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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 | |
|---|---|---|---|---|---|---|
2001
PUT
Royal Gold
RGLD
$16.6B
| $860K | ﹤0.01% |
11,000
-25,700
| -70% | -$1.94M |
|
2002
PUT
Equinix
EQIX
$99.4B
| $858K | ﹤0.01% |
+2,000
| New | +$848K |
|
2003
PUT
Nasdaq
NDAQ
$53.4B
| $858K | ﹤0.01% |
+36,000
| New | +$828K |
|
|
AVH
2004
DELISTED
AVIANCA HOLDINGS S.A.
AVH
| $856K | ﹤0.01% |
131,641
-118,578
| -47% | -$837K |
|
2005
PUT
Sinclair Inc
SBGI
$1.02B
| $855K | ﹤0.01% |
+26,000
| New | +$935K |
|
2006
CALL
Targa Resources
TRGP
$56.8B
| $854K | ﹤0.01% |
18,900
-21,200
| -53% | -$1.07M |
|
2007
Dime Commercial Bancshares
DCOM
$1.79B
| $853K | ﹤0.01% |
25,624
+9,710
| +61% | +$333K |
|
|
WOW
2008
DELISTED
WideOpenWest
WOW
| $851K | ﹤0.01% |
+48,912
| New | +$850K |
|
2009
CALL
Walt Disney
DIS
$171B
| $850K | ﹤0.01% |
8,000
-128,200
| -94% | -$14M |
|
|
TPIC
2010
DELISTED
TPI Composites
TPIC
| $848K | ﹤0.01% |
+45,869
| New | +$826K |
|
2011
PUT
LyondellBasell Industries
LYB
$19.5B
| $844K | ﹤0.01% |
+10,000
| New | +$831K |
|
2012
Walker & Dunlop
WD
$1.73B
| $843K | ﹤0.01% |
17,270
-36,532
| -68% | -$1.7M |
|
2013
Angi Inc
ANGI
$247M
| $842K | ﹤0.01% |
6,585
+2,179
| +49% | +$215K |
|
2014
M/I Homes
MHO
$3.95B
| $841K | ﹤0.01% |
+29,456
| New | +$801K |
|
2015
CALL
CenterPoint Energy
CNP
$28.3B
| $835K | ﹤0.01% |
30,500
-126,300
| -81% | -$3.54M |
|
2016
Deluxe
DLX
$1.25B
| $833K | ﹤0.01% |
+12,036
| New | +$839K |
|
2017
CALL
Eagle Materials
EXP
$6.49B
| $832K | ﹤0.01% |
+9,000
| New | +$864K |
|
2018
CALL
Las Vegas Sands
LVS
$31.4B
| $831K | ﹤0.01% |
13,000
-5,600
| -30% | -$336K |
|
2019
America's Car Mart
CRMT
$25.9M
| $828K | ﹤0.01% |
+21,273
| New | +$785K |
|
2020
Phillips 66
PSX
$82.9B
| $827K | ﹤0.01% |
10,006
-55,996
| -85% | -$4.4M |
|
2021
ArcelorMittal
MT
$49.5B
| $825K | ﹤0.01% |
36,312
-99,253
| -73% | -$2.22M |
|
2022
CALL
First Majestic Silver
AG
$7.52B
| $819K | ﹤0.01% |
98,600
+3,300
| +3% | +$27.8K |
|
2023
POSCO
PKX
$14.7B
| $819K | ﹤0.01% |
13,085
-88,713
| -87% | -$5.34M |
|
|
OMN
2024
DELISTED
OMNOVA Solutions Inc.
OMN
| $819K | ﹤0.01% |
83,967
-47,490
| -36% | -$429K |
|
2025
CALL
Jack in the Box
JACK
$314M
| $818K | ﹤0.01% |
8,300
-1,700
| -17% | -$175K |
|
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.