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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 | |
|---|---|---|---|---|---|---|
751
PUT
Marathon Petroleum
MPC
$92.4B
| $6.01M | 0.02% |
119,400
-23,000
| -16% | -$1.04M |
|
752
Altria Group
MO
$114B
| $6.01M | 0.02% |
88,816
-910,443
| -91% | -$58.6M |
|
753
Simpson Manufacturing
SSD
$7.72B
| $6M | 0.02% |
+137,061
| New | +$6.14M |
|
|
ODP
754
DELISTED
ODP
ODP
| $5.99M | 0.02% |
+132,516
| New | +$5.49M |
|
755
ON Semiconductor
ON
$31.8B
| $5.96M | 0.02% |
+467,248
| New | +$5.58M |
|
|
PKY
756
DELISTED
Parkway, Inc.
PKY
| $5.96M | 0.02% |
267,770
-401,059
| -60% | -$7.58M |
|
757
Edison International
EIX
$28.2B
| $5.95M | 0.02% |
82,615
+65,450
| +381% | +$4.62M |
|
758
Kulicke & Soffa
KLIC
$4.67B
| $5.92M | 0.02% |
370,948
-45,629
| -11% | -$666K |
|
759
Quest Diagnostics
DGX
$25.7B
| $5.91M | 0.02% |
64,257
-84,048
| -57% | -$7.24M |
|
760
Saia
SAIA
$9.27B
| $5.9M | 0.02% |
+133,594
| New | +$5.17M |
|
761
Coca-Cola Europacific Partners
CCEP
$48.3B
| $5.9M | 0.02% |
187,783
-108,368
| -37% | -$3.82M |
|
|
HTBK
762
DELISTED
Heritage Commerce
HTBK
| $5.89M | 0.02% |
408,287
+251,116
| +160% | +$3.05M |
|
763
CALL
Norfolk Southern
NSC
$75.4B
| $5.89M | 0.02% |
54,500
+27,500
| +102% | +$2.78M |
|
764
Insulet
PODD
$11.5B
| $5.89M | 0.02% |
156,294
-150,165
| -49% | -$5.59M |
|
765
Photronics
PLAB
$1.79B
| $5.89M | 0.02% |
520,856
+105,743
| +25% | +$1.11M |
|
|
VCRA
766
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
| $5.87M | 0.02% |
317,705
+103,732
| +48% | +$1.85M |
|
767
Viatris
VTRS
$20.4B
| $5.87M | 0.02% |
153,815
-189,889
| -55% | -$7.06M |
|
|
768
CALL
Marathon Petroleum
MPC
$92.4B
| $5.87M | 0.02% |
116,500
-23,000
| -16% | -$1.04M |
|
|
BOJA
769
DELISTED
Bojangles', Inc. Common Stock
BOJA
| $5.86M | 0.02% |
+314,011
| New | +$5.47M |
|
770
HCA Healthcare
HCA
$87.2B
| $5.85M | 0.02% |
79,070
-10,247
| -11% | -$767K |
|
771
PUT
Oracle
ORCL
$374B
| $5.85M | 0.02% |
152,200
-131,700
| -46% | -$5.15M |
|
772
CALL
American Electric Power
AEP
$69.6B
| $5.84M | 0.02% |
92,700
+3,700
| +4% | +$228K |
|
773
CareTrust REIT
CTRE
$9.91B
| $5.83M | 0.02% |
380,394
+6,190
| +2% | +$88.5K |
|
774
Hormel Foods
HRL
$13.8B
| $5.82M | 0.02% |
+167,281
| New | +$6.04M |
|
775
Dover
DOV
$27.6B
| $5.82M | 0.02% |
+96,196
| New | +$5.56M |
|
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.