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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
+9.38%
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
$29.7B
AUM Growth
+$3.62B
(+14%)
Cap. Flow
+$1.88B
Cap. Flow
% of AUM
6.32%
Top 10 Holdings %
Top 10 Hldgs %
5.97%
Holding
3,630
New
608
Increased
1,072
Reduced
1,131
Closed
801
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
AT&T
T
|
+$166M |
| 2 |
Chevron
CVX
|
+$163M |
| 3 |
Amazon
AMZN
|
+$162M |
| 4 |
Comcast
CMCSA
|
+$160M |
| 5 |
Target
TGT
|
+$158M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Elevance Health
ELV
|
+$165M |
| 2 |
Cisco
CSCO
|
+$161M |
| 3 |
Biogen
BIIB
|
+$158M |
| 4 |
AET
Aetna Inc
AET
|
+$156M |
| 5 |
Hewlett Packard
HPE
|
+$155M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 13.02% |
| 2 | Technology | 11.41% |
| 3 | Industrials | 11.08% |
| 4 | Healthcare | 9.22% |
| 5 | Communication Services | 8.51% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1001
PUT
Marathon Petroleum
MPC
$91.1B
| $4.35M | 0.01% |
86,100
-33,300
| -28% | -$1.66M |
|
|
NBL
1002
PUT
DELISTED
Noble Energy, Inc.
NBL
| $4.34M | 0.01% |
126,500
-3,200
| -2% | -$118K |
|
|
MRO
1003
CALL
DELISTED
Marathon Oil Corporation
MRO
| $4.34M | 0.01% |
274,800
+167,500
| +156% | +$2.75M |
|
|
TMX
1004
DELISTED
Terminix Global Holdings, Inc.
TMX
| $4.33M | 0.01% |
154,836
+135,964
| +720% | +$3.53M |
|
1005
PUT
SL Green Realty
SLG
$3.75B
| $4.33M | 0.01% |
41,940
+13,222
| +46% | +$1.39M |
|
1006
CALL
Exelon
EXC
$47B
| $4.33M | 0.01% |
168,661
-50,612
| -23% | -$1.29M |
|
1007
CBRE Group
CBRE
$42.4B
| $4.33M | 0.01% |
+124,352
| New | +$4.16M |
|
1008
CALL
CenterPoint Energy
CNP
$27.8B
| $4.32M | 0.01% |
156,800
+5,200
| +3% | +$138K |
|
1009
Axos Financial
AX
$5.7B
| $4.32M | 0.01% |
165,310
-227,333
| -58% | -$6.57M |
|
1010
PUT
Oracle
ORCL
$367B
| $4.3M | 0.01% |
96,300
-55,900
| -37% | -$2.33M |
|
1011
Aegon
AEG
$13.9B
| $4.29M | 0.01% |
1,087,536
+218,807
| +25% | +$928K |
|
1012
Warner Bros
WBD
$63.9B
| $4.29M | 0.01% |
147,365
+108,377
| +278% | +$3.04M |
|
1013
FS KKR Capital
FSK
$2.95B
| $4.27M | 0.01% |
108,987
+76,431
| +235% | +$3.13M |
|
1014
CALL
American Electric Power
AEP
$69.6B
| $4.27M | 0.01% |
63,600
-29,100
| -31% | -$1.88M |
|
1015
Enviri
NVRI
$617M
| $4.27M | 0.01% |
334,773
-202,817
| -38% | -$2.71M |
|
|
MGI
1016
DELISTED
MoneyGram International, Inc. New
MGI
| $4.27M | 0.01% |
253,829
+39,563
| +18% | +$532K |
|
1017
Onto Innovation
ONTO
$12.6B
| $4.25M | 0.01% |
139,587
+10,993
| +9% | +$298K |
|
1018
H&R Block
HRB
$5.49B
| $4.24M | 0.01% |
+182,183
| New | +$4.07M |
|
1019
STAG Industrial
STAG
$7.38B
| $4.23M | 0.01% |
169,141
+57,637
| +52% | +$1.41M |
|
|
COHR
1020
DELISTED
Coherent Inc
COHR
| $4.22M | 0.01% |
+20,544
| New | +$3.59M |
|
1021
CALL
NextEra Energy
NEE
$182B
| $4.21M | 0.01% |
131,200
-96,800
| -42% | -$3.04M |
|
|
NCI
1022
DELISTED
Navigant Consulting, Inc.
NCI
| $4.21M | 0.01% |
184,003
-27,043
| -13% | -$645K |
|
|
BNCN
1023
DELISTED
BNC Bancorp
BNCN
| $4.2M | 0.01% |
119,770
+104,339
| +676% | +$3.62M |
|
|
XEC
1024
PUT
DELISTED
CIMAREX ENERGY CO
XEC
| $4.19M | 0.01% |
35,100
+17,100
| +95% | +$2.22M |
|
|
AET
1025
CALL
DELISTED
Aetna Inc
AET
| $4.18M | 0.01% |
+32,800
| New | +$4.12M |
|
Similar funds
VAM
Two Sigma Investments's Q1 2017 Portfolio in Review
As of Q1 2017, Two Sigma Investments held 3,630 positions worth $29.7B, up 14% from $26.1B the previous quarter. Its ten largest holdings account for 6% of the portfolio.
Two Sigma Investments deployed $1.88B of net new capital in Q1 2017, opening 608 new positions and adding to 1,072 existing holdings. Its largest new stake was Amazon: 3,886,480 shares worth $172M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 13% of assets, up from 9.7% a quarter earlier, followed by Technology and Industrials.
On the sell side, the largest reduction was Cisco, an estimated $161M trimmed.
- Two Sigma Investments's largest Q1 2017 buy was Amazon: 3,886,480 shares worth $172M.
- Two Sigma Investments added most to AT&T in Q1 2017, an estimated $166M increase.
- Two Sigma Investments's biggest Q1 2017 reduction was Cisco, cutting an estimated $161M.
- Two Sigma Investments fully exited Elevance Health in Q1 2017, selling an estimated $165M.
- Two Sigma Investments's ten largest holdings make up 6% of its $29.7B portfolio in Q1 2017.
- Two Sigma Investments opened 608 new positions and closed 801 in Q1 2017.
- Two Sigma Investments's portfolio value rose 14% quarter-over-quarter to $29.7B.
Based on Two Sigma Investments's 13F filing for Q1 2017, filed 15 May 2017.