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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 | |
|---|---|---|---|---|---|---|
976
PUT
Vale
VALE
$61.9B
| $4.04M | 0.01% |
461,700
+345,900
| +299% | +$2.94M |
|
|
X
977
PUT
DELISTED
US Steel
X
| $4.04M | 0.01% |
182,400
+37,700
| +26% | +$894K |
|
|
MITL
978
DELISTED
Mitel Networks Corporation
MITL
| $4.02M | 0.01% |
547,350
+108,738
| +25% | +$757K |
|
979
NiSource
NI
$21.8B
| $4.02M | 0.01% |
158,386
-2,317,481
| -94% | -$57.8M |
|
980
United Microelectronic
UMC
$42.9B
| $4.01M | 0.01% |
1,642,489
+428,143
| +35% | +$861K |
|
|
CNH
981
CNH Industrial
CNH
$13.4B
| $4.01M | 0.01% |
+404,559
| New | +$3.82M |
|
982
CALL
Antero Resources
AR
$10.9B
| $4M | 0.01% |
185,200
-83,600
| -31% | -$1.79M |
|
|
RHT
983
PUT
DELISTED
Red Hat Inc
RHT
| $3.99M | 0.01% |
+41,700
| New | +$3.72M |
|
|
ATVI
984
CALL
DELISTED
Activision Blizzard
ATVI
| $3.97M | 0.01% |
69,000
+60,000
| +667% | +$3.31M |
|
985
CALL
Sempra
SRE
$58.8B
| $3.96M | 0.01% |
70,200
+64,600
| +1,154% | +$3.65M |
|
986
Strategy Inc
MSTR
$34.8B
| $3.96M | 0.01% |
206,460
+191,510
| +1,281% | +$3.56M |
|
987
Sony
SONY
$137B
| $3.95M | 0.01% |
517,525
+415,115
| +405% | +$2.95M |
|
988
Capitol Federal Financial
CFFN
$1.09B
| $3.95M | 0.01% |
277,955
+16,913
| +6% | +$242K |
|
989
GoDaddy
GDDY
$13.8B
| $3.95M | 0.01% |
93,100
-759,508
| -89% | -$30.4M |
|
|
990
CALL
Micron Technology
MU
$877B
| $3.93M | 0.01% |
131,700
-5,400
| -4% | -$158K |
|
|
LTC
991
LTC Properties
LTC
$2.16B
| $3.93M | 0.01% |
76,414
-22,890
| -23% | -$1.12M |
|
992
CALL
ManpowerGroup
MAN
$2.61B
| $3.92M | 0.01% |
+35,100
| New | +$3.62M |
|
|
PMT
993
PennyMac Mortgage Investment
PMT
$851M
| $3.92M | 0.01% |
214,212
+136,247
| +175% | +$2.42M |
|
994
CALL
TAL Education Group
TAL
$6.02B
| $3.91M | 0.01% |
+192,000
| New | +$3.77M |
|
|
995
PUT
ManpowerGroup
MAN
$2.61B
| $3.91M | 0.01% |
35,000
+33,000
| +1,650% | +$3.41M |
|
996
TTEC Holdings
TTEC
$120M
| $3.91M | 0.01% |
95,788
+78,376
| +450% | +$2.84M |
|
|
997
PUT
Amazon
AMZN
$2.46T
| $3.87M | 0.01% |
80,000
+40,000
| +100% | +$1.91M |
|
998
PUT
Gilead Sciences
GILD
$167B
| $3.87M | 0.01% |
54,600
+30,600
| +128% | +$2.04M |
|
|
IXYS
999
DELISTED
IXYS Corp
IXYS
| $3.87M | 0.01% |
234,978
+112,858
| +92% | +$1.69M |
|
1000
PUT
Target
TGT
$66.8B
| $3.86M | 0.01% |
73,900
+64,900
| +721% | +$3.55M |
|
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.