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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 | |
|---|---|---|---|---|---|---|
776
PUT
Baxter International
BAX
$13.5B
| $5.82M | 0.02% |
131,200
+400
| +0.3% | +$18.5K |
|
777
CALL
Viatris
VTRS
$20.4B
| $5.8M | 0.02% |
152,100
+102,600
| +207% | +$3.81M |
|
|
CYOU
778
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $5.76M | 0.02% |
271,630
+113,680
| +72% | +$2.88M |
|
|
WCG
779
DELISTED
Wellcare Health Plans, Inc.
WCG
| $5.76M | 0.02% |
42,050
-36,736
| -47% | -$4.68M |
|
780
Mueller Water Products
MWA
$3.95B
| $5.75M | 0.02% |
432,114
-108,236
| -20% | -$1.39M |
|
|
PACW
781
DELISTED
PacWest Bancorp
PACW
| $5.73M | 0.02% |
105,213
+99,841
| +1,859% | +$4.83M |
|
|
CBF
782
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $5.73M | 0.02% |
145,897
+60,059
| +70% | +$2.1M |
|
|
CY
783
DELISTED
Cypress Semiconductor
CY
| $5.71M | 0.02% |
499,362
-4,462
| -0.9% | -$48.9K |
|
|
PVTB
784
DELISTED
PrivateBancorp Inc
PVTB
| $5.71M | 0.02% |
105,407
+42,474
| +67% | +$2.04M |
|
|
SWN
785
DELISTED
Southwestern Energy Company
SWN
| $5.71M | 0.02% |
527,690
-415,821
| -44% | -$4.76M |
|
786
CALL
Simon Property Group
SPG
$74.4B
| $5.7M | 0.02% |
32,100
-50,900
| -61% | -$9.45M |
|
787
PUT
Digital Realty Trust
DLR
$69.7B
| $5.69M | 0.02% |
57,900
-43,100
| -43% | -$4.01M |
|
788
Salesforce
CRM
$151B
| $5.69M | 0.02% |
83,055
-911,877
| -92% | -$66.2M |
|
789
PUT
Newmont
NEM
$98.7B
| $5.69M | 0.02% |
166,900
+2,700
| +2% | +$92.2K |
|
790
CALL
Cisco
CSCO
$457B
| $5.68M | 0.02% |
188,000
-68,200
| -27% | -$2.08M |
|
791
Silgan Holdings
SLGN
$4.23B
| $5.68M | 0.02% |
+221,994
| New | +$5.58M |
|
|
VSTO
792
DELISTED
Vista Outdoor Inc.
VSTO
| $5.65M | 0.02% |
+153,094
| New | +$5.92M |
|
793
Virtu Financial
VIRT
$5.11B
| $5.64M | 0.02% |
353,352
+93,745
| +36% | +$1.34M |
|
794
Hancock Whitney
HWC
$6.2B
| $5.63M | 0.02% |
130,633
-22,176
| -15% | -$843K |
|
|
MTSC
795
DELISTED
MTS Systems Corp
MTSC
| $5.63M | 0.02% |
99,221
-69,427
| -41% | -$3.53M |
|
796
Forestar Group
FOR
$1.44B
| $5.6M | 0.02% |
420,804
+385,599
| +1,095% | +$4.72M |
|
|
CBD
797
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $5.58M | 0.02% |
337,489
+279,618
| +483% | +$4.65M |
|
798
Microchip Technology
MCHP
$40.3B
| $5.58M | 0.02% |
+174,082
| New | +$5.47M |
|
799
Eversource Energy
ES
$26.9B
| $5.58M | 0.02% |
101,052
-463,560
| -82% | -$24.8M |
|
800
CALL
Kinder Morgan
KMI
$71.7B
| $5.58M | 0.02% |
269,200
+194,700
| +261% | +$4.12M |
|
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.