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Two Sigma Investments

Two Sigma Investments Portfolio holdings

AUM $138B
1-Year Est. Return 41.87%
This Fund
S&P 500
This Quarter Est. Return
+8.45%
1 Year Est. Return
+41.87%
3 Year Est. Return
+122.61%
5 Year Est. Return
+129.48%
10 Year Est. Return
+649.67%
AUM
$28.2B
AUM Growth
+$570M
Cap. Flow
-$264M
Cap. Flow %
-0.93%
Top 10 Hldgs %
6.55%
Holding
3,509
New
608
Increased
949
Reduced
1,107
Closed
828

Sector Composition

Rank Sector Weight
1 Miscellaneous 14.56%
2 Technology 12.12%
3 Consumer Discretionary 11.02%
4 Industrials 10.63%
5 Healthcare 9.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
WMT icon
3251
PUT
Walmart Inc
WMT
$862B
-243,600
Closed -$6.14M
WOW
3252
DELISTED
WideOpenWest
WOW
-48,912
Closed -$851K
WPM icon
3253
CALL
Wheaton Precious Metals
WPM
$67.7B
-56,900
Closed -$1.13M
WPM icon
3254
PUT
Wheaton Precious Metals
WPM
$67.7B
-50,500
Closed -$1M
WSBF icon
3255
Waterstone Financial
WSBF
$382M
-49,128
Closed -$926K
WU icon
3256
CALL
Western Union
WU
$2.17B
-34,000
Closed -$648K
WU icon
3257
PUT
Western Union
WU
$2.17B
-46,000
Closed -$876K
WY icon
3258
CALL
Weyerhaeuser
WY
$16.1B
-133,500
Closed -$4.47M
X
3259
DELISTED
US Steel
X
-18,694
Closed -$458K
XHB icon
3260
State Street SPDR S&P Homebuilders ETF
XHB
$1.28B
-13,762
Closed -$530K
XLK icon
3261
CALL
State Street Technology Select Sector SPDR ETF
XLK
$120B
-99,400
Closed -$2.72M
XLK icon
3262
PUT
State Street Technology Select Sector SPDR ETF
XLK
$120B
-33,400
Closed -$914K
XRAY icon
3263
Dentsply Sirona
XRAY
$2.04B
-3,424
Closed -$222K
XRAY icon
3264
PUT
Dentsply Sirona
XRAY
$2.04B
-9,400
Closed -$609K
XRX icon
3265
CALL
Xerox
XRX
$444M
-12,500
Closed -$359K
XRX icon
3266
PUT
Xerox
XRX
$444M
-67,400
Closed -$1.94M
ZBRA icon
3267
CALL
Zebra Technologies
ZBRA
$16.6B
-3,000
Closed -$302K
ZBRA icon
3268
PUT
Zebra Technologies
ZBRA
$16.6B
-4,000
Closed -$402K
ZG icon
3269
Zillow
ZG
$7.51B
-170,134
Closed -$8.31M
ZION icon
3270
CALL
Zions Bancorporation
ZION
$10.2B
-24,500
Closed -$1.08M
ZION icon
3271
Zions Bancorporation
ZION
$10.2B
-50,571
Closed -$2.25M
VRN
3272
DELISTED
Veren
VRN
-65,360
Closed -$500K
GAP
3273
CALL
The Gap Inc
GAP
$7.27B
-209,000
Closed -$4.6M
INVX
3274
Innovex International
INVX
$2.07B
-42,624
Closed -$2.08M
FLG
3275
Flagstar Bank National Association
FLG
$5.41B
-3,644
Closed -$144K

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Two Sigma Investments's Q3 2017 Portfolio in Review

As of Q3 2017, Two Sigma Investments held 3,509 positions worth $28.2B, up 2.1% from $27.6B the previous quarter. Its ten largest holdings account for 6.5% of the portfolio.

Two Sigma Investments's Q3 2017 filing shows 608 new, 949 increased, 1,107 reduced and 828 closed positions. Its largest new stake was Scripps Networks Interactive, Inc Common Class A: 1,645,813 shares worth $141M. The largest sale was Meta Platforms (Facebook), an estimated $192M.

By sector, the portfolio is most concentrated in Miscellaneous at 15% of assets, up from 14% a quarter earlier, followed by Technology and Consumer Discretionary.

  • Two Sigma Investments's largest Q3 2017 buy was Scripps Networks Interactive, Inc Common Class A: 1,645,813 shares worth $141M.
  • Two Sigma Investments added most to Kroger in Q3 2017, an estimated $187M increase.
  • Two Sigma Investments's biggest Q3 2017 reduction was Meta Platforms (Facebook), cutting an estimated $192M.
  • Two Sigma Investments fully exited Du Pont De Nemours E I in Q3 2017, selling an estimated $180M.
  • Two Sigma Investments's ten largest holdings make up 6.5% of its $28.2B portfolio in Q3 2017.
  • Two Sigma Investments opened 608 new positions and closed 828 in Q3 2017.
  • Two Sigma Investments's portfolio value rose 2.1% quarter-over-quarter to $28.2B.

Based on Two Sigma Investments's 13F filing for Q3 2017, filed 14 Nov 2017.