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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
+5.18%
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
$27.6B
AUM Growth
-$2.05B
(-6.9%)
Cap. Flow
-$2.84B
Cap. Flow
% of AUM
-10.26%
Top 10 Holdings %
Top 10 Hldgs %
6.57%
Holding
3,566
New
737
Increased
952
Reduced
1,203
Closed
665
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Wells Fargo
WFC
|
+$172M |
| 2 |
US Bancorp
USB
|
+$168M |
| 3 |
Cisco
CSCO
|
+$158M |
| 4 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$147M |
| 5 |
Electronic Arts
EA
|
+$144M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$185M |
| 2 |
MJN
Mead Johnson Nutrition Company
MJN
|
+$163M |
| 3 |
eBay
EBAY
|
+$138M |
| 4 |
Micron Technology
MU
|
+$132M |
| 5 |
Netflix
NFLX
|
+$124M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 13.98% |
| 2 | Industrials | 11.26% |
| 3 | Technology | 10.72% |
| 4 | Healthcare | 9.6% |
| 5 | Financials | 9.36% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
3126
PUT
Kraft Heinz
KHC
$32.4B
| – | – |
-3,000
| Closed | -$272K |
|
3127
CALL
Kimco Realty
KIM
$17.7B
| – | – |
-15,700
| Closed | -$347K |
|
3128
CALL
KLA
KLAC
$249B
| – | – |
-40,000
| Closed | -$380K |
|
|
3129
KLA
KLAC
$249B
| – | – |
-6,099,490
| Closed | -$58M |
|
|
3130
PUT
KLA
KLAC
$249B
| – | – |
-90,000
| Closed | -$856K |
|
3131
PUT
Kimberly-Clark
KMB
$37.5B
| – | – |
-7,200
| Closed | -$948K |
|
3132
Kemper
KMPR
$1.82B
| – | – |
-14,669
| Closed | -$585K |
|
3133
Kennametal
KMT
$2.71B
| – | – |
-69,714
| Closed | -$2.73M |
|
3134
Kodak
KODK
$812M
| – | – |
-29,526
| Closed | -$340K |
|
3135
Kilroy Realty
KRC
$4.5B
| – | – |
-7,569
| Closed | -$546K |
|
3136
CALL
Liberty Global Class A
LBTYA
$3.49B
| – | – |
-23,300
| Closed | -$836K |
|
|
3137
PUT
Liberty Global Class A
LBTYA
$3.49B
| – | – |
-8,800
| Closed | -$316K |
|
3138
Leidos
LDOS
$14.9B
| – | – |
-59,419
| Closed | -$3.04M |
|
3139
CALL
Lear
LEA
$7.45B
| – | – |
-3,000
| Closed | -$425K |
|
|
3140
Lear
LEA
$7.45B
| – | – |
-1,615
| Closed | -$229K |
|
|
3141
PUT
Lear
LEA
$7.45B
| – | – |
-4,000
| Closed | -$566K |
|
3142
L3Harris
LHX
$56.9B
| – | – |
-91,520
| Closed | -$10.2M |
|
3143
Lumentum
LITE
$50.7B
| – | – |
-115,378
| Closed | -$6.16M |
|
3144
Lakeland Financial Corp
LKFN
$1.58B
| – | – |
-15,565
| Closed | -$671K |
|
|
LNW
3145
CALL
DELISTED
Light & Wonder
LNW
| – | – |
-11,000
| Closed | -$260K |
|
3146
Live Oak Bancshares
LOB
$1.99B
| – | – |
-32,029
| Closed | -$693K |
|
3147
Lattice Semiconductor
LSCC
$17B
| – | – |
-16,820
| Closed | -$116K |
|
3148
CALL
Macy's
M
$6.62B
| – | – |
-17,000
| Closed | -$504K |
|
3149
CALL
Macerich
MAC
$7.52B
| – | – |
-8,700
| Closed | -$560K |
|
3150
Mercantile Bank Corp
MBWM
$1.04B
| – | – |
-14,183
| Closed | -$488K |
|
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Two Sigma Investments's Q2 2017 Portfolio in Review
As of Q2 2017, Two Sigma Investments held 3,566 positions worth $27.6B, down 6.9% from $29.7B the previous quarter. Its ten largest holdings account for 6.6% of the portfolio.
Two Sigma Investments withdrew a net $2.84B in Q2 2017, closing 665 positions and reducing 1,203 holdings. Its most notable exit was Amazon, an estimated $185M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 14% of assets, up from 13% a quarter earlier, followed by Industrials and Technology.
Against the trend, Two Sigma Investments opened a new position in McKesson worth $150M.
- Two Sigma Investments's largest Q2 2017 buy was McKesson: 909,545 shares worth $150M.
- Two Sigma Investments added most to Wells Fargo in Q2 2017, an estimated $172M increase.
- Two Sigma Investments's biggest Q2 2017 reduction was eBay, cutting an estimated $138M.
- Two Sigma Investments fully exited Amazon in Q2 2017, selling an estimated $185M.
- Two Sigma Investments's ten largest holdings make up 6.6% of its $27.6B portfolio in Q2 2017.
- Two Sigma Investments opened 737 new positions and closed 665 in Q2 2017.
- Two Sigma Investments's portfolio value fell 6.9% quarter-over-quarter to $27.6B.
Based on Two Sigma Investments's 13F filing for Q2 2017, filed 14 Aug 2017.