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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 | |
|---|---|---|---|---|---|---|
|
PNNT
1126
Pennant Park Investment Corp
PNNT
$215M
| $3.25M | 0.01% |
424,853
+223,080
| +111% | +$1.69M |
|
1127
Tilly's
TLYS
$116M
| $3.25M | 0.01% |
246,560
+61,878
| +34% | +$689K |
|
1128
Coherus Oncology
CHRS
$217M
| $3.25M | 0.01% |
+115,480
| New | +$3.23M |
|
1129
Encompass Health
EHC
$11B
| $3.25M | 0.01% |
99,096
-127,434
| -56% | -$4.13M |
|
1130
Neurocrine Biosciences
NBIX
$16.8B
| $3.25M | 0.01% |
+83,923
| New | +$3.8M |
|
1131
PUT
United Parcel Service
UPS
$88.6B
| $3.24M | 0.01% |
28,300
+20,800
| +277% | +$2.34M |
|
|
CACB
1132
DELISTED
Cascade Bancorp
CACB
| $3.23M | 0.01% |
+397,936
| New | +$2.76M |
|
|
UNIT
1133
Uniti Group
UNIT
$2.36B
| $3.23M | 0.01% |
126,945
-973,981
| -88% | -$26.2M |
|
1134
Onto Innovation
ONTO
$12.9B
| $3.22M | 0.01% |
128,594
+56,277
| +78% | +$1.29M |
|
1135
Rambus
RMBS
$9.87B
| $3.22M | 0.01% |
233,795
-134,783
| -37% | -$1.75M |
|
1136
Lumentum
LITE
$55.5B
| $3.22M | 0.01% |
83,241
-217,705
| -72% | -$8.66M |
|
|
DFRG
1137
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $3.21M | 0.01% |
188,801
+54,316
| +40% | +$852K |
|
1138
Adecoagro
AGRO
$1.44B
| $3.2M | 0.01% |
308,193
-166,922
| -35% | -$1.8M |
|
1139
Fluor
FLR
$7.01B
| $3.2M | 0.01% |
60,898
+50,589
| +491% | +$2.63M |
|
1140
BJ's Restaurants
BJRI
$1.42B
| $3.2M | 0.01% |
81,358
+69,138
| +566% | +$2.58M |
|
1141
CALL
Crown Castle
CCI
$33.3B
| $3.19M | 0.01% |
36,800
+26,800
| +268% | +$2.35M |
|
1142
Enanta Pharmaceuticals
ENTA
$366M
| $3.19M | 0.01% |
95,196
+27,848
| +41% | +$798K |
|
1143
Teradata
TDC
$2.92B
| $3.19M | 0.01% |
+117,337
| New | +$3.31M |
|
1144
PUT
MetLife
MET
$61.9B
| $3.19M | 0.01% |
66,310
-57,334
| -46% | -$2.63M |
|
|
HES
1145
CALL
DELISTED
Hess
HES
| $3.18M | 0.01% |
51,000
+8,000
| +19% | +$437K |
|
1146
PUT
Lear
LEA
$6.54B
| $3.18M | 0.01% |
24,000
+2,100
| +10% | +$264K |
|
1147
Shake Shack
SHAK
$2.53B
| $3.17M | 0.01% |
+88,589
| New | +$3.11M |
|
1148
Kroger
KR
$35.4B
| $3.17M | 0.01% |
91,838
-5,165,865
| -98% | -$168M |
|
1149
CALL
Bristol-Myers Squibb
BMY
$133B
| $3.17M | 0.01% |
54,200
-115,800
| -68% | -$6.33M |
|
|
HSKA
1150
DELISTED
Heska Corp
HSKA
| $3.17M | 0.01% |
44,233
+1,367
| +3% | +$84.7K |
|
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.