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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 | |
|---|---|---|---|---|---|---|
3426
Penumbra
PEN
$12.7B
| – | – |
-52,559
| Closed | -$3.99M |
|
3427
Pfizer
PFE
$143B
| – | – |
-2,702,032
| Closed | -$82.5M |
|
|
PGRE
3428
DELISTED
Paramount Group
PGRE
| – | – |
-39,069
| Closed | -$640K |
|
3429
CALL
Parker-Hannifin
PH
$123B
| – | – |
-4,000
| Closed | -$502K |
|
|
3430
Parker-Hannifin
PH
$123B
| – | – |
-42,846
| Closed | -$5.38M |
|
|
3431
PUT
Parker-Hannifin
PH
$123B
| – | – |
-6,000
| Closed | -$753K |
|
3432
CALL
Packaging Corp of America
PKG
$21.9B
| – | – |
-4,000
| Closed | -$325K |
|
|
3433
PUT
Packaging Corp of America
PKG
$21.9B
| – | – |
-5,000
| Closed | -$406K |
|
3434
CALL
Children's Place
PLCE
$54.3M
| – | – |
-14,400
| Closed | -$1.15M |
|
|
3435
PUT
Children's Place
PLCE
$54.3M
| – | – |
-14,300
| Closed | -$1.14M |
|
3436
Douglas Dynamics
PLOW
$1.02B
| – | – |
-70,600
| Closed | -$2.25M |
|
3437
ePlus
PLUS
$2.42B
| – | – |
-22,404
| Closed | -$529K |
|
3438
Plexus
PLXS
$6.72B
| – | – |
-94,624
| Closed | -$4.43M |
|
3439
Power Integrations
POWI
$3.38B
| – | – |
-24,952
| Closed | -$786K |
|
3440
Public Storage
PSA
$60.5B
| – | – |
-21,716
| Closed | -$4.62M |
|
3441
Pricesmart
PSMT
$5.98B
| – | – |
-8,450
| Closed | -$708K |
|
3442
Pearson
PSO
$10.2B
| – | – |
-28,667
| Closed | -$281K |
|
3443
Phillips 66
PSX
$84.9B
| – | – |
-49,017
| Closed | -$4.07M |
|
3444
CALL
Patterson-UTI
PTEN
$3.98B
| – | – |
-88,700
| Closed | -$1.98M |
|
|
3445
PUT
Patterson-UTI
PTEN
$3.98B
| – | – |
-129,100
| Closed | -$2.89M |
|
3446
CALL
PVH
PVH
$4B
| – | – |
-16,000
| Closed | -$1.77M |
|
|
3447
PUT
PVH
PVH
$4B
| – | – |
-17,000
| Closed | -$1.88M |
|
3448
Quanta Services
PWR
$100B
| – | – |
-16,076
| Closed | -$505K |
|
3449
Papa John's
PZZA
$984M
| – | – |
-3,605
| Closed | -$299K |
|
3450
ProShares Ultra QQQ
QLD
$12.7B
| – | – |
-328,640
| Closed | -$1.78M |
|
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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.