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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 | |
|---|---|---|---|---|---|---|
1176
Cheniere Energy
LNG
$54.2B
| $2.9M | 0.01% |
59,575
+46,788
| +366% | +$2.23M |
|
1177
CALL
Canadian Pacific Kansas City
CP
$81B
| $2.9M | 0.01% |
90,000
+60,000
| +200% | +$1.86M |
|
1178
CALL
Martin Marietta Materials
MLM
$34.2B
| $2.89M | 0.01% |
13,000
+8,000
| +160% | +$1.81M |
|
|
1179
PUT
Martin Marietta Materials
MLM
$34.2B
| $2.89M | 0.01% |
13,000
+10,000
| +333% | +$2.26M |
|
1180
ACI Worldwide
ACIW
$6.12B
| $2.89M | 0.01% |
129,162
-20,983
| -14% | -$470K |
|
1181
Ligand Pharmaceuticals
LGND
$5.77B
| $2.88M | 0.01% |
+38,058
| New | +$2.66M |
|
1182
PUT
Phillips 66
PSX
$82.9B
| $2.88M | 0.01% |
34,800
+30,800
| +770% | +$2.42M |
|
|
BMS
1183
DELISTED
Bemis
BMS
| $2.88M | 0.01% |
+62,229
| New | +$2.86M |
|
1184
Trupanion
TRUP
$1.13B
| $2.88M | 0.01% |
128,453
+82,659
| +181% | +$1.49M |
|
1185
Bank of Hawaii
BOH
$3.14B
| $2.87M | 0.01% |
34,641
+13,034
| +60% | +$1.05M |
|
|
AMRI
1186
DELISTED
Albany Molecular Research Inc
AMRI
| $2.87M | 0.01% |
132,055
-25,805
| -16% | -$468K |
|
|
LFC
1187
DELISTED
China Life Insurance Company Ltd.
LFC
| $2.86M | 0.01% |
186,714
+10,854
| +6% | +$168K |
|
1188
PUT
Toll Brothers
TOL
$14B
| $2.86M | 0.01% |
72,400
-4,600
| -6% | -$172K |
|
|
LLL
1189
DELISTED
L3 Technologies, Inc.
LLL
| $2.86M | 0.01% |
17,092
-133,150
| -89% | -$22.2M |
|
|
CUK
1190
DELISTED
Carnival PLC
CUK
| $2.83M | 0.01% |
42,866
-18,990
| -31% | -$1.18M |
|
1191
Alkermes
ALKS
$8.11B
| $2.83M | 0.01% |
48,757
-86,054
| -64% | -$5M |
|
1192
TD Synnex
SNX
$19.9B
| $2.83M | 0.01% |
+47,124
| New | +$2.64M |
|
1193
PUT
Murphy Oil
MUR
$5.55B
| $2.82M | 0.01% |
109,900
+74,700
| +212% | +$1.95M |
|
|
SPLK
1194
DELISTED
Splunk Inc
SPLK
| $2.81M | 0.01% |
49,476
-258,932
| -84% | -$16.1M |
|
|
MODV
1195
DELISTED
ModivCare
MODV
| $2.8M | 0.01% |
55,335
-5,116
| -8% | -$235K |
|
|
SODA
1196
DELISTED
SodaStream International Ltd
SODA
| $2.8M | 0.01% |
52,254
-185,108
| -78% | -$9.83M |
|
|
AGN
1197
CALL
DELISTED
Allergan plc
AGN
| $2.8M | 0.01% |
11,500
-113,800
| -91% | -$26.7M |
|
1198
PUT
Biogen
BIIB
$30.9B
| $2.79M | 0.01% |
+10,300
| New | +$2.72M |
|
1199
PUT
HF Sinclair
DINO
$16.2B
| $2.79M | 0.01% |
101,700
+41,900
| +70% | +$1.12M |
|
|
ANH
1200
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $2.79M | 0.01% |
464,413
-98,805
| -18% | -$584K |
|
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.