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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 | |
|---|---|---|---|---|---|---|
1601
PUT
Skyworks Solutions
SWKS
$9.21B
| $1.53M | 0.01% |
16,000
+4,000
| +33% | +$410K |
|
1602
CALL
Patterson-UTI
PTEN
$3.54B
| $1.53M | 0.01% |
76,000
+22,400
| +42% | +$488K |
|
1603
CALL
Ovintiv
OVV
$17B
| $1.53M | 0.01% |
+34,820
| New | +$1.8M |
|
1604
PUT
Teva Pharmaceuticals
TEVA
$40.4B
| $1.53M | 0.01% |
46,000
-94,400
| -67% | -$2.92M |
|
1605
CALL
VeriSign
VRSN
$26.3B
| $1.52M | 0.01% |
+16,400
| New | +$1.48M |
|
1606
McGrath RentCorp
MGRC
$2.87B
| $1.52M | 0.01% |
43,974
-30,777
| -41% | -$1.05M |
|
|
GBNK
1607
DELISTED
Guaranty Bancorp
GBNK
| $1.52M | 0.01% |
55,881
-2,345
| -4% | -$59.3K |
|
|
NGD
1608
DELISTED
New Gold Inc
NGD
| $1.52M | 0.01% |
476,959
-393,022
| -45% | -$1.18M |
|
1609
PUT
Advance Auto Parts
AAP
$3.53B
| $1.52M | 0.01% |
13,000
-35,000
| -73% | -$4.81M |
|
1610
CALL
Ford
F
$60.9B
| $1.52M | 0.01% |
135,500
-112,300
| -45% | -$1.25M |
|
1611
Shake Shack
SHAK
$2.54B
| $1.51M | 0.01% |
+43,405
| New | +$1.55M |
|
1612
Marcus Corp
MCS
$767M
| $1.51M | 0.01% |
50,099
+4,892
| +11% | +$158K |
|
1613
QCR Holdings
QCRH
$1.68B
| $1.51M | 0.01% |
31,897
-5,555
| -15% | -$250K |
|
1614
PUT
Constellation Brands
STZ
$22.5B
| $1.51M | 0.01% |
7,800
+3,800
| +95% | +$676K |
|
1615
PUT
Kohl's
KSS
$2.16B
| $1.51M | 0.01% |
39,000
+1,000
| +3% | +$38.3K |
|
1616
PUT
Texas Instruments
TXN
$248B
| $1.51M | 0.01% |
19,600
-400
| -2% | -$32.1K |
|
1617
Cathay General Bancorp
CATY
$4.23B
| $1.51M | 0.01% |
39,678
+32,800
| +477% | +$1.23M |
|
1618
CALL
Pan American Silver
PAAS
$17.9B
| $1.5M | 0.01% |
89,400
+20,900
| +31% | +$361K |
|
|
CHA
1619
DELISTED
China Telecom Corporation, LTD
CHA
| $1.5M | 0.01% |
31,376
+2,396
| +8% | +$117K |
|
|
DOC
1620
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $1.5M | 0.01% |
+74,671
| New | +$1.52M |
|
1621
China Yuchai International
CYD
$1.69B
| $1.5M | 0.01% |
82,383
+3,410
| +4% | +$61.2K |
|
1622
CALL
McKesson
MCK
$104B
| $1.5M | 0.01% |
9,100
-300
| -3% | -$45.5K |
|
1623
CALL
Tyson Foods
TSN
$21.5B
| $1.5M | 0.01% |
23,900
+12,400
| +108% | +$760K |
|
1624
PUT
First Solar
FSLR
$21.4B
| $1.5M | 0.01% |
+37,500
| New | +$1.27M |
|
1625
CF Industries
CF
$19.6B
| $1.49M | 0.01% |
+53,436
| New | +$1.47M |
|
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.