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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 | |
|---|---|---|---|---|---|---|
2526
BlackBerry
BB
$5.2B
| $487K | ﹤0.01% |
70,728
+1,951
| +3% | +$14.5K |
|
2527
Triumph Financial Inc
TFIN
$1.83B
| $484K | ﹤0.01% |
18,518
+7,389
| +66% | +$158K |
|
2528
CALL
Public Service Enterprise Group
PEG
$38.2B
| $483K | ﹤0.01% |
11,000
-25,500
| -70% | -$1.06M |
|
2529
Ralph Lauren
RL
$22.6B
| $483K | ﹤0.01% |
5,344
-46,412
| -90% | -$4.72M |
|
2530
CALL
First Solar
FSLR
$25B
| $481K | ﹤0.01% |
+15,000
| New | +$526K |
|
2531
PUT
PBF Energy
PBF
$8.05B
| $480K | ﹤0.01% |
17,200
-62,500
| -78% | -$1.52M |
|
2532
PUT
VF Corp
VFC
$5.87B
| $480K | ﹤0.01% |
+9,558
| New | +$496K |
|
|
TMX
2533
DELISTED
Terminix Global Holdings, Inc.
TMX
| $476K | ﹤0.01% |
+18,872
| New | +$463K |
|
|
SNAK
2534
DELISTED
Inventure Foods, Inc.
SNAK
| $475K | ﹤0.01% |
48,245
-5,773
| -11% | -$52.4K |
|
2535
CALL
CSX Corp
CSX
$94.5B
| $474K | ﹤0.01% |
39,600
-50,700
| -56% | -$568K |
|
2536
CALL
PPG Industries
PPG
$25.3B
| $474K | ﹤0.01% |
5,000
+2,000
| +67% | +$191K |
|
|
2537
PUT
PPG Industries
PPG
$25.3B
| $474K | ﹤0.01% |
5,000
+1,000
| +25% | +$95.4K |
|
|
IBKC
2538
DELISTED
IBERIABANK Corp
IBKC
| $474K | ﹤0.01% |
+5,664
| New | +$434K |
|
2539
Northrim BanCorp
NRIM
$606M
| $470K | ﹤0.01% |
59,548
+804
| +1% | +$5.57K |
|
2540
CALL
Vornado Realty Trust
VNO
$7.51B
| $470K | ﹤0.01% |
5,567
-8,164
| -59% | -$642K |
|
|
EXA
2541
DELISTED
EXA Corporation
EXA
| $470K | ﹤0.01% |
30,618
-6,983
| -19% | -$103K |
|
2542
PUT
Vail Resorts
MTN
$5.32B
| $468K | ﹤0.01% |
2,900
-7,400
| -72% | -$1.18M |
|
2543
Encore Capital Group
ECPG
$2.06B
| $467K | ﹤0.01% |
+16,300
| New | +$399K |
|
2544
CALL
NiSource
NI
$21.3B
| $467K | ﹤0.01% |
21,100
-100
| -0.5% | -$2.23K |
|
2545
VSE Corp
VSEC
$5.81B
| $467K | ﹤0.01% |
12,023
+4,617
| +62% | +$165K |
|
2546
Ryanair
RYAAY
$31.1B
| $466K | ﹤0.01% |
13,978
-217,372
| -94% | -$6.84M |
|
2547
Texas Roadhouse
TXRH
$13.8B
| $466K | ﹤0.01% |
+9,670
| New | +$425K |
|
|
EXAC
2548
DELISTED
Exactech Inc
EXAC
| $465K | ﹤0.01% |
17,015
-17,139
| -50% | -$453K |
|
2549
Chemed
CHE
$7.07B
| $463K | ﹤0.01% |
2,884
-74,474
| -96% | -$10.9M |
|
2550
CALL
Dollar Tree
DLTR
$24.9B
| $463K | ﹤0.01% |
6,000
-4,000
| -40% | -$322K |
|
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.