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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 | |
|---|---|---|---|---|---|---|
901
CALL
Deere & Co
DE
$160B
| $4.54M | 0.02% |
+44,100
| New | +$4.15M |
|
|
EVER
902
DELISTED
Everbank Financial Corp
EVER
| $4.54M | 0.02% |
233,192
+139,777
| +150% | +$2.7M |
|
903
Public Service Enterprise Group
PEG
$38.2B
| $4.53M | 0.02% |
103,253
+66,406
| +180% | +$2.77M |
|
904
Bank of Montreal
BMO
$126B
| $4.53M | 0.02% |
+62,973
| New | +$4.2M |
|
905
Cullen/Frost Bankers
CFR
$10.3B
| $4.52M | 0.02% |
+51,227
| New | +$4.11M |
|
906
Wingstop
WING
$3.53B
| $4.51M | 0.02% |
152,547
+20,155
| +15% | +$592K |
|
907
CALL
International Paper
IP
$21.6B
| $4.5M | 0.02% |
+89,654
| New | +$4.15M |
|
908
Federal Signal
FSS
$7.63B
| $4.49M | 0.02% |
287,874
+83,833
| +41% | +$1.21M |
|
909
CALL
Clorox
CLX
$11.6B
| $4.49M | 0.02% |
37,400
+1,100
| +3% | +$130K |
|
910
PUT
Norfolk Southern
NSC
$75.4B
| $4.47M | 0.02% |
41,400
+20,700
| +100% | +$2.09M |
|
911
Corcept Therapeutics
CORT
$12.4B
| $4.45M | 0.02% |
612,800
+393,999
| +180% | +$3.09M |
|
|
CARB
912
DELISTED
Carbonite Inc
CARB
| $4.44M | 0.02% |
270,849
+29,238
| +12% | +$499K |
|
|
SHOR
913
DELISTED
ShoreTel, Inc.
SHOR
| $4.41M | 0.02% |
617,223
-2,242
| -0.4% | -$16K |
|
914
Evolent Health
EVH
$348M
| $4.41M | 0.02% |
298,061
+136,407
| +84% | +$2.69M |
|
915
PUT
Exelon
EXC
$47.2B
| $4.41M | 0.02% |
174,128
-213,385
| -55% | -$5.06M |
|
916
CALL
Herbalife
HLF
$1.29B
| $4.4M | 0.02% |
182,800
+144,800
| +381% | +$3.95M |
|
|
LTRPA
917
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $4.4M | 0.02% |
292,205
+176,320
| +152% | +$3.25M |
|
918
CALL
McDonald's
MCD
$192B
| $4.39M | 0.02% |
36,100
-111,900
| -76% | -$13.1M |
|
|
HIFR
919
DELISTED
InfraREIT, Inc.
HIFR
| $4.39M | 0.02% |
245,081
+38,281
| +19% | +$655K |
|
920
SK Telecom
SKM
$12.1B
| $4.39M | 0.02% |
127,432
-32,630
| -20% | -$1.16M |
|
|
SOHU
921
Sohu.com
SOHU
$362M
| $4.38M | 0.02% |
129,368
-27,038
| -17% | -$1.01M |
|
922
Targa Resources
TRGP
$58B
| $4.38M | 0.02% |
+78,186
| New | +$3.95M |
|
|
CXO
923
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $4.38M | 0.02% |
33,000
-11,000
| -25% | -$1.5M |
|
|
CLD
924
DELISTED
Cloud Peak Energy Inc
CLD
| $4.36M | 0.02% |
+777,922
| New | +$4.69M |
|
|
HZN
925
DELISTED
Horizon Global Corporation
HZN
| $4.36M | 0.02% |
181,533
+8,045
| +5% | +$181K |
|
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.