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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 | |
|---|---|---|---|---|---|---|
951
Rush Enterprises Class A
RUSHA
$6.2B
| $4.16M | 0.02% |
+293,456
| New | +$3.63M |
|
|
KEM
952
DELISTED
KEMET Corporation
KEM
| $4.16M | 0.02% |
+627,536
| New | +$3.01M |
|
|
NBL
953
CALL
DELISTED
Noble Energy, Inc.
NBL
| $4.14M | 0.02% |
108,700
+15,900
| +17% | +$591K |
|
954
PUT
Royal Gold
RGLD
$16.8B
| $4.12M | 0.02% |
65,000
-4,000
| -6% | -$272K |
|
|
NATI
955
DELISTED
National Instruments Corp
NATI
| $4.12M | 0.02% |
133,542
-177,932
| -57% | -$5.18M |
|
956
PUT
Mattel
MAT
$4.38B
| $4.11M | 0.02% |
149,200
+138,000
| +1,232% | +$4.2M |
|
957
PUT
Ameren
AEE
$30.3B
| $4.11M | 0.02% |
78,300
+58,700
| +299% | +$2.91M |
|
|
ESRX
958
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $4.11M | 0.02% |
59,700
-76,000
| -56% | -$5.45M |
|
959
CALL
Phillips 66
PSX
$84.9B
| $4.1M | 0.02% |
47,400
+28,600
| +152% | +$2.38M |
|
|
DST
960
DELISTED
DST Systems Inc.
DST
| $4.1M | 0.02% |
76,460
+24,346
| +47% | +$1.28M |
|
|
SPNC
961
DELISTED
Spectranetics Corp
SPNC
| $4.09M | 0.02% |
166,997
-98,132
| -37% | -$2.31M |
|
962
PUT
Johnson & Johnson
JNJ
$618B
| $4.07M | 0.02% |
35,300
-82,500
| -70% | -$9.53M |
|
|
NXGN
963
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $4.07M | 0.02% |
309,218
+214,891
| +228% | +$2.75M |
|
964
MBIA
MBI
$261M
| $4.06M | 0.02% |
+379,396
| New | +$3.5M |
|
965
CALL
CF Industries
CF
$19.2B
| $4.04M | 0.02% |
128,500
+14,600
| +13% | +$393K |
|
966
Darling Ingredients
DAR
$9.64B
| $4.03M | 0.02% |
312,097
+58,593
| +23% | +$794K |
|
|
PDCE
967
PUT
DELISTED
PDC Energy, Inc.
PDCE
| $4.01M | 0.02% |
55,300
+42,300
| +325% | +$2.91M |
|
968
Evertec
EVTC
$1.88B
| $4.01M | 0.02% |
225,756
-36,454
| -14% | -$603K |
|
969
PUT
Aflac
AFL
$64.9B
| $4M | 0.02% |
114,800
+74,600
| +186% | +$2.63M |
|
|
NFX
970
PUT
DELISTED
Newfield Exploration
NFX
| $3.99M | 0.02% |
98,600
-4,500
| -4% | -$191K |
|
971
Healthpeak Properties
DOC
$15.1B
| $3.99M | 0.02% |
+134,286
| New | +$4.09M |
|
|
IPHS
972
DELISTED
Innophos Holdings, Inc.
IPHS
| $3.99M | 0.02% |
+76,353
| New | +$3.71M |
|
973
Mercury Insurance
MCY
$5.93B
| $3.98M | 0.02% |
+66,054
| New | +$3.75M |
|
|
DS
974
DELISTED
Drive Shack Inc.
DS
| $3.98M | 0.02% |
1,057,494
+891,861
| +538% | +$3.94M |
|
|
REGI
975
DELISTED
Renewable Energy Group, Inc.
REGI
| $3.96M | 0.02% |
408,615
+145,766
| +55% | +$1.36M |
|
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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.