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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 | |
|---|---|---|---|---|---|---|
551
PUT
Goldman Sachs
GS
$305B
| $9.54M | 0.03% |
43,000
+38,000
| +760% | +$8.44M |
|
552
Whirlpool
WHR
$2.49B
| $9.52M | 0.03% |
49,701
+46,001
| +1,243% | +$8.41M |
|
|
MIC
553
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $9.52M | 0.03% |
121,364
-7,867
| -6% | -$621K |
|
554
Genpact
G
$5.87B
| $9.45M | 0.03% |
339,647
-1,285,364
| -79% | -$33.3M |
|
555
Allegion
ALLE
$13.7B
| $9.45M | 0.03% |
116,470
-584,774
| -83% | -$45.8M |
|
|
SPR
556
DELISTED
Spirit AeroSystems
SPR
| $9.32M | 0.03% |
160,933
+136,438
| +557% | +$7.66M |
|
557
Valmont Industries
VMI
$9.33B
| $9.3M | 0.03% |
62,179
-49,084
| -44% | -$7.38M |
|
|
ABCO
558
DELISTED
Advisory Board Co
ABCO
| $9.27M | 0.03% |
180,085
-5,753
| -3% | -$288K |
|
559
PUT
Southern Company
SO
$109B
| $9.27M | 0.03% |
193,600
-188,600
| -49% | -$9.46M |
|
|
560
CALL
US Bancorp
USB
$100B
| $9.25M | 0.03% |
178,200
+144,200
| +424% | +$7.43M |
|
|
FCE.A
561
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $9.2M | 0.03% |
+380,485
| New | +$8.78M |
|
562
Euronet Worldwide
EEFT
$3.15B
| $9.19M | 0.03% |
105,123
-157,618
| -60% | -$13.5M |
|
563
PUT
American Electric Power
AEP
$72.4B
| $9.17M | 0.03% |
132,000
-49,700
| -27% | -$3.45M |
|
|
ESV
564
DELISTED
Ensco Rowan plc
ESV
| $9.15M | 0.03% |
443,474
+114,845
| +35% | +$3.3M |
|
|
UNVR
565
DELISTED
Univar Solutions Inc.
UNVR
| $9.15M | 0.03% |
313,259
-714,248
| -70% | -$21.6M |
|
566
CNX Resources
CNX
$4.84B
| $9.12M | 0.03% |
732,875
-602,523
| -45% | -$7.77M |
|
567
PUT
DTE Energy
DTE
$30.4B
| $9.11M | 0.03% |
101,168
+88,713
| +712% | +$8.04M |
|
568
Wolfspeed
WOLF
$1.14B
| $9.1M | 0.03% |
369,271
+171,287
| +87% | +$4.1M |
|
569
Range Resources
RRC
$8.94B
| $9.09M | 0.03% |
392,113
+315,426
| +411% | +$7.95M |
|
570
CALL
Morgan Stanley
MS
$333B
| $9.07M | 0.03% |
203,500
+78,700
| +63% | +$3.39M |
|
571
Terreno Realty
TRNO
$7.72B
| $9.05M | 0.03% |
+268,942
| New | +$8.51M |
|
572
PUT
Crown Castle
CCI
$33.1B
| $9M | 0.03% |
89,800
+66,200
| +281% | +$6.5M |
|
|
CBF
573
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $8.98M | 0.03% |
+235,742
| New | +$9.32M |
|
574
FIVE9
FIVN
$2.08B
| $8.96M | 0.03% |
416,387
-130,955
| -24% | -$2.68M |
|
575
Progress Software
PRGS
$1.66B
| $8.89M | 0.03% |
287,747
+14,040
| +5% | +$416K |
|
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.