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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 | |
|---|---|---|---|---|---|---|
2326
Citi Trends
CTRN
$605M
| $646K | ﹤0.01% |
34,274
+5,477
| +19% | +$107K |
|
2327
Harley-Davidson
HOG
$2.79B
| $646K | ﹤0.01% |
+11,065
| New | +$631K |
|
2328
PUT
Zions Bancorporation
ZION
$10.5B
| $646K | ﹤0.01% |
15,000
-68,100
| -82% | -$2.51M |
|
2329
Powell Industries
POWL
$7.7B
| $645K | ﹤0.01% |
49,617
-67,170
| -58% | -$887K |
|
|
MRO
2330
DELISTED
Marathon Oil Corporation
MRO
| $645K | ﹤0.01% |
37,262
+24,661
| +196% | +$396K |
|
2331
Forward Air
FWRD
$484M
| $644K | ﹤0.01% |
13,596
+935
| +7% | +$42.8K |
|
2332
PUT
H&R Block
HRB
$5.84B
| $644K | ﹤0.01% |
28,000
+13,000
| +87% | +$297K |
|
|
INN
2333
Summit Hotel Properties
INN
$747M
| $644K | ﹤0.01% |
+40,204
| New | +$564K |
|
2334
CALL
Fidelity National Information Services
FIS
$22.9B
| $643K | ﹤0.01% |
+8,500
| New | +$648K |
|
2335
Mesa Laboratories
MLAB
$566M
| $643K | ﹤0.01% |
5,241
| – | – |
|
2336
CALL
Olin
OLN
$2.17B
| $643K | ﹤0.01% |
+25,100
| New | +$595K |
|
|
ABMD
2337
PUT
DELISTED
Abiomed Inc
ABMD
| $642K | ﹤0.01% |
5,700
-8,100
| -59% | -$938K |
|
2338
Spok Holdings
SPOK
$234M
| $641K | ﹤0.01% |
30,891
-16,022
| -34% | -$297K |
|
2339
PUT
J.M. Smucker
SJM
$12.7B
| $640K | ﹤0.01% |
5,000
-2,000
| -29% | -$259K |
|
|
MPG
2340
DELISTED
Metaldyne Performance Group Inc.
MPG
| $638K | ﹤0.01% |
+27,786
| New | +$529K |
|
2341
Cato Corp
CATO
$66.5M
| $637K | ﹤0.01% |
21,165
-93,371
| -82% | -$2.87M |
|
|
IXYS
2342
DELISTED
IXYS Corp
IXYS
| $636K | ﹤0.01% |
53,448
+22,107
| +71% | +$251K |
|
2343
Civeo
CVEO
$338M
| $635K | ﹤0.01% |
24,051
+18,104
| +304% | +$368K |
|
2344
CALL
Coty
COTY
$2.56B
| $634K | ﹤0.01% |
+34,600
| New | +$715K |
|
2345
PUT
Conagra Brands
CAG
$7.18B
| $633K | ﹤0.01% |
16,000
+6,234
| +64% | +$233K |
|
2346
PUT
T-Mobile US
TMUS
$190B
| $633K | ﹤0.01% |
+11,000
| New | +$576K |
|
|
DFT
2347
PUT
DELISTED
DuPont Fabros Technology Inc.
DFT
| $633K | ﹤0.01% |
14,400
+6,700
| +87% | +$276K |
|
|
SWFT
2348
CALL
DELISTED
Swift Transportation Company
SWFT
| $633K | ﹤0.01% |
26,000
+13,000
| +100% | +$304K |
|
|
ENH
2349
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $631K | ﹤0.01% |
+6,824
| New | +$625K |
|
2350
Camden Property Trust
CPT
$11B
| $630K | ﹤0.01% |
+7,491
| New | +$595K |
|
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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.