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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 | |
|---|---|---|---|---|---|---|
576
PUT
PayPal
PYPL
$48.9B
| $8.99M | 0.03% |
227,800
+214,500
| +1,613% | +$8.62M |
|
|
SODA
577
DELISTED
SodaStream International Ltd
SODA
| $8.95M | 0.03% |
226,763
+58,427
| +35% | +$1.88M |
|
578
PUT
Expedia Group
EXPE
$35.4B
| $8.9M | 0.03% |
78,600
+14,800
| +23% | +$1.81M |
|
579
CALL
Walt Disney
DIS
$167B
| $8.9M | 0.03% |
85,400
-119,600
| -58% | -$11.7M |
|
580
CALL
Abbott
ABT
$183B
| $8.87M | 0.03% |
230,900
+186,700
| +422% | +$7.4M |
|
581
Masco
MAS
$14.1B
| $8.87M | 0.03% |
280,433
-1,069,419
| -79% | -$34.3M |
|
582
Agnico Eagle Mines
AEM
$73.6B
| $8.8M | 0.03% |
209,628
-88,492
| -30% | -$3.91M |
|
583
Omnicom Group
OMC
$21.6B
| $8.77M | 0.03% |
103,075
+99,602
| +2,868% | +$8.35M |
|
|
B
584
CALL
Barrick Mining
B
$61.5B
| $8.77M | 0.03% |
548,800
-159,400
| -23% | -$2.53M |
|
585
ING
ING
$99.8B
| $8.74M | 0.03% |
620,016
-1,243,120
| -67% | -$16.8M |
|
|
OSB
586
DELISTED
Norbord Inc.
OSB
| $8.68M | 0.03% |
343,888
+135,100
| +65% | +$3.37M |
|
587
PUT
Valero Energy
VLO
$90.1B
| $8.68M | 0.03% |
127,000
-336,600
| -73% | -$20.7M |
|
588
PUT
American Electric Power
AEP
$69.6B
| $8.66M | 0.03% |
137,600
+15,800
| +13% | +$974K |
|
|
SYNT
589
DELISTED
Syntel Inc
SYNT
| $8.63M | 0.03% |
435,984
+350,337
| +409% | +$7.54M |
|
590
CALL
Goldman Sachs
GS
$300B
| $8.62M | 0.03% |
36,000
-80,000
| -69% | -$16.2M |
|
591
Eli Lilly
LLY
$1.02T
| $8.59M | 0.03% |
+116,791
| New | +$8.7M |
|
|
CALY
592
Callaway Golf Company
CALY
$3.32B
| $8.58M | 0.03% |
782,604
+396,008
| +102% | +$4.49M |
|
|
593
PUT
Abbott
ABT
$183B
| $8.54M | 0.03% |
222,400
+96,700
| +77% | +$3.83M |
|
|
594
CALL
Valero Energy
VLO
$90.1B
| $8.5M | 0.03% |
124,400
-199,300
| -62% | -$12.3M |
|
595
CSX Corp
CSX
$93.4B
| $8.45M | 0.03% |
705,666
-2,512,317
| -78% | -$28.2M |
|
596
Huntington Bancshares
HBAN
$34.4B
| $8.43M | 0.03% |
637,430
-2,983,976
| -82% | -$34.8M |
|
597
Red Rock Resorts
RRR
$3.77B
| $8.4M | 0.03% |
+362,339
| New | +$8.24M |
|
598
Sun Life Financial
SLF
$46B
| $8.4M | 0.03% |
218,741
-368,352
| -63% | -$13.3M |
|
|
NXTM
599
DELISTED
NxStage Medical Inc.
NXTM
| $8.39M | 0.03% |
320,232
-45,149
| -12% | -$1.12M |
|
600
Diamondback Energy
FANG
$57.1B
| $8.37M | 0.03% |
82,864
-152,945
| -65% | -$15.3M |
|
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.