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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 | |
|---|---|---|---|---|---|---|
|
ATCO
826
DELISTED
Atlas Corp.
ATCO
| $5.26M | 0.02% |
575,218
+318,867
| +124% | +$3.38M |
|
|
SNCR
827
DELISTED
Synchronoss Technologies
SNCR
| $5.25M | 0.02% |
15,234
+8,995
| +144% | +$3.39M |
|
|
AGN
828
PUT
DELISTED
Allergan plc
AGN
| $5.25M | 0.02% |
+25,000
| New | +$5.18M |
|
829
Deere & Co
DE
$160B
| $5.24M | 0.02% |
+50,809
| New | +$4.78M |
|
830
CALL
Oneok
OKE
$57.2B
| $5.23M | 0.02% |
91,100
+15,600
| +21% | +$819K |
|
831
MGIC Investment
MTG
$6.16B
| $5.22M | 0.02% |
512,451
-1,501,366
| -75% | -$13.6M |
|
|
SAFE
832
Safehold
SAFE
$1.16B
| $5.21M | 0.02% |
+86,582
| New | +$4.93M |
|
833
Fidelity National Information Services
FIS
$23.1B
| $5.21M | 0.02% |
68,824
+24,130
| +54% | +$1.84M |
|
834
SEI Investments
SEIC
$12.4B
| $5.19M | 0.02% |
105,188
-38,610
| -27% | -$1.8M |
|
835
CALL
Starbucks
SBUX
$120B
| $5.18M | 0.02% |
93,300
+8,800
| +10% | +$488K |
|
836
PUT
Blackrock
BLK
$169B
| $5.17M | 0.02% |
13,600
-11,200
| -45% | -$4.11M |
|
837
PUT
Clorox
CLX
$11.6B
| $5.17M | 0.02% |
43,100
+14,600
| +51% | +$1.72M |
|
838
G-III Apparel Group
GIII
$1.54B
| $5.17M | 0.02% |
174,963
+149,591
| +590% | +$4.35M |
|
839
Sensata Technologies
ST
$6.74B
| $5.15M | 0.02% |
132,140
+87,213
| +194% | +$3.32M |
|
840
PUT
Phillips 66
PSX
$84.9B
| $5.14M | 0.02% |
59,500
-19,000
| -24% | -$1.58M |
|
|
X
841
PUT
DELISTED
US Steel
X
| $5.14M | 0.02% |
155,700
-172,300
| -53% | -$4.61M |
|
|
INFN
842
DELISTED
Infinera Corporation Common Stock
INFN
| $5.14M | 0.02% |
605,130
+420,761
| +228% | +$3.6M |
|
|
PXD
843
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $5.08M | 0.02% |
28,200
+20,200
| +253% | +$3.7M |
|
844
PUT
Comcast
CMCSA
$85B
| $5.08M | 0.02% |
147,000
-290,200
| -66% | -$9.69M |
|
845
Silicon Motion
SIMO
$8.6B
| $5.04M | 0.02% |
118,577
+34,104
| +40% | +$1.56M |
|
846
PUT
Viatris
VTRS
$20.4B
| $5.03M | 0.02% |
131,800
+82,300
| +166% | +$3.06M |
|
847
PUT
Coca-Cola
KO
$377B
| $5.03M | 0.02% |
121,200
-285,800
| -70% | -$11.9M |
|
848
NMI Holdings
NMIH
$3.33B
| $5.02M | 0.02% |
471,510
+212,571
| +82% | +$1.88M |
|
849
PUT
Prologis
PLD
$135B
| $5.02M | 0.02% |
95,100
+51,500
| +118% | +$2.62M |
|
850
CALL
Kroger
KR
$35.4B
| $5.02M | 0.02% |
145,400
-22,300
| -13% | -$727K |
|
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.