK
$172B
| – | – |
-1,791
| Closed | -$657K |
|
3100
Badger Meter
BMI
$3.96B
| – | – |
-8,125
| Closed | -$272K |
|
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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.