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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 | |
|---|---|---|---|---|---|---|
|
EGL
1501
DELISTED
Engility Holdings, Inc.
EGL
| $1.97M | 0.01% |
58,393
-11,791
| -17% | -$390K |
|
1502
CALL
CNX Resources
CNX
$5.3B
| $1.97M | 0.01% |
129,480
+109,080
| +535% | +$1.72M |
|
1503
Novanta
NOVT
$5.08B
| $1.97M | 0.01% |
93,569
+33,680
| +56% | +$641K |
|
1504
A10 Networks
ATEN
$2.13B
| $1.96M | 0.01% |
236,299
-340,445
| -59% | -$2.93M |
|
1505
PUT
SBA Communications
SBAC
$19.2B
| $1.96M | 0.01% |
19,000
-32,400
| -63% | -$3.41M |
|
|
LGF.A
1506
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $1.96M | 0.01% |
+72,905
| New | +$1.97M |
|
1507
PUT
Intel
INTC
$455B
| $1.96M | 0.01% |
54,000
-191,600
| -78% | -$6.86M |
|
|
TECD
1508
DELISTED
Tech Data Corp
TECD
| $1.96M | 0.01% |
+23,099
| New | +$1.92M |
|
1509
Greenlight Captial
GLRE
$552M
| $1.95M | 0.01% |
+85,382
| New | +$1.86M |
|
1510
RBC Bearings
RBC
$17.4B
| $1.94M | 0.01% |
20,888
-19,445
| -48% | -$1.57M |
|
1511
Titan Machinery
TITN
$396M
| $1.93M | 0.01% |
132,728
+88,096
| +197% | +$1.05M |
|
1512
Sumitomo Mitsui Financial
SMFG
$164B
| $1.93M | 0.01% |
+252,938
| New | +$1.84M |
|
|
KE
1513
Kimball Electronics
KE
$595M
| $1.93M | 0.01% |
105,845
+50,391
| +91% | +$809K |
|
1514
Acacia Research
ACTG
$428M
| $1.92M | 0.01% |
295,772
-80,899
| -21% | -$525K |
|
1515
Kelly Services Class A
KELYA
$514M
| $1.92M | 0.01% |
83,898
+58,313
| +228% | +$1.19M |
|
1516
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
| $1.92M | 0.01% |
+82,660
| New | +$1.77M |
|
1517
PUT
NVIDIA
NVDA
$4.86T
| $1.92M | 0.01% |
720,000
-2,460,000
| -77% | -$5.14M |
|
|
AFI
1518
DELISTED
Armstrong Flooring, Inc.
AFI
| $1.92M | 0.01% |
96,474
+83,848
| +664% | +$1.54M |
|
1519
CALL
Gilead Sciences
GILD
$162B
| $1.92M | 0.01% |
26,800
-27,000
| -50% | -$2.01M |
|
|
MRO
1520
PUT
DELISTED
Marathon Oil Corporation
MRO
| $1.91M | 0.01% |
110,500
-201,200
| -65% | -$3.23M |
|
1521
Babcock & Wilcox
BW
$1.39B
| $1.91M | 0.01% |
11,500
-15,437
| -57% | -$2.46M |
|
|
MITT
1522
TPG Mortgage Investment Trust
MITT
$222M
| $1.91M | 0.01% |
37,176
+22,865
| +160% | +$1.13M |
|
|
DNB
1523
PUT
DELISTED
Dun & Bradstreet
DNB
| $1.91M | 0.01% |
15,700
+4,200
| +37% | +$517K |
|
1524
Customers Bancorp
CUBI
$2.66B
| $1.9M | 0.01% |
+53,158
| New | +$1.57M |
|
1525
OFG Bancorp
OFG
$2.23B
| $1.9M | 0.01% |
+145,270
| New | +$1.75M |
|
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.