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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 | |
|---|---|---|---|---|---|---|
1076
National CineMedia
NCMI
$376M
| $3.5M | 0.01% |
23,772
+11,100
| +88% | +$1.64M |
|
1077
KBR
KBR
$4.62B
| $3.5M | 0.01% |
209,632
-380,834
| -64% | -$6.06M |
|
|
SBY
1078
DELISTED
Silver Bay Realty Trust Corp.
SBY
| $3.5M | 0.01% |
204,052
-173
| -0.1% | -$2.97K |
|
1079
PUT
Nike
NKE
$61.9B
| $3.49M | 0.01% |
68,600
+15,600
| +29% | +$800K |
|
|
SFBS
1080
ServisFirst Bancshares
SFBS
$4.89B
| $3.49M | 0.01% |
+93,141
| New | +$2.95M |
|
1081
PUT
Ventas
VTR
$48B
| $3.48M | 0.01% |
55,600
-900
| -2% | -$57K |
|
|
GCP
1082
DELISTED
GCP Applied Technologies Inc.
GCP
| $3.47M | 0.01% |
129,884
+18,128
| +16% | +$490K |
|
1083
MSC Industrial Direct
MSM
$6.89B
| $3.47M | 0.01% |
37,561
-3,594
| -9% | -$296K |
|
1084
PUT
IBM
IBM
$211B
| $3.47M | 0.01% |
21,861
-51,359
| -70% | -$7.82M |
|
|
MLNX
1085
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $3.46M | 0.01% |
+84,584
| New | +$3.58M |
|
|
ESRX
1086
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $3.45M | 0.01% |
50,200
-38,500
| -43% | -$2.76M |
|
|
LADR
1087
Ladder Capital
LADR
$1.21B
| $3.45M | 0.01% |
+251,427
| New | +$3.37M |
|
1088
Barings BDC
BBDC
$864M
| $3.45M | 0.01% |
188,045
-70,726
| -27% | -$1.33M |
|
1089
PUT
Hilton Worldwide
HLT
$72.1B
| $3.44M | 0.01% |
+42,133
| New | +$3.1M |
|
1090
ArcBest
ARCB
$3.23B
| $3.43M | 0.01% |
124,098
+68,437
| +123% | +$1.76M |
|
|
GOOD
1091
Gladstone Commercial Corp
GOOD
$605M
| $3.43M | 0.01% |
170,517
+51,393
| +43% | +$946K |
|
1092
Radware
RDWR
$1.1B
| $3.42M | 0.01% |
234,618
+84,607
| +56% | +$1.12M |
|
1093
Boeing
BA
$171B
| $3.42M | 0.01% |
21,950
-939,249
| -98% | -$137M |
|
|
DFT
1094
DELISTED
DuPont Fabros Technology Inc.
DFT
| $3.4M | 0.01% |
77,298
-24,442
| -24% | -$1.01M |
|
1095
Mitsubishi UFJ Financial
MUFG
$253B
| $3.39M | 0.01% |
550,550
+220,268
| +67% | +$1.25M |
|
|
1096
CALL
Micron Technology
MU
$930B
| $3.38M | 0.01% |
+154,400
| New | +$2.9M |
|
1097
CALL
Invesco QQQ Trust
QQQ
$453B
| $3.38M | 0.01% |
28,500
-91,600
| -76% | -$10.8M |
|
|
1098
PUT
Invesco QQQ Trust
QQQ
$453B
| $3.38M | 0.01% |
28,500
-91,900
| -76% | -$10.8M |
|
|
HABT
1099
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
| $3.37M | 0.01% |
195,307
+53,884
| +38% | +$826K |
|
|
BT
1100
DELISTED
BT Group plc (ADR)
BT
| $3.37M | 0.01% |
146,292
+35,230
| +32% | +$814K |
|
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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.