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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 | |
|---|---|---|---|---|---|---|
801
Ingevity
NGVT
$2.51B
| $5.57M | 0.02% |
101,506
-74,424
| -42% | -$3.57M |
|
802
PUT
Oneok
OKE
$57.2B
| $5.57M | 0.02% |
97,000
-80,400
| -45% | -$4.22M |
|
803
CALL
Exelon
EXC
$47.2B
| $5.55M | 0.02% |
219,273
-221,796
| -50% | -$5.26M |
|
|
CSII
804
DELISTED
Cardiovascular Systems, Inc.
CSII
| $5.54M | 0.02% |
228,800
-12,273
| -5% | -$301K |
|
|
ARGO
805
DELISTED
Argo Group International Holdings, Ltd.
ARGO
| $5.53M | 0.02% |
96,559
+57,666
| +148% | +$3.08M |
|
806
Lloyds Banking Group
LYG
$89.5B
| $5.53M | 0.02% |
1,782,960
+1,611,694
| +941% | +$4.72M |
|
|
NCI
807
DELISTED
Navigant Consulting, Inc.
NCI
| $5.53M | 0.02% |
211,046
+82,567
| +64% | +$1.95M |
|
808
Omega Healthcare
OHI
$15.1B
| $5.51M | 0.02% |
176,253
+169,469
| +2,498% | +$5.23M |
|
809
Genpact
G
$5.96B
| $5.46M | 0.02% |
+224,461
| New | +$5.35M |
|
810
AMERISAFE
AMSF
$543M
| $5.44M | 0.02% |
87,190
+60,828
| +231% | +$3.69M |
|
811
Comfort Systems
FIX
$60.9B
| $5.42M | 0.02% |
162,830
+110,058
| +209% | +$3.43M |
|
812
CALL
Essex Property Trust
ESS
$18.3B
| $5.39M | 0.02% |
23,200
+3,200
| +16% | +$692K |
|
813
Bloomin' Brands
BLMN
$741M
| $5.39M | 0.02% |
298,938
+283,775
| +1,871% | +$5.14M |
|
814
PUT
Toll Brothers
TOL
$13.6B
| $5.38M | 0.02% |
173,600
+132,500
| +322% | +$3.93M |
|
815
CALL
Newmont
NEM
$98.7B
| $5.38M | 0.02% |
157,800
-53,200
| -25% | -$1.82M |
|
816
PUT
Duke Energy
DUK
$97.8B
| $5.36M | 0.02% |
69,000
-173,800
| -72% | -$13.3M |
|
817
PUT
Crown Castle
CCI
$33.3B
| $5.34M | 0.02% |
61,600
+46,600
| +311% | +$4.08M |
|
818
Tower Semiconductor
TSEM
$24.8B
| $5.34M | 0.02% |
280,593
+196,281
| +233% | +$3.38M |
|
819
First Interstate BancSystem
FIBK
$3.69B
| $5.33M | 0.02% |
125,354
+98,254
| +363% | +$3.57M |
|
820
MACOM Technology Solutions
MTSI
$19.2B
| $5.33M | 0.02% |
+115,230
| New | +$5.03M |
|
|
ZLTQ
821
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $5.29M | 0.02% |
121,565
-103,318
| -46% | -$4.17M |
|
822
PUT
Consolidated Edison
ED
$40.1B
| $5.28M | 0.02% |
71,700
-73,000
| -50% | -$5.28M |
|
823
British American Tobacco
BTI
$131B
| $5.27M | 0.02% |
93,524
+62,104
| +198% | +$3.52M |
|
|
INOV
824
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $5.26M | 0.02% |
+510,955
| New | +$6.97M |
|
825
Watsco Inc
WSO
$12.7B
| $5.26M | 0.02% |
35,490
-24,703
| -41% | -$3.58M |
|
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.