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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 | |
|---|---|---|---|---|---|---|
26
Ulta Beauty
ULTA
$20.4B
| $144M | 0.52% |
502,604
+316,368
| +170% | +$92.3M |
|
27
MGM Resorts International
MGM
$11.7B
| $144M | 0.52% |
4,596,979
+2,570,491
| +127% | +$79.5M |
|
28
Yum! Brands
YUM
$41B
| $143M | 0.52% |
1,942,579
-229,304
| -11% | -$16M |
|
29
Halliburton
HAL
$27.9B
| $142M | 0.51% |
3,323,587
+2,155,062
| +184% | +$99M |
|
30
Humana
HUM
$46.7B
| $140M | 0.51% |
581,741
+310,274
| +114% | +$70.2M |
|
31
Carnival Corporation Ltd
CCL
$36.1B
| $135M | 0.49% |
2,061,337
+1,506,170
| +271% | +$93.9M |
|
32
Mondelez International
MDLZ
$77.7B
| $129M | 0.47% |
2,984,607
+1,421,862
| +91% | +$64.1M |
|
33
LyondellBasell Industries
LYB
$19.5B
| $126M | 0.46% |
1,496,887
-269,161
| -15% | -$22.4M |
|
34
American Tower
AMT
$77.7B
| $126M | 0.45% |
949,780
-452,374
| -32% | -$57.9M |
|
35
Booking.com
BKNG
$138B
| $125M | 0.45% |
1,665,000
+1,644,425
| +7,992% | +$121M |
|
36
Nike
NKE
$61.9B
| $122M | 0.44% |
+2,075,345
| New | +$112M |
|
37
Bristol-Myers Squibb
BMY
$127B
| $120M | 0.44% |
2,159,689
+1,102,785
| +104% | +$60M |
|
38
Danaher
DHR
$135B
| $119M | 0.43% |
1,585,084
+1,569,507
| +10,076% | +$117M |
|
39
Domino's
DPZ
$11B
| $113M | 0.41% |
534,253
-94,764
| -15% | -$18.7M |
|
40
Alphabet (Google) Class A
GOOGL
$3.91T
| $113M | 0.41% |
2,427,420
+191,320
| +9% | +$8.95M |
|
|
GXP
41
DELISTED
Great Plains Energy Incorporated
GXP
| $110M | 0.4% |
3,766,366
-36,719
| -1% | -$1.07M |
|
42
General Motors
GM
$74.7B
| $110M | 0.4% |
3,146,581
+3,059,981
| +3,533% | +$104M |
|
43
SBA Communications
SBAC
$18.4B
| $110M | 0.4% |
814,656
-60,962
| -7% | -$7.92M |
|
|
MBLY
44
DELISTED
Mobileye N.V.
MBLY
| $109M | 0.39% |
1,729,276
+9,944
| +0.6% | +$617K |
|
45
SLB Ltd
SLB
$77.8B
| $108M | 0.39% |
+1,637,903
| New | +$117M |
|
46
Tractor Supply
TSCO
$16.3B
| $107M | 0.39% |
9,869,005
+1,187,720
| +14% | +$14.1M |
|
47
Altria Group
MO
$122B
| $106M | 0.38% |
1,428,384
+35,451
| +3% | +$2.59M |
|
|
LVLT
48
DELISTED
Level 3 Communications Inc
LVLT
| $106M | 0.38% |
1,779,891
-95,900
| -5% | -$5.77M |
|
|
RDS.A
49
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $105M | 0.38% |
1,975,447
+1,471,963
| +292% | +$78.8M |
|
50
Southwest Airlines
LUV
$22.1B
| $105M | 0.38% |
1,688,308
+1,182,467
| +234% | +$68.8M |
|
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VAM
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.