We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
1101
CALL
NOV
NOV
$6.85B
| $3.28M | 0.01% |
99,600
+2,800
| +3% | +$96.6K |
|
1102
PUT
Annaly Capital Management
NLY
$17.3B
| $3.28M | 0.01% |
68,050
+65,550
| +2,622% | +$3.09M |
|
1103
Orion
OEC
$403M
| $3.27M | 0.01% |
163,725
-52,241
| -24% | -$990K |
|
1104
CALL
Helmerich & Payne
HP
$3.35B
| $3.26M | 0.01% |
60,000
+6,700
| +13% | +$393K |
|
|
CALY
1105
Callaway Golf Company
CALY
$3.33B
| $3.26M | 0.01% |
255,076
+99,780
| +64% | +$1.23M |
|
1106
CALL
Target
TGT
$66.7B
| $3.26M | 0.01% |
62,300
+54,300
| +679% | +$2.97M |
|
1107
CALL
Biogen
BIIB
$30.7B
| $3.26M | 0.01% |
+12,000
| New | +$3.17M |
|
|
CTRA
1108
PUT
DELISTED
Coterra Energy
CTRA
| $3.25M | 0.01% |
129,700
+75,700
| +140% | +$1.79M |
|
|
ESPR
1109
DELISTED
Esperion Therapeutics
ESPR
| $3.23M | 0.01% |
69,877
-20,241
| -22% | -$744K |
|
|
1110
PUT
Micron Technology
MU
$863B
| $3.22M | 0.01% |
107,900
-89,500
| -45% | -$2.62M |
|
|
BPMC
1111
DELISTED
Blueprint Medicines
BPMC
| $3.22M | 0.01% |
63,477
-84,628
| -57% | -$3.59M |
|
|
CMA
1112
CALL
DELISTED
Comerica
CMA
| $3.21M | 0.01% |
43,900
+37,900
| +632% | +$2.66M |
|
1113
PUT
United Airlines
UAL
$39.3B
| $3.18M | 0.01% |
42,300
+22,600
| +115% | +$1.71M |
|
1114
PRA Group
PRAA
$679M
| $3.18M | 0.01% |
+83,792
| New | +$2.92M |
|
1115
Illinois Tool Works
ITW
$83.7B
| $3.17M | 0.01% |
+22,094
| New | +$3.08M |
|
|
KEM
1116
DELISTED
KEMET Corporation
KEM
| $3.15M | 0.01% |
246,460
-749,022
| -75% | -$9.51M |
|
1117
CALL
Vale
VALE
$62.7B
| $3.15M | 0.01% |
360,400
+199,400
| +124% | +$1.69M |
|
|
1118
PUT
Helmerich & Payne
HP
$3.35B
| $3.15M | 0.01% |
58,000
-3,400
| -6% | -$199K |
|
1119
Cohu
COHU
$1.92B
| $3.15M | 0.01% |
200,211
+20,542
| +11% | +$376K |
|
1120
Preferred Bank
PFBC
$1.24B
| $3.15M | 0.01% |
58,933
-8,271
| -12% | -$426K |
|
1121
iShares Russell 1000 ETF
IWB
$47.5B
| $3.15M | 0.01% |
23,265
-24,302
| -51% | -$3.24M |
|
|
GAP
1122
The Gap Inc
GAP
$7.3B
| $3.14M | 0.01% |
142,746
-717,070
| -83% | -$17.1M |
|
1123
AptarGroup
ATR
$8.67B
| $3.13M | 0.01% |
36,098
-116,661
| -76% | -$9.6M |
|
1124
Paylocity
PCTY
$7.74B
| $3.13M | 0.01% |
69,271
-10,609
| -13% | -$463K |
|
1125
Evolent Health
EVH
$377M
| $3.13M | 0.01% |
123,271
-60,470
| -33% | -$1.45M |
|
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.