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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 | |
|---|---|---|---|---|---|---|
|
RHT
101
DELISTED
Red Hat Inc
RHT
| $67.6M | 0.24% |
705,733
+379,479
| +116% | +$33.9M |
|
102
UnitedHealth
UNH
$382B
| $66M | 0.24% |
356,051
+263,147
| +283% | +$46.1M |
|
103
Pfizer
PFE
$140B
| $64.9M | 0.23% |
2,035,926
-432,163
| -18% | -$13.6M |
|
104
Allstate
ALL
$66.9B
| $64.2M | 0.23% |
726,322
-76,903
| -10% | -$6.52M |
|
105
Masco
MAS
$16B
| $63.9M | 0.23% |
1,671,570
-1,029,974
| -38% | -$37.7M |
|
|
DFS
106
DELISTED
Discover Financial Services
DFS
| $62.1M | 0.22% |
+998,492
| New | +$61.8M |
|
107
Annaly Capital Management
NLY
$16.9B
| $61.3M | 0.22% |
1,272,097
-442,658
| -26% | -$20.9M |
|
108
Mattel
MAT
$4.17B
| $61M | 0.22% |
2,835,122
+1,312,855
| +86% | +$29.7M |
|
109
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $60.9M | 0.22% |
251,900
-428,200
| -63% | -$103M |
|
110
Weibo
WB
$1.9B
| $60.8M | 0.22% |
914,172
+693,211
| +314% | +$45M |
|
111
Prudential Financial
PRU
$41.7B
| $60.5M | 0.22% |
559,807
+338,593
| +153% | +$35.9M |
|
112
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
| $60.1M | 0.22% |
2,315,000
-823,560
| -26% | -$21.6M |
|
113
Graphic Packaging
GPK
$3.26B
| $60M | 0.22% |
4,356,000
-789,295
| -15% | -$10.6M |
|
114
Royal Bank of Canada
RY
$291B
| $59.9M | 0.22% |
+825,445
| New | +$57.9M |
|
115
Idexx Laboratories
IDXX
$42.9B
| $59M | 0.21% |
365,203
-300,227
| -45% | -$48.8M |
|
116
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $58.6M | 0.21% |
1,066,945
-150,581
| -12% | -$8.37M |
|
117
First Solar
FSLR
$21.8B
| $57.9M | 0.21% |
1,451,054
+853,159
| +143% | +$29M |
|
|
VMW
118
DELISTED
VMware, Inc
VMW
| $57.2M | 0.21% |
653,775
-811,476
| -55% | -$74.8M |
|
119
S&P Global
SPGI
$126B
| $57M | 0.21% |
390,383
-701,438
| -64% | -$97.4M |
|
120
PUT
JPMorgan Chase
JPM
$939B
| $56.1M | 0.2% |
613,400
+409,000
| +200% | +$35.3M |
|
121
Suncor Energy
SU
$77.7B
| $56M | 0.2% |
1,915,002
+1,906,607
| +22,711% | +$58.6M |
|
|
BCR
122
DELISTED
CR Bard Inc.
BCR
| $55.8M | 0.2% |
176,580
+63,204
| +56% | +$18.8M |
|
|
ATH
123
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $54.9M | 0.2% |
1,106,506
-239,020
| -18% | -$12.3M |
|
124
PPG Industries
PPG
$25.9B
| $54.8M | 0.2% |
497,979
-7,521
| -1% | -$814K |
|
125
PUT
Citigroup
C
$222B
| $54.5M | 0.2% |
814,400
+130,300
| +19% | +$7.99M |
|
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.