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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 | |
|---|---|---|---|---|---|---|
776
PUT
Northrop Grumman
NOC
$78B
| $5.9M | 0.02% |
23,000
+18,000
| +360% | +$4.5M |
|
777
Cadence Design Systems
CDNS
$95.1B
| $5.9M | 0.02% |
176,258
-818,999
| -82% | -$27.3M |
|
778
Simmons First National
SFNC
$3.39B
| $5.9M | 0.02% |
223,122
+28,296
| +15% | +$748K |
|
779
Highwoods Properties
HIW
$3.71B
| $5.89M | 0.02% |
116,157
+65,858
| +131% | +$3.36M |
|
|
LXFT
780
DELISTED
Luxoft Holding, Inc.
LXFT
| $5.86M | 0.02% |
96,324
+39,494
| +69% | +$2.48M |
|
781
CALL
Cleveland-Cliffs
CLF
$6.84B
| $5.86M | 0.02% |
846,500
+649,500
| +330% | +$4.3M |
|
782
PUT
Becton Dickinson
BDX
$45.8B
| $5.85M | 0.02% |
+30,750
| New | +$5.62M |
|
783
PUT
Comcast
CMCSA
$85.8B
| $5.85M | 0.02% |
150,200
-423,400
| -74% | -$16.7M |
|
784
CALL
Advanced Micro Devices
AMD
$741B
| $5.84M | 0.02% |
467,900
+393,900
| +532% | +$4.82M |
|
785
PUT
Kinder Morgan
KMI
$70.3B
| $5.79M | 0.02% |
302,000
-190,600
| -39% | -$3.79M |
|
786
Lloyds Banking Group
LYG
$87.2B
| $5.75M | 0.02% |
+1,629,773
| New | +$5.79M |
|
787
NetApp
NTAP
$34.2B
| $5.74M | 0.02% |
+143,378
| New | +$5.71M |
|
|
TFCFA
788
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $5.72M | 0.02% |
201,994
-590,687
| -75% | -$17M |
|
789
CALL
Southern Company
SO
$109B
| $5.71M | 0.02% |
119,200
-56,000
| -32% | -$2.81M |
|
790
Antero Resources
AR
$10.5B
| $5.71M | 0.02% |
+264,058
| New | +$5.67M |
|
|
RDC
791
DELISTED
Rowan Companies Plc
RDC
| $5.7M | 0.02% |
556,394
+392,649
| +240% | +$5.15M |
|
792
SiriusPoint
SPNT
$3.09B
| $5.68M | 0.02% |
408,950
+137,619
| +51% | +$1.75M |
|
793
CALL
AbbVie
ABBV
$465B
| $5.65M | 0.02% |
77,900
+35,800
| +85% | +$2.41M |
|
|
GRP.U
794
DELISTED
Granite Real Estate Investment Trust
GRP.U
| $5.62M | 0.02% |
141,937
-3,000
| -2% | -$113K |
|
795
Chegg
CHGG
$121M
| $5.6M | 0.02% |
455,764
+416,931
| +1,074% | +$4.53M |
|
796
PUT
Entergy
ETR
$52.4B
| $5.57M | 0.02% |
145,200
+73,800
| +103% | +$2.86M |
|
797
First Hawaiian
FHB
$3.42B
| $5.57M | 0.02% |
181,808
-505,854
| -74% | -$14.8M |
|
798
Amkor Technology
AMKR
$11.3B
| $5.55M | 0.02% |
568,375
-853,402
| -60% | -$9.66M |
|
|
JNPR
799
DELISTED
Juniper Networks
JNPR
| $5.53M | 0.02% |
198,285
-1,134,260
| -85% | -$33M |
|
|
KG
800
Kestrel Group
KG
$68M
| $5.52M | 0.02% |
24,856
+8,905
| +56% | +$2.08M |
|
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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.