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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 | |
|---|---|---|---|---|---|---|
2076
CTS Corp
CTS
$1.91B
| $919K | ﹤0.01% |
+41,017
| New | +$839K |
|
2077
First Merchants
FRME
$2.76B
| $918K | ﹤0.01% |
24,383
-15,261
| -38% | -$485K |
|
|
MXIM
2078
PUT
DELISTED
Maxim Integrated Products
MXIM
| $918K | ﹤0.01% |
+23,800
| New | +$934K |
|
2079
PUT
Adobe
ADBE
$100B
| $916K | ﹤0.01% |
8,900
-16,100
| -64% | -$1.7M |
|
2080
CALL
Perrigo
PRGO
$1.44B
| $916K | ﹤0.01% |
11,000
-7,300
| -40% | -$633K |
|
2081
PennantPark Floating Rate Capital
PFLT
$707M
| $914K | ﹤0.01% |
64,796
+13,648
| +27% | +$184K |
|
|
CPLA
2082
DELISTED
Capella Education Company
CPLA
| $913K | ﹤0.01% |
10,396
-55,731
| -84% | -$4.32M |
|
|
LPNT
2083
DELISTED
LifePoint Health, Inc.
LPNT
| $910K | ﹤0.01% |
+16,013
| New | +$926K |
|
|
SCNB
2084
DELISTED
Suffolk Bancorp
SCNB
| $905K | ﹤0.01% |
+21,139
| New | +$826K |
|
2085
CVR Energy
CVI
$3.31B
| $902K | ﹤0.01% |
35,523
-39,552
| -53% | -$685K |
|
|
LAYN
2086
DELISTED
Layne Christensen Co
LAYN
| $900K | ﹤0.01% |
82,819
+72,116
| +674% | +$698K |
|
2087
PUT
Skyworks Solutions
SWKS
$9.74B
| $896K | ﹤0.01% |
12,000
-18,700
| -61% | -$1.44M |
|
2088
Loews
L
$23.7B
| $893K | ﹤0.01% |
19,067
-3,818
| -17% | -$168K |
|
2089
PUT
Range Resources
RRC
$9.21B
| $893K | ﹤0.01% |
26,000
-83,100
| -76% | -$2.97M |
|
|
AUD
2090
DELISTED
Audacy, Inc.
AUD
| $891K | ﹤0.01% |
58,235
+28,302
| +95% | +$408K |
|
|
HT
2091
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $890K | ﹤0.01% |
+41,418
| New | +$808K |
|
|
DENN
2092
DELISTED
Denny's
DENN
| $889K | ﹤0.01% |
69,291
+43,234
| +166% | +$504K |
|
|
FARO
2093
DELISTED
Faro Technologies
FARO
| $888K | ﹤0.01% |
24,667
-73,719
| -75% | -$2.62M |
|
2094
CALL
Mastercard
MA
$499B
| $888K | ﹤0.01% |
8,600
-37,200
| -81% | -$3.85M |
|
2095
PUT
Apollo Global Management
APO
$73.7B
| $887K | ﹤0.01% |
45,800
-34,700
| -43% | -$655K |
|
2096
RELX
RELX
$63.3B
| $887K | ﹤0.01% |
49,359
+23,039
| +88% | +$407K |
|
2097
TechTarget
TTGT
$314M
| $887K | ﹤0.01% |
103,974
+18,726
| +22% | +$156K |
|
2098
Franklin Covey
FC
$244M
| $884K | ﹤0.01% |
43,879
+3,354
| +8% | +$65.4K |
|
|
2099
PUT
Medtronic
MDT
$109B
| $883K | ﹤0.01% |
12,400
-68,400
| -85% | -$5.37M |
|
2100
iShares S&P 500 Value ETF
IVE
$49.3B
| $882K | ﹤0.01% |
+8,700
| New | +$849K |
|
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.