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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 | |
|---|---|---|---|---|---|---|
|
RYZ
1226
Ryerson Holding Corp
RYZ
$1.44B
| $2.79M | 0.01% |
209,389
-162,390
| -44% | -$1.99M |
|
|
AEPI
1227
DELISTED
AEP Industries Inc
AEPI
| $2.79M | 0.01% |
24,065
-5
| -0% | -$567 |
|
1228
PUT
Western Digital
WDC
$188B
| $2.79M | 0.01% |
54,375
+13,494
| +33% | +$622K |
|
1229
CALL
Cognizant
CTSH
$24.9B
| $2.79M | 0.01% |
49,800
+9,800
| +25% | +$524K |
|
1230
Alpha and Omega Semiconductor
AOSL
$950M
| $2.79M | 0.01% |
131,126
-48,542
| -27% | -$1.05M |
|
1231
REX American Resources
REX
$1.42B
| $2.78M | 0.01% |
168,816
+140,946
| +506% | +$2.09M |
|
1232
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $2.78M | 0.01% |
14,060
-111,370
| -89% | -$21M |
|
|
FAZ
1233
DELISTED
Direxion Daily Financial Bear 3x ETF
FAZ
| $2.78M | 0.01% |
320
-21
| -6% | -$227K |
|
1234
Strategy Inc
MSTR
$34.1B
| $2.77M | 0.01% |
140,450
-745,700
| -84% | -$14.1M |
|
1235
CALL
AB InBev
BUD
$170B
| $2.76M | 0.01% |
+26,200
| New | +$2.94M |
|
|
SASR
1236
DELISTED
Sandy Spring Bancorp Inc
SASR
| $2.76M | 0.01% |
69,082
+60,602
| +715% | +$2.1M |
|
1237
PUT
United Airlines
UAL
$39.4B
| $2.76M | 0.01% |
37,900
+1,400
| +4% | +$89.2K |
|
|
MIC
1238
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $2.76M | 0.01% |
33,800
+23,600
| +231% | +$1.93M |
|
1239
Lesaka Technologies
LSAK
$396M
| $2.75M | 0.01% |
239,920
-6,156
| -3% | -$67.6K |
|
|
PDCE
1240
CALL
DELISTED
PDC Energy, Inc.
PDCE
| $2.75M | 0.01% |
37,900
+26,200
| +224% | +$1.8M |
|
|
MODV
1241
DELISTED
ModivCare
MODV
| $2.75M | 0.01% |
72,238
+67,252
| +1,349% | +$2.72M |
|
1242
Enova International
ENVA
$6.33B
| $2.75M | 0.01% |
+218,715
| New | +$2.36M |
|
1243
World Acceptance Corp
WRLD
$838M
| $2.75M | 0.01% |
+42,700
| New | +$2.39M |
|
|
CRHM
1244
DELISTED
CRH Medical Corporation
CRHM
| $2.75M | 0.01% |
+514,400
| New | +$2.61M |
|
1245
Quad
QUAD
$536M
| $2.74M | 0.01% |
101,931
-181,645
| -64% | -$4.7M |
|
1246
BlackRock TCP Capital
TCPC
$273M
| $2.74M | 0.01% |
162,087
+5,679
| +4% | +$93.8K |
|
|
PIR
1247
DELISTED
Pier 1 Imports, Inc.
PIR
| $2.73M | 0.01% |
16,004
+8,677
| +118% | +$1.01M |
|
|
BWLD
1248
PUT
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $2.73M | 0.01% |
17,700
+12,700
| +254% | +$1.97M |
|
1249
PUT
Transocean
RIG
$5.89B
| $2.73M | 0.01% |
185,300
+111,000
| +149% | +$1.32M |
|
1250
PUT
Ulta Beauty
ULTA
$22B
| $2.73M | 0.01% |
10,700
-15,900
| -60% | -$3.97M |
|
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.