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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 | |
|---|---|---|---|---|---|---|
|
ALR
2001
DELISTED
Alere Inc
ALR
| $1.02M | ﹤0.01% |
26,115
-25,537
| -49% | -$1.03M |
|
|
NEWS
2002
DELISTED
NewStar Financial, Inc.
NEWS
| $1.02M | ﹤0.01% |
+110,015
| New | +$1.03M |
|
|
EV
2003
DELISTED
Eaton Vance Corp.
EV
| $1.02M | ﹤0.01% |
+24,282
| New | +$954K |
|
2004
CALL
American Tower
AMT
$80.6B
| $1.01M | ﹤0.01% |
9,600
-44,300
| -82% | -$4.81M |
|
|
ZEUS
2005
DELISTED
Olympic Steel
ZEUS
| $1.01M | ﹤0.01% |
41,852
+24,285
| +138% | +$573K |
|
|
KEYW
2006
DELISTED
The KEYW Holding Corporation
KEYW
| $1.01M | ﹤0.01% |
+85,978
| New | +$1.01M |
|
|
NXRT
2007
NexPoint Residential Trust
NXRT
$660M
| $1.01M | ﹤0.01% |
45,341
-57,708
| -56% | -$1.13M |
|
2008
CALL
Howmet Aerospace
HWM
$115B
| $1.01M | ﹤0.01% |
+70,938
| New | +$1.07M |
|
2009
PUT
Home Depot
HD
$339B
| $1.01M | ﹤0.01% |
7,500
-63,600
| -89% | -$8.2M |
|
2010
CALL
Nucor
NUE
$59.5B
| $1.01M | ﹤0.01% |
16,900
-8,900
| -34% | -$498K |
|
2011
Resources Connection
RGP
$153M
| $1M | ﹤0.01% |
51,943
-78,832
| -60% | -$1.26M |
|
2012
NVE Corp
NVEC
$595M
| $997K | ﹤0.01% |
13,956
-507
| -4% | -$32K |
|
2013
Ribbon Communications
RBBN
$379M
| $997K | ﹤0.01% |
158,219
-67,381
| -30% | -$443K |
|
|
BGG
2014
DELISTED
Briggs & Stratton Corp.
BGG
| $996K | ﹤0.01% |
+44,735
| New | +$911K |
|
|
NRE
2015
DELISTED
NorthStar Realty Europe Corp.
NRE
| $996K | ﹤0.01% |
+79,270
| New | +$869K |
|
|
CIT
2016
DELISTED
CIT Group Inc.
CIT
| $996K | ﹤0.01% |
+23,325
| New | +$919K |
|
|
SAVE
2017
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $995K | ﹤0.01% |
17,200
+7,200
| +72% | +$371K |
|
|
RENX
2018
DELISTED
RELX N.V.
RENX
| $994K | ﹤0.01% |
59,296
-32,545
| -35% | -$534K |
|
2019
PUT
Molson Coors Class B
TAP
$7.86B
| $993K | ﹤0.01% |
10,200
-102,700
| -91% | -$10.5M |
|
2020
Independent Bank Corp
IBCP
$793M
| $992K | ﹤0.01% |
45,705
-3,913
| -8% | -$72.2K |
|
2021
PUT
Pinnacle West Capital
PNW
$12.2B
| $991K | ﹤0.01% |
12,700
-6,100
| -32% | -$457K |
|
2022
e.l.f. Beauty
ELF
$4.87B
| $989K | ﹤0.01% |
+34,163
| New | +$967K |
|
2023
HNI Corp
HNI
$3.43B
| $986K | ﹤0.01% |
17,632
-5,488
| -24% | -$260K |
|
2024
Horizon Technology Finance
HRZN
$308M
| $985K | ﹤0.01% |
93,589
+8,566
| +10% | +$101K |
|
2025
CALL
Southwest Airlines
LUV
$23B
| $982K | ﹤0.01% |
19,700
-7,300
| -27% | -$327K |
|
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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.