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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 | |
|---|---|---|---|---|---|---|
|
DISH
2551
CALL
DELISTED
DISH Network Corp.
DISH
| $463K | ﹤0.01% |
+8,000
| New | +$457K |
|
2552
PUT
AngloGold Ashanti
AU
$41.2B
| $462K | ﹤0.01% |
44,000
-63,000
| -59% | -$764K |
|
2553
CALL
D.R. Horton
DHI
$41B
| $462K | ﹤0.01% |
16,900
-5,100
| -23% | -$146K |
|
2554
Hovnanian Enterprises
HOV
$764M
| $462K | ﹤0.01% |
+6,775
| New | +$339K |
|
|
RPT
2555
Rithm Property Trust
RPT
$95.1M
| $460K | ﹤0.01% |
5,977
-937
| -14% | -$73.7K |
|
2556
Generac Holdings
GNRC
$12.9B
| $459K | ﹤0.01% |
+11,263
| New | +$446K |
|
2557
PUT
Wayfair
W
$15.3B
| $459K | ﹤0.01% |
+13,100
| New | +$471K |
|
2558
PUT
AES
AES
$10.5B
| $458K | ﹤0.01% |
39,400
-14,700
| -27% | -$173K |
|
2559
CALL
Jazz Pharmaceuticals
JAZZ
$15.8B
| $458K | ﹤0.01% |
+4,200
| New | +$468K |
|
|
AVID
2560
DELISTED
Avid Technology Inc
AVID
| $458K | ﹤0.01% |
104,200
+16,700
| +19% | +$93K |
|
|
GTY
2561
Getty Realty Corp
GTY
$2.1B
| $456K | ﹤0.01% |
+17,872
| New | +$420K |
|
|
LLL
2562
CALL
DELISTED
L3 Technologies, Inc.
LLL
| $456K | ﹤0.01% |
3,000
-800
| -21% | -$121K |
|
2563
China Yuchai International
CYD
$1.74B
| $455K | ﹤0.01% |
32,926
-2,080
| -6% | -$25.1K |
|
2564
PUT
lululemon athletica
LULU
$14B
| $455K | ﹤0.01% |
7,000
-34,800
| -83% | -$2.08M |
|
2565
PUT
Vale
VALE
$63.1B
| $454K | ﹤0.01% |
+59,600
| New | +$437K |
|
|
JIVE
2566
DELISTED
Jive Software, Inc.
JIVE
| $453K | ﹤0.01% |
104,036
+75,868
| +269% | +$307K |
|
|
2567
CALL
AngloGold Ashanti
AU
$41.2B
| $452K | ﹤0.01% |
43,000
-45,000
| -51% | -$546K |
|
|
PWE
2568
DELISTED
Penn West Energy Petroleum Ltd
PWE
| $452K | ﹤0.01% |
255,277
+212,759
| +500% | +$367K |
|
2569
CALL
PG&E
PCG
$38.4B
| $450K | ﹤0.01% |
+7,400
| New | +$443K |
|
2570
Itron
ITRI
$4.42B
| $449K | ﹤0.01% |
7,146
-10,168
| -59% | -$613K |
|
|
NSLR
2571
Neostellar Capital Corp
NSLR
$278M
| $448K | ﹤0.01% |
106,146
+22,340
| +27% | +$90.7K |
|
|
SRCL
2572
CALL
DELISTED
Stericycle Inc
SRCL
| $447K | ﹤0.01% |
5,800
+2,800
| +93% | +$211K |
|
|
AUTO
2573
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $447K | ﹤0.01% |
33,207
+18,673
| +128% | +$278K |
|
|
CLCT
2574
DELISTED
Collectors Universe
CLCT
| $444K | ﹤0.01% |
20,919
-278
| -1% | -$5.54K |
|
2575
PUT
Masco
MAS
$14.7B
| $443K | ﹤0.01% |
14,000
-3,500
| -20% | -$112K |
|
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.