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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 | |
|---|---|---|---|---|---|---|
|
DO
1951
CALL
DELISTED
Diamond Offshore Drilling
DO
| $915K | ﹤0.01% |
84,500
+51,900
| +159% | +$690K |
|
1952
PUT
Factset
FDS
$10B
| $914K | ﹤0.01% |
+5,500
| New | +$899K |
|
1953
PUT
State Street Technology Select Sector SPDR ETF
XLK
$109B
| $914K | ﹤0.01% |
+33,400
| New | +$919K |
|
|
CMRX
1954
DELISTED
Chimerix, Inc.
CMRX
| $914K | ﹤0.01% |
167,677
-43,583
| -21% | -$229K |
|
|
NORD
1955
DELISTED
Nord Anglia Education, Inc.
NORD
| $914K | ﹤0.01% |
28,069
+16,241
| +137% | +$506K |
|
1956
Integra LifeSciences
IART
$1.28B
| $909K | ﹤0.01% |
16,670
-209,675
| -93% | -$10M |
|
1957
CALL
McCormick & Company Non-Voting
MKC
$14B
| $907K | ﹤0.01% |
+18,600
| New | +$941K |
|
1958
International Paper
IP
$22.6B
| $906K | ﹤0.01% |
+16,896
| New | +$854K |
|
1959
CALL
CVR Energy
CVI
$3.48B
| $903K | ﹤0.01% |
+41,500
| New | +$851K |
|
1960
PUT
Marriott International
MAR
$100B
| $903K | ﹤0.01% |
9,000
-18,000
| -67% | -$1.8M |
|
1961
New York Times
NYT
$12.6B
| $902K | ﹤0.01% |
+50,943
| New | +$838K |
|
1962
Simpson Manufacturing
SSD
$7.79B
| $901K | ﹤0.01% |
20,603
-28,461
| -58% | -$1.19M |
|
1963
Huron Consulting
HURN
$2.71B
| $896K | ﹤0.01% |
20,732
-121,113
| -85% | -$5.2M |
|
1964
PUT
Nabors Industries
NBR
$1.17B
| $895K | ﹤0.01% |
+2,200
| New | +$1.11M |
|
1965
CALL
Axos Financial
AX
$5.58B
| $894K | ﹤0.01% |
+37,700
| New | +$892K |
|
1966
PUT
Expedia Group
EXPE
$36.5B
| $894K | ﹤0.01% |
6,000
-29,000
| -83% | -$4.07M |
|
|
SRDX
1967
DELISTED
Surmodics
SRDX
| $894K | ﹤0.01% |
31,771
-20,277
| -39% | -$490K |
|
1968
CALL
Williams Companies
WMB
$85.8B
| $893K | ﹤0.01% |
29,500
-51,700
| -64% | -$1.54M |
|
|
LMOS
1969
DELISTED
Lumos Networks Corp
LMOS
| $893K | ﹤0.01% |
49,960
-21,841
| -30% | -$390K |
|
1970
PUT
VeriSign
VRSN
$26.3B
| $892K | ﹤0.01% |
9,600
+5,600
| +140% | +$506K |
|
|
KED
1971
DELISTED
Kayne Anderson Energy
KED
| $890K | ﹤0.01% |
49,391
-13,530
| -22% | -$249K |
|
|
SPWR
1972
DELISTED
SunPower Corporation Common Stock
SPWR
| $888K | ﹤0.01% |
145,103
+116,142
| +401% | +$571K |
|
|
ARCH
1973
PUT
DELISTED
Arch Resources, Inc.
ARCH
| $888K | ﹤0.01% |
+13,000
| New | +$914K |
|
1974
CorVel
CRVL
$3.18B
| $886K | ﹤0.01% |
56,046
-73,695
| -57% | -$1.12M |
|
1975
Midland States Bancorp
MSBI
$697M
| $884K | ﹤0.01% |
26,382
-3,660
| -12% | -$125K |
|
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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.