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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 | |
|---|---|---|---|---|---|---|
2426
Foster
FSTR
$440M
| $570K | ﹤0.01% |
41,947
+3,076
| +8% | +$39.9K |
|
2427
KB Financial Group
KB
$42.5B
| $568K | ﹤0.01% |
+16,108
| New | +$579K |
|
2428
PUT
Progressive
PGR
$123B
| $568K | ﹤0.01% |
16,000
-19,800
| -55% | -$655K |
|
|
CHFN
2429
DELISTED
Charter Financial Corp
CHFN
| $568K | ﹤0.01% |
34,053
-236
| -0.7% | -$3.31K |
|
|
2430
CALL
Biogen
BIIB
$30.7B
| $567K | ﹤0.01% |
+2,000
| New | +$593K |
|
2431
PUT
Capital One
COF
$136B
| $567K | ﹤0.01% |
6,500
-1,400
| -18% | -$113K |
|
2432
PUT
NiSource
NI
$20.4B
| $567K | ﹤0.01% |
25,600
-26,500
| -51% | -$590K |
|
|
TWTR
2433
PUT
DELISTED
Twitter, Inc.
TWTR
| $567K | ﹤0.01% |
34,800
-22,200
| -39% | -$407K |
|
2434
TETRA Technologies
TTI
$1.24B
| $563K | ﹤0.01% |
112,188
-125,590
| -53% | -$680K |
|
|
ESL
2435
DELISTED
Esterline Technologies
ESL
| $563K | ﹤0.01% |
6,317
-6,489
| -51% | -$531K |
|
2436
Harmonic Inc
HLIT
$1.32B
| $562K | ﹤0.01% |
112,382
-144,871
| -56% | -$744K |
|
2437
CALL
McKesson
MCK
$99.8B
| $562K | ﹤0.01% |
+4,000
| New | +$588K |
|
2438
CALL
Pinnacle West Capital
PNW
$12.3B
| $562K | ﹤0.01% |
7,200
-17,200
| -70% | -$1.29M |
|
2439
CALL
Corning
GLW
$137B
| $561K | ﹤0.01% |
23,100
-77,700
| -77% | -$1.85M |
|
2440
PUT
Ovintiv
OVV
$16.3B
| $561K | ﹤0.01% |
9,560
-4,280
| -31% | -$244K |
|
2441
Jack Henry & Associates
JKHY
$11B
| $559K | ﹤0.01% |
+6,300
| New | +$538K |
|
2442
Saic
SAIC
$5.06B
| $559K | ﹤0.01% |
+6,592
| New | +$506K |
|
|
TEN
2443
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $559K | ﹤0.01% |
+8,948
| New | +$524K |
|
2444
Descartes Systems
DSGX
$6.58B
| $558K | ﹤0.01% |
+26,074
| New | +$554K |
|
2445
Miller Industries
MLR
$579M
| $558K | ﹤0.01% |
+21,078
| New | +$515K |
|
2446
CALL
O'Reilly Automotive
ORLY
$76.3B
| $557K | ﹤0.01% |
30,000
-96,000
| -76% | -$1.75M |
|
|
NVDQ
2447
DELISTED
Novadaq Technologies Inc.
NVDQ
| $555K | ﹤0.01% |
78,244
+24,652
| +46% | +$224K |
|
2448
PUT
KB Home
KBH
$3.63B
| $553K | ﹤0.01% |
35,000
-21,900
| -38% | -$342K |
|
2449
El Pollo Loco
LOCO
$516M
| $551K | ﹤0.01% |
+44,782
| New | +$554K |
|
2450
Sanmina
SANM
$11B
| $549K | ﹤0.01% |
+14,983
| New | +$474K |
|
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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.