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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 | |
|---|---|---|---|---|---|---|
1976
CALL
Align Technology
ALGN
$12.1B
| $918K | ﹤0.01% |
8,000
-3,200
| -29% | -$323K |
|
1977
PUT
Masco
MAS
$14.1B
| $918K | ﹤0.01% |
27,000
+13,000
| +93% | +$434K |
|
1978
IDT Corp
IDT
$1.64B
| $917K | ﹤0.01% |
+85,251
| New | +$1.25M |
|
|
TBNK
1979
DELISTED
Territorial Bancorp Inc.
TBNK
| $916K | ﹤0.01% |
29,399
+13,353
| +83% | +$431K |
|
1980
PUT
KB Home
KBH
$3.37B
| $914K | ﹤0.01% |
46,000
+11,000
| +31% | +$192K |
|
|
1981
CALL
Masco
MAS
$14.1B
| $914K | ﹤0.01% |
+26,900
| New | +$899K |
|
1982
Brookfield Infrastructure Partners
BIP
$19.2B
| $913K | ﹤0.01% |
39,651
-84,904
| -68% | -$1.82M |
|
1983
PUT
Ameren
AEE
$30.3B
| $912K | ﹤0.01% |
16,700
-61,600
| -79% | -$3.3M |
|
|
GOLD
1984
DELISTED
Randgold Resources Ltd
GOLD
| $909K | ﹤0.01% |
10,420
+2,705
| +35% | +$236K |
|
1985
MYR Group
MYRG
$5.19B
| $906K | ﹤0.01% |
22,098
-57,323
| -72% | -$2.23M |
|
|
TACO
1986
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
| $904K | ﹤0.01% |
68,160
-80,416
| -54% | -$1.08M |
|
1987
CALL
Best Buy
BBY
$18.2B
| $899K | ﹤0.01% |
+18,300
| New | +$818K |
|
1988
CALL
NRG Energy
NRG
$28.3B
| $899K | ﹤0.01% |
+48,100
| New | +$797K |
|
1989
Navios Maritime Partners
NMM
$2.3B
| $896K | ﹤0.01% |
28,857
+16,490
| +133% | +$457K |
|
|
BELFB
1990
Bel Fuse Inc Class B
BELFB
$3.87B
| $895K | ﹤0.01% |
35,045
-4,425
| -11% | -$127K |
|
|
UBA
1991
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $895K | ﹤0.01% |
43,509
-33,021
| -43% | -$729K |
|
1992
PUT
MetLife
MET
$61.9B
| $893K | ﹤0.01% |
18,962
-47,348
| -71% | -$2.26M |
|
1993
MGP Ingredients
MGPI
$379M
| $887K | ﹤0.01% |
+16,350
| New | +$770K |
|
1994
PUT
Sempra
SRE
$57.9B
| $884K | ﹤0.01% |
16,000
-57,600
| -78% | -$3.06M |
|
1995
CALL
Canadian Pacific Kansas City
CP
$78.1B
| $882K | ﹤0.01% |
30,000
-75,000
| -71% | -$2.23M |
|
1996
CALL
Skyworks Solutions
SWKS
$9.37B
| $882K | ﹤0.01% |
9,000
+1,000
| +13% | +$91.3K |
|
|
SSRI
1997
DELISTED
Silver Standard Resources
SSRI
| $882K | ﹤0.01% |
+83,132
| New | +$880K |
|
|
ECOM
1998
DELISTED
CHANNELADVISOR CORPORATION
ECOM
| $880K | ﹤0.01% |
78,883
-16,546
| -17% | -$204K |
|
|
MDR
1999
DELISTED
McDermott International
MDR
| $879K | ﹤0.01% |
43,384
-387,135
| -90% | -$8.53M |
|
|
RDC
2000
CALL
DELISTED
Rowan Companies Plc
RDC
| $877K | ﹤0.01% |
+56,300
| New | +$992K |
|
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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.