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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 | |
|---|---|---|---|---|---|---|
2026
CALL
Alaska Air
ALK
$5.6B
| $976K | ﹤0.01% |
11,000
-19,500
| -64% | -$1.54M |
|
|
2027
PUT
Alaska Air
ALK
$5.6B
| $976K | ﹤0.01% |
11,000
-20,300
| -65% | -$1.6M |
|
2028
MarineMax
HZO
$774M
| $976K | ﹤0.01% |
50,415
-72,933
| -59% | -$1.41M |
|
2029
CALL
Affiliated Managers Group
AMG
$10.1B
| $974K | ﹤0.01% |
6,700
-18,300
| -73% | -$2.66M |
|
|
GLDD
2030
DELISTED
Great Lakes Dredge & Dock
GLDD
| $974K | ﹤0.01% |
231,892
+159,921
| +222% | +$649K |
|
|
BBOX
2031
DELISTED
Black Box Corp
BBOX
| $972K | ﹤0.01% |
63,755
+41,726
| +189% | +$598K |
|
2032
PJT Partners
PJT
$4.36B
| $970K | ﹤0.01% |
+31,421
| New | +$904K |
|
|
RNET
2033
DELISTED
RigNet, Inc.
RNET
| $969K | ﹤0.01% |
41,854
+13,132
| +46% | +$233K |
|
|
HCCI
2034
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
| $965K | ﹤0.01% |
61,462
-4,416
| -7% | -$63.7K |
|
|
OKSB
2035
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $964K | ﹤0.01% |
33,244
+14,308
| +76% | +$315K |
|
|
TRUE
2036
DELISTED
TrueCar
TRUE
| $963K | ﹤0.01% |
+77,047
| New | +$868K |
|
2037
Carnival Corporation Ltd
CCL
$39.4B
| $962K | ﹤0.01% |
18,470
-9,913
| -35% | -$496K |
|
|
ACRE
2038
Ares Commercial Real Estate
ACRE
$236M
| $959K | ﹤0.01% |
69,844
-83,895
| -55% | -$1.12M |
|
|
AMWD
2039
DELISTED
American Woodmark
AMWD
| $959K | ﹤0.01% |
12,747
-80,569
| -86% | -$6.23M |
|
|
CLVS
2040
DELISTED
Clovis Oncology, Inc.
CLVS
| $953K | ﹤0.01% |
+21,448
| New | +$755K |
|
|
DSPG
2041
DELISTED
DSP Group Inc
DSPG
| $952K | ﹤0.01% |
72,984
-700
| -1% | -$8.02K |
|
2042
Cavco Industries
CVCO
$4.2B
| $950K | ﹤0.01% |
9,512
-11,802
| -55% | -$1.14M |
|
2043
CALL
Petrobras
PBR
$123B
| $950K | ﹤0.01% |
94,000
+200
| +0.2% | +$2.14K |
|
2044
CALL
Vale
VALE
$62B
| $950K | ﹤0.01% |
+124,700
| New | +$914K |
|
|
SAVE
2045
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $949K | ﹤0.01% |
16,400
+6,800
| +71% | +$350K |
|
2046
PUT
Royal Bank of Canada
RY
$292B
| $948K | ﹤0.01% |
+14,000
| New | +$907K |
|
2047
CALL
PNC Financial Services
PNC
$100B
| $947K | ﹤0.01% |
8,100
-73,600
| -90% | -$7.65M |
|
2048
Graham Corp
GHM
$1.16B
| $946K | ﹤0.01% |
42,701
+20,465
| +92% | +$419K |
|
2049
CALL
Darden Restaurants
DRI
$23.6B
| $945K | ﹤0.01% |
13,000
-67,400
| -84% | -$4.68M |
|
2050
PUT
Olin
OLN
$2.12B
| $945K | ﹤0.01% |
36,900
+26,400
| +251% | +$626K |
|
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.