We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
451
CALL
Delta Air Lines
DAL
$57.5B
| $12.6M | 0.05% |
256,400
+159,700
| +165% | +$7.28M |
|
|
AF
452
DELISTED
Astoria Financial Corporation
AF
| $12.5M | 0.05% |
670,164
+282,705
| +73% | +$4.5M |
|
453
JetBlue
JBLU
$2.28B
| $12.5M | 0.05% |
557,099
-1,216,558
| -69% | -$24M |
|
454
United Bankshares
UBSI
$6.63B
| $12.4M | 0.05% |
269,089
+45,256
| +20% | +$1.92M |
|
455
Nektar Therapeutics
NKTR
$2.39B
| $12.4M | 0.05% |
67,599
+21,681
| +47% | +$4.41M |
|
|
MRC
456
DELISTED
MRC Global
MRC
| $12.4M | 0.05% |
613,123
+529,741
| +635% | +$9.65M |
|
457
Prospect Capital
PSEC
$1.07B
| $12.4M | 0.05% |
1,483,820
+1,017,067
| +218% | +$8.17M |
|
458
PUT
Cisco
CSCO
$457B
| $12.4M | 0.05% |
409,700
-210,400
| -34% | -$6.41M |
|
|
ASNA
459
DELISTED
Ascena Retail Group, Inc.
ASNA
| $12.3M | 0.05% |
99,013
+91,735
| +1,260% | +$11.1M |
|
|
PPL
460
CALL
PPL Corp
PPL
$26.5B
| $12.2M | 0.05% |
359,100
+191,100
| +114% | +$6.41M |
|
461
PUT
SLB Ltd
SLB
$73.6B
| $12.2M | 0.05% |
145,400
+9,200
| +7% | +$754K |
|
462
Leidos
LDOS
$14.5B
| $12.1M | 0.05% |
235,642
+150,581
| +177% | +$7.04M |
|
|
NE
463
DELISTED
Noble Corporation
NE
| $12M | 0.05% |
2,031,332
-321,225
| -14% | -$1.89M |
|
|
MDRX
464
DELISTED
Veradigm Inc. Common Stock
MDRX
| $12M | 0.05% |
1,176,220
+219,436
| +23% | +$2.5M |
|
|
FMSA
465
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
| $12M | 0.05% |
1,017,120
+770,839
| +313% | +$7.13M |
|
466
Vail Resorts
MTN
$5.32B
| $12M | 0.05% |
74,305
-28,402
| -28% | -$4.51M |
|
|
VWR
467
DELISTED
VWR Corporation
VWR
| $12M | 0.05% |
478,538
+243,392
| +104% | +$6.47M |
|
468
GoDaddy
GDDY
$11B
| $12M | 0.05% |
342,702
-635,244
| -65% | -$22.3M |
|
|
SFLY
469
DELISTED
Shutterfly, Inc.
SFLY
| $12M | 0.05% |
238,638
+233,542
| +4,583% | +$11.3M |
|
470
Johnson Controls International
JCI
$88.8B
| $12M | 0.05% |
290,643
-421,286
| -59% | -$18.4M |
|
|
APC
471
CALL
DELISTED
Anadarko Petroleum
APC
| $11.9M | 0.05% |
171,200
+88,600
| +107% | +$5.76M |
|
472
PUT
Equity Residential
EQR
$24.9B
| $11.9M | 0.05% |
184,700
+123,700
| +203% | +$7.6M |
|
473
CALL
Visa
V
$684B
| $11.9M | 0.05% |
152,100
-53,800
| -26% | -$4.33M |
|
|
VGR
474
DELISTED
Vector Group Ltd.
VGR
| $11.8M | 0.05% |
847,775
+49,012
| +6% | +$637K |
|
475
iShares Russell 2000 ETF
IWM
$79.8B
| $11.8M | 0.05% |
+87,300
| New | +$11.2M |
|
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.