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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 | |
|---|---|---|---|---|---|---|
|
DX
1426
Dynex Capital
DX
$3.15B
| $2.15M | 0.01% |
105,278
+37,285
| +55% | +$770K |
|
|
CACQ
1427
DELISTED
Caesars Acquisition Company
CACQ
| $2.14M | 0.01% |
158,818
+22,545
| +17% | +$274K |
|
1428
Houlihan Lokey
HLI
$8.77B
| $2.14M | 0.01% |
68,797
+30,707
| +81% | +$833K |
|
|
IL
1429
DELISTED
IntraLinks Holdings Inc.
IL
| $2.14M | 0.01% |
158,351
-81,767
| -34% | -$912K |
|
1430
CALL
Hilton Worldwide
HLT
$72.1B
| $2.13M | 0.01% |
+26,067
| New | +$1.92M |
|
1431
EnerSys
ENS
$6.78B
| $2.12M | 0.01% |
27,201
-87,493
| -76% | -$6.42M |
|
1432
Marten Transport
MRTN
$1.21B
| $2.12M | 0.01% |
227,890
+185,027
| +432% | +$1.66M |
|
1433
PUT
Targa Resources
TRGP
$58B
| $2.12M | 0.01% |
37,800
-29,200
| -44% | -$1.48M |
|
1434
Kadant
KAI
$3.63B
| $2.12M | 0.01% |
34,607
-11,377
| -25% | -$655K |
|
1435
PUT
Mastercard
MA
$502B
| $2.12M | 0.01% |
20,500
-24,300
| -54% | -$2.52M |
|
1436
CALL
Western Digital
WDC
$188B
| $2.11M | 0.01% |
41,145
+22,094
| +116% | +$1.02M |
|
1437
PUT
Cleveland-Cliffs
CLF
$6.57B
| $2.11M | 0.01% |
251,000
-6,600
| -3% | -$49.7K |
|
1438
Winnebago Industries
WGO
$856M
| $2.11M | 0.01% |
66,684
-50,994
| -43% | -$1.59M |
|
|
SWC
1439
DELISTED
Stillwater Mining Co
SWC
| $2.11M | 0.01% |
+130,856
| New | +$1.87M |
|
1440
CALL
Applied Materials
AMAT
$403B
| $2.11M | 0.01% |
65,300
-109,900
| -63% | -$3.34M |
|
1441
PUT
Cognizant
CTSH
$24.9B
| $2.11M | 0.01% |
37,600
-6,900
| -16% | -$369K |
|
1442
PUT
MGM Resorts International
MGM
$11.4B
| $2.1M | 0.01% |
+73,000
| New | +$2.02M |
|
1443
Costamare
CMRE
$1.88B
| $2.1M | 0.01% |
375,632
+302,006
| +410% | +$2M |
|
1444
Scansource
SCSC
$1.15B
| $2.1M | 0.01% |
+52,071
| New | +$1.94M |
|
|
TACO
1445
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
| $2.1M | 0.01% |
+148,576
| New | +$2.06M |
|
1446
Allstate
ALL
$68B
| $2.1M | 0.01% |
28,277
-490,945
| -95% | -$34.6M |
|
|
CSR
1447
Centerspace
CSR
$921M
| $2.1M | 0.01% |
+29,381
| New | +$1.86M |
|
|
SAVE
1448
DELISTED
Spirit Airlines, Inc.
SAVE
| $2.09M | 0.01% |
36,120
-388,345
| -91% | -$20M |
|
1449
PUT
DaVita
DVA
$15.4B
| $2.09M | 0.01% |
+32,500
| New | +$2.02M |
|
1450
Qualys
QLYS
$5.1B
| $2.08M | 0.01% |
65,891
-11,200
| -15% | -$394K |
|
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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.