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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 | |
|---|---|---|---|---|---|---|
|
CIT
501
DELISTED
CIT Group Inc.
CIT
| $10.6M | 0.04% |
+217,912
| New | +$10M |
|
502
PUT
AbbVie
ABBV
$465B
| $10.5M | 0.04% |
145,200
-31,600
| -18% | -$2.12M |
|
503
New Oriental
EDU
$8.08B
| $10.5M | 0.04% |
148,981
-320,084
| -68% | -$22M |
|
504
PUT
Adobe
ADBE
$99B
| $10.5M | 0.04% |
+74,200
| New | +$10.2M |
|
505
Genesco
GCO
$432M
| $10.5M | 0.04% |
+309,558
| New | +$13.8M |
|
506
Ternium
TX
$9.68B
| $10.5M | 0.04% |
373,276
-133,929
| -26% | -$3.42M |
|
507
PUT
Morgan Stanley
MS
$333B
| $10.5M | 0.04% |
234,900
+170,800
| +266% | +$7.36M |
|
508
Prosperity Bancshares
PB
$8.82B
| $10.4M | 0.04% |
+162,639
| New | +$10.7M |
|
509
HealthEquity
HQY
$8.46B
| $10.4M | 0.04% |
209,016
+119,521
| +134% | +$5.59M |
|
510
Pinnacle West Capital
PNW
$12.8B
| $10.4M | 0.04% |
+122,275
| New | +$10.5M |
|
|
EXPR
511
DELISTED
Express, Inc.
EXPR
| $10.3M | 0.04% |
76,543
+39,531
| +107% | +$6.14M |
|
512
LendingTree
TREE
$572M
| $10.3M | 0.04% |
+59,933
| New | +$9.02M |
|
513
CALL
FirstEnergy
FE
$28.7B
| $10.3M | 0.04% |
352,800
+73,900
| +26% | +$2.2M |
|
|
514
PUT
Netflix
NFLX
$301B
| $10.3M | 0.04% |
687,000
+595,000
| +647% | +$9.15M |
|
|
SCLN
515
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $10.3M | 0.04% |
932,675
+698,347
| +298% | +$6.99M |
|
|
BRSL
516
Brightstar Lottery PLC
BRSL
$1.92B
| $10.3M | 0.04% |
+560,485
| New | +$11.5M |
|
517
CMS Energy
CMS
$23B
| $10.2M | 0.04% |
221,255
+36,746
| +20% | +$1.7M |
|
518
NextEra Energy
NEE
$186B
| $10.2M | 0.04% |
+291,724
| New | +$9.97M |
|
|
PACW
519
DELISTED
PacWest Bancorp
PACW
| $10.2M | 0.04% |
+218,748
| New | +$10.7M |
|
|
AHL
520
DELISTED
ASPEN Insurance Holding Limited
AHL
| $10.2M | 0.04% |
204,100
+81,239
| +66% | +$4.13M |
|
521
PUT
Verizon
VZ
$201B
| $10.2M | 0.04% |
227,600
+109,100
| +92% | +$5.08M |
|
522
Madison Square Garden
MSGS
$9.58B
| $10.2M | 0.04% |
72,279
-220,396
| -75% | -$31.2M |
|
|
ROIC
523
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $10.1M | 0.04% |
528,348
+432,943
| +454% | +$8.81M |
|
524
PUT
SLB Ltd
SLB
$74.2B
| $10.1M | 0.04% |
153,600
+30,300
| +25% | +$2.17M |
|
|
CYOU
525
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $10.1M | 0.04% |
260,900
+54,204
| +26% | +$1.86M |
|
Similar funds
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.