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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 | |
|---|---|---|---|---|---|---|
|
AD
1101
Array Digital Infrastructure
AD
$3.01B
| $3.36M | 0.01% |
76,814
+55,173
| +255% | +$2.09M |
|
1102
Carpenter Technology
CRS
$25.8B
| $3.35M | 0.01% |
+92,720
| New | +$3.44M |
|
|
PRSU
1103
Pursuit Attractions and Hospitality Inc
PRSU
$1.39B
| $3.35M | 0.01% |
76,049
+24,653
| +48% | +$1.02M |
|
1104
PUT
International Paper
IP
$21.6B
| $3.35M | 0.01% |
+66,739
| New | +$3.09M |
|
1105
ASE Group
ASX
$77.3B
| $3.35M | 0.01% |
665,039
+369,648
| +125% | +$2.05M |
|
1106
Waters Corp
WAT
$37B
| $3.34M | 0.01% |
24,846
-13,191
| -35% | -$1.88M |
|
|
GRP.U
1107
DELISTED
Granite Real Estate Investment Trust
GRP.U
| $3.34M | 0.01% |
100,037
+9,900
| +11% | +$319K |
|
|
ATW
1108
DELISTED
Atwood Oceanics
ATW
| $3.33M | 0.01% |
253,928
-75,700
| -23% | -$744K |
|
1109
LXP Industrial Trust
LXP
$3.57B
| $3.33M | 0.01% |
61,611
-89,627
| -59% | -$4.57M |
|
1110
Churchill Downs
CHDN
$5.88B
| $3.32M | 0.01% |
132,540
+73,200
| +123% | +$1.79M |
|
|
BKCC
1111
DELISTED
BlackRock Capital Investment Corporation
BKCC
| $3.32M | 0.01% |
477,391
+298,647
| +167% | +$2.24M |
|
1112
PUT
Allstate
ALL
$68B
| $3.32M | 0.01% |
44,800
-5,100
| -10% | -$359K |
|
1113
New Oriental
EDU
$9.37B
| $3.32M | 0.01% |
78,868
-163,245
| -67% | -$7.69M |
|
1114
FirstCash
FCFS
$8.85B
| $3.31M | 0.01% |
70,534
-171,868
| -71% | -$8.08M |
|
1115
Acadia Healthcare
ACHC
$2.76B
| $3.31M | 0.01% |
+100,059
| New | +$3.88M |
|
1116
PhenixFIN
PFX
| $3.31M | 0.01% |
22,023
+13,505
| +159% | +$2.06M |
|
|
INWK
1117
DELISTED
InnerWorkings, Inc.
INWK
| $3.31M | 0.01% |
335,755
-158,171
| -32% | -$1.46M |
|
|
HES
1118
PUT
DELISTED
Hess
HES
| $3.3M | 0.01% |
53,000
+13,000
| +33% | +$711K |
|
|
FITB
1119
PUT
Fifth Third Bancorp
FITB
$51.2B
| $3.3M | 0.01% |
122,200
+50,600
| +71% | +$1.21M |
|
|
UCTT
1120
Ultra Clean Holdings
UCTT
$3.73B
| $3.29M | 0.01% |
339,475
+272,993
| +411% | +$2.48M |
|
1121
PUT
Whirlpool
WHR
$2.43B
| $3.29M | 0.01% |
18,100
+15,100
| +503% | +$2.5M |
|
1122
CALL
Royal Gold
RGLD
$16.8B
| $3.29M | 0.01% |
51,900
-54,100
| -51% | -$3.68M |
|
1123
PUT
Weyerhaeuser
WY
$18B
| $3.27M | 0.01% |
108,800
+73,800
| +211% | +$2.27M |
|
1124
Stratasys
SSYS
$679M
| $3.27M | 0.01% |
197,499
+85,261
| +76% | +$1.67M |
|
1125
CALL
NOV
NOV
$6.93B
| $3.26M | 0.01% |
87,000
-46,400
| -35% | -$1.69M |
|
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.