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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 | |
|---|---|---|---|---|---|---|
1176
Oxford Square Capital
OXSQ
$163M
| $3.02M | 0.01% |
457,258
+75,132
| +20% | +$465K |
|
|
AYR
1177
DELISTED
Aircastle Ltd
AYR
| $3.02M | 0.01% |
144,841
+36,581
| +34% | +$772K |
|
|
TRCO
1178
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $3.01M | 0.01% |
+86,110
| New | +$2.94M |
|
|
JNPR
1179
DELISTED
Juniper Networks
JNPR
| $3.01M | 0.01% |
106,520
-583,976
| -85% | -$15.2M |
|
1180
PUT
Palo Alto Networks
PANW
$270B
| $3M | 0.01% |
144,000
-6,000
| -4% | -$144K |
|
1181
CALL
Canadian Pacific Kansas City
CP
$78.1B
| $3M | 0.01% |
105,000
-50,000
| -32% | -$1.48M |
|
1182
MYR Group
MYRG
$5.19B
| $2.99M | 0.01% |
79,421
-32,636
| -29% | -$1.12M |
|
1183
PUT
SL Green Realty
SLG
$3.76B
| $2.99M | 0.01% |
28,718
+23,140
| +415% | +$2.35M |
|
1184
Stagwell
STGW
$2.07B
| $2.98M | 0.01% |
+455,745
| New | +$3.37M |
|
|
OCLR
1185
DELISTED
Oclaro Inc.
OCLR
| $2.98M | 0.01% |
332,743
-1,124,514
| -77% | -$9.72M |
|
1186
Oneok
OKE
$57.2B
| $2.97M | 0.01% |
51,661
-340,670
| -87% | -$17.9M |
|
1187
Acco Brands
ACCO
$389M
| $2.96M | 0.01% |
+227,080
| New | +$2.66M |
|
1188
AngloGold Ashanti
AU
$40.1B
| $2.96M | 0.01% |
281,753
+233,207
| +480% | +$2.83M |
|
1189
CF Industries
CF
$19.2B
| $2.95M | 0.01% |
+93,735
| New | +$2.52M |
|
1190
CALL
Las Vegas Sands
LVS
$31.7B
| $2.94M | 0.01% |
+55,000
| New | +$3.21M |
|
|
AAMI
1191
Acadian Asset Management
AAMI
$3.08B
| $2.94M | 0.01% |
202,651
+178,161
| +727% | +$2.53M |
|
1192
PUT
Dollar Tree
DLTR
$24.4B
| $2.93M | 0.01% |
38,000
+21,000
| +124% | +$1.69M |
|
1193
PUT
McDonald's
MCD
$192B
| $2.93M | 0.01% |
24,100
-90,100
| -79% | -$10.6M |
|
1194
Advanced Drainage Systems
WMS
$10.6B
| $2.92M | 0.01% |
+141,512
| New | +$2.97M |
|
|
ANW
1195
DELISTED
Aegean Marine Petroleum Network
ANW
| $2.91M | 0.01% |
286,678
-41,573
| -13% | -$413K |
|
1196
Mativ Holdings
MATV
$481M
| $2.9M | 0.01% |
63,814
+57,189
| +863% | +$2.32M |
|
1197
MasterCraft Boat Holdings
MCFT
$579M
| $2.9M | 0.01% |
199,224
-6,433
| -3% | -$82K |
|
1198
PUT
Martin Marietta Materials
MLM
$31.5B
| $2.9M | 0.01% |
13,100
-17,200
| -57% | -$3.53M |
|
1199
PUT
Lennar Class A
LEN
$19.8B
| $2.9M | 0.01% |
70,913
+525
| +0.7% | +$21.2K |
|
1200
Globus Medical
GMED
$10.7B
| $2.89M | 0.01% |
116,349
-61,527
| -35% | -$1.4M |
|
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.