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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 | |
|---|---|---|---|---|---|---|
2051
CALL
SM Energy
SM
$7.49B
| $945K | ﹤0.01% |
27,400
-38,000
| -58% | -$1.37M |
|
|
BOXC
2052
DELISTED
Brookfield Can Office Properties
BOXC
| $944K | ﹤0.01% |
48,368
+16,688
| +53% | +$330K |
|
2053
DHI Group
DHX
$180M
| $943K | ﹤0.01% |
150,824
-1,165
| -0.8% | -$7.48K |
|
|
FTD
2054
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $943K | ﹤0.01% |
39,569
+804
| +2% | +$17.7K |
|
2055
TransAlta
TAC
$3.99B
| $938K | ﹤0.01% |
169,695
+104,283
| +159% | +$498K |
|
2056
CALL
Accenture
ACN
$101B
| $937K | ﹤0.01% |
8,000
-7,200
| -47% | -$855K |
|
|
DFS
2057
CALL
DELISTED
Discover Financial Services
DFS
| $937K | ﹤0.01% |
+13,000
| New | +$826K |
|
|
ETFC
2058
PUT
DELISTED
E*Trade Financial Corporation
ETFC
| $936K | ﹤0.01% |
+27,000
| New | +$862K |
|
2059
Park-Ohio Holdings
PKOH
$590M
| $935K | ﹤0.01% |
21,946
+15,727
| +253% | +$604K |
|
2060
Direxion Daily Small Cap Bear 3x ETF
TZA
$212M
| $935K | ﹤0.01% |
118
-687
| -85% | -$6.77M |
|
|
DTLK
2061
DELISTED
Datalink Corp
DTLK
| $935K | ﹤0.01% |
83,067
-32,115
| -28% | -$347K |
|
2062
CALL
Dillards
DDS
$9.58B
| $934K | ﹤0.01% |
14,900
-8,100
| -35% | -$532K |
|
|
UAM
2063
DELISTED
Universal American Corp
UAM
| $934K | ﹤0.01% |
93,906
-36,706
| -28% | -$322K |
|
2064
Great Southern Bancorp
GSBC
$886M
| $933K | ﹤0.01% |
17,067
-1,140
| -6% | -$54K |
|
2065
Core Molding Technologies
CMT
$215M
| $931K | ﹤0.01% |
54,413
-848
| -2% | -$14.5K |
|
2066
CALL
Northrop Grumman
NOC
$78.4B
| $930K | ﹤0.01% |
4,000
-33,200
| -89% | -$7.72M |
|
2067
Oppenheimer Holdings
OPY
$1.26B
| $930K | ﹤0.01% |
+49,983
| New | +$825K |
|
2068
PUT
Murphy Oil
MUR
$5.43B
| $928K | ﹤0.01% |
29,800
-60,000
| -67% | -$1.82M |
|
2069
PUT
Trip.com Group
TCOM
$29.7B
| $928K | ﹤0.01% |
23,200
+3,700
| +19% | +$162K |
|
|
CUTR
2070
DELISTED
Cutera, Inc.
CUTR
| $928K | ﹤0.01% |
53,498
+7,519
| +16% | +$112K |
|
2071
Carlisle Companies
CSL
$15B
| $926K | ﹤0.01% |
8,395
-50,080
| -86% | -$5.47M |
|
|
IPG
2072
PUT
DELISTED
Interpublic Group of Companies
IPG
| $925K | ﹤0.01% |
39,500
+27,500
| +229% | +$636K |
|
|
XEC
2073
CALL
DELISTED
CIMAREX ENERGY CO
XEC
| $924K | ﹤0.01% |
6,800
-5,600
| -45% | -$750K |
|
|
AFAM
2074
DELISTED
Almost Family Inc
AFAM
| $922K | ﹤0.01% |
20,918
+10,962
| +110% | +$447K |
|
2075
PUT
RH
RH
$3.58B
| $921K | ﹤0.01% |
30,000
-37,800
| -56% | -$1.22M |
|
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.