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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 | |
|---|---|---|---|---|---|---|
|
PAY
1976
CALL
DELISTED
Verifone Systems Inc
PAY
| $1.06M | ﹤0.01% |
+59,900
| New | +$995K |
|
1977
NACCO Industries
NC
$363M
| $1.06M | ﹤0.01% |
51,290
-7,519
| -13% | -$143K |
|
|
FBR
1978
DELISTED
Fibria Celulose Sa
FBR
| $1.06M | ﹤0.01% |
110,393
-251,204
| -69% | -$2.11M |
|
1979
The Ensign Group
ENSG
$10.3B
| $1.06M | ﹤0.01% |
+50,960
| New | +$993K |
|
|
EXTN
1980
DELISTED
Exterran Corporation
EXTN
| $1.06M | ﹤0.01% |
44,231
+33,031
| +295% | +$626K |
|
1981
Cass Information Systems
CASS
$722M
| $1.05M | ﹤0.01% |
18,888
+7,882
| +72% | +$380K |
|
|
VAL
1982
DELISTED
Valspar
VAL
| $1.05M | ﹤0.01% |
10,133
+1,800
| +22% | +$186K |
|
1983
Cohu
COHU
$2.31B
| $1.05M | ﹤0.01% |
75,445
-4,836
| -6% | -$58.9K |
|
1984
CALL
Capital One
COF
$134B
| $1.05M | ﹤0.01% |
12,000
+4,600
| +62% | +$371K |
|
1985
Quanex
NX
$883M
| $1.05M | ﹤0.01% |
51,546
-24,488
| -32% | -$453K |
|
1986
Central Pacific Financial
CPF
$1.02B
| $1.04M | ﹤0.01% |
+33,201
| New | +$938K |
|
|
UNIT
1987
PUT
Uniti Group
UNIT
$2.34B
| $1.04M | ﹤0.01% |
+40,900
| New | +$1.1M |
|
1988
CALL
Shake Shack
SHAK
$2.61B
| $1.04M | ﹤0.01% |
29,000
+3,700
| +15% | +$130K |
|
1989
National Presto Industries
NPK
$967M
| $1.03M | ﹤0.01% |
9,695
+5,512
| +132% | +$513K |
|
|
CLR
1990
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $1.03M | ﹤0.01% |
20,000
-7,000
| -26% | -$362K |
|
|
ARC
1991
DELISTED
ARC Document Solutions, Inc.
ARC
| $1.03M | ﹤0.01% |
203,031
-28,786
| -12% | -$120K |
|
1992
NNN REIT
NNN
$9.03B
| $1.03M | ﹤0.01% |
23,208
-72,289
| -76% | -$3.19M |
|
|
SCHW
1993
CALL
Charles Schwab
SCHW
$184B
| $1.03M | ﹤0.01% |
26,000
-31,000
| -54% | -$1.11M |
|
1994
Woodward
WWD
$21.5B
| $1.03M | ﹤0.01% |
+14,866
| New | +$961K |
|
|
PNRA
1995
CALL
DELISTED
Panera Bread Co
PNRA
| $1.02M | ﹤0.01% |
5,000
-2,000
| -29% | -$405K |
|
1996
PUT
Amgen
AMGN
$204B
| $1.02M | ﹤0.01% |
7,000
-4,000
| -36% | -$602K |
|
1997
Equity Residential
EQR
$25.3B
| $1.02M | ﹤0.01% |
+15,860
| New | +$974K |
|
|
TEN
1998
Tsakos Energy Navigation Ltd
TEN
$1.19B
| $1.02M | ﹤0.01% |
+43,535
| New | +$1.02M |
|
|
TBRG
1999
DELISTED
TruBridge
TBRG
| $1.02M | ﹤0.01% |
+43,191
| New | +$1.08M |
|
|
BERY
2000
CALL
DELISTED
Berry Global Group, Inc.
BERY
| $1.02M | ﹤0.01% |
+22,760
| New | +$974K |
|
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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.