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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 | |
|---|---|---|---|---|---|---|
1026
Modine Manufacturing
MOD
$9.78B
| $3.71M | 0.01% |
+224,433
| New | +$3.06M |
|
1027
Grand Canyon Education
LOPE
$4.17B
| $3.71M | 0.01% |
47,286
+26,416
| +127% | +$2.02M |
|
1028
PUT
TAL Education Group
TAL
$6.09B
| $3.71M | 0.01% |
+181,800
| New | +$3.57M |
|
|
TSRO
1029
PUT
DELISTED
TESARO, Inc.
TSRO
| $3.71M | 0.01% |
26,500
+19,500
| +279% | +$2.82M |
|
|
KCG
1030
DELISTED
KCG Holdings, Inc.
KCG
| $3.7M | 0.01% |
185,331
+66,959
| +57% | +$1.3M |
|
1031
PUT
Lennar Class A
LEN
$20.6B
| $3.69M | 0.01% |
72,804
+51,267
| +238% | +$2.52M |
|
1032
SK Telecom
SKM
$11.4B
| $3.69M | 0.01% |
87,342
-243,573
| -74% | -$9.77M |
|
|
JE
1033
DELISTED
Just Energy Group Inc
JE
| $3.68M | 0.01% |
21,277
+5,491
| +35% | +$1.04M |
|
|
PXD
1034
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $3.67M | 0.01% |
23,000
+18,000
| +360% | +$3.08M |
|
|
NFX
1035
CALL
DELISTED
Newfield Exploration
NFX
| $3.66M | 0.01% |
128,600
+102,600
| +395% | +$3.38M |
|
1036
Rayonier Advanced Materials
RYAM
$571M
| $3.66M | 0.01% |
232,569
+219,969
| +1,746% | +$3.14M |
|
1037
CALL
CF Industries
CF
$19.5B
| $3.65M | 0.01% |
130,700
-48,100
| -27% | -$1.32M |
|
1038
Banco Bilbao Vizcaya Argentaria
BBVA
$142B
| $3.65M | 0.01% |
436,843
+369,007
| +544% | +$2.98M |
|
|
PSTB
1039
DELISTED
Park Sterling Corp.
PSTB
| $3.65M | 0.01% |
307,421
+274,479
| +833% | +$3.27M |
|
1040
Coca-Cola
KO
$387B
| $3.64M | 0.01% |
81,066
-1,848,311
| -96% | -$81.7M |
|
1041
National CineMedia
NCMI
$371M
| $3.63M | 0.01% |
48,897
-2,444
| -5% | -$228K |
|
1042
CSX Corp
CSX
$93.6B
| $3.61M | 0.01% |
198,684
-141,807
| -42% | -$2.43M |
|
1043
CRH
CRH
$66.8B
| $3.6M | 0.01% |
101,644
+69,371
| +215% | +$2.49M |
|
1044
PUT
Lazard
LAZ
$4.01B
| $3.6M | 0.01% |
+77,800
| New | +$3.49M |
|
1045
PUT
McDonald's
MCD
$193B
| $3.6M | 0.01% |
23,500
-47,600
| -67% | -$6.88M |
|
1046
CALL
AutoZone
AZO
$51.4B
| $3.59M | 0.01% |
6,300
-4,900
| -44% | -$3.19M |
|
|
SNP
1047
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $3.59M | 0.01% |
45,714
-24,721
| -35% | -$2.01M |
|
|
DFRG
1048
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $3.59M | 0.01% |
223,103
+14,101
| +7% | +$243K |
|
1049
Steris
STE
$22.8B
| $3.58M | 0.01% |
+43,930
| New | +$3.34M |
|
|
KNL
1050
DELISTED
Knoll, Inc.
KNL
| $3.58M | 0.01% |
178,500
+121,954
| +216% | +$2.74M |
|
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.