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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
+8.45%
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
$28.2B
AUM Growth
+$570M
(+2.1%)
Cap. Flow
-$987M
Cap. Flow
% of AUM
-3.5%
Top 10 Holdings %
Top 10 Hldgs %
6.55%
Holding
3,509
New
608
Increased
949
Reduced
1,107
Closed
828
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Kroger
KR
|
+$187M |
| 2 |
Occidental Petroleum
OXY
|
+$145M |
| 3 |
SNI
Scripps Networks Interactive, Inc Common Class A
SNI
|
+$135M |
| 4 |
Charter Communications
CHTR
|
+$134M |
| 5 |
Merck
MRK
|
+$134M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$192M |
| 2 |
DD
Du Pont De Nemours E I
DD
|
+$180M |
| 3 |
RTX Corp
RTX
|
+$157M |
| 4 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$149M |
| 5 |
MGM Resorts International
MGM
|
+$148M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 11.44% |
| 2 | Consumer Discretionary | 10.9% |
| 3 | Industrials | 10.48% |
| 4 | Healthcare | 8.45% |
| 5 | Financials | 8.05% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
CBF
401
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $14.4M | 0.05% |
351,932
+116,190
| +49% | +$4.44M |
|
|
MFA
402
MFA Financial
MFA
$932M
| $14.4M | 0.05% |
412,153
-141,528
| -26% | -$4.92M |
|
403
State Street Energy Select Sector SPDR ETF
XLE
$39B
| $14.4M | 0.05% |
419,818
+194,318
| +86% | +$6.32M |
|
|
WBC
404
DELISTED
WABCO HOLDINGS INC.
WBC
| $14.3M | 0.05% |
+96,591
| New | +$13.4M |
|
405
Performance Food Group
PFGC
$18.3B
| $14.3M | 0.05% |
505,889
-331,160
| -40% | -$9.25M |
|
|
VWR
406
DELISTED
VWR Corporation
VWR
| $14.1M | 0.05% |
424,985
+171,755
| +68% | +$5.68M |
|
|
AF
407
DELISTED
Astoria Financial Corporation
AF
| $14M | 0.05% |
652,970
-229,842
| -26% | -$4.57M |
|
|
GMS
408
DELISTED
GMS Inc
GMS
| $13.9M | 0.05% |
393,910
+235,512
| +149% | +$7.29M |
|
409
iShares S&P 100 ETF
OEF
$19.5B
| $13.9M | 0.05% |
125,243
+94,307
| +305% | +$10.3M |
|
|
TFCFA
410
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $13.9M | 0.05% |
525,641
+323,647
| +160% | +$8.91M |
|
411
CALL
ConocoPhillips
COP
$144B
| $13.9M | 0.05% |
276,900
+140,200
| +103% | +$6.3M |
|
412
Align Technology
ALGN
$12.9B
| $13.8M | 0.05% |
74,339
-77,876
| -51% | -$13.3M |
|
413
Deckers Outdoor
DECK
$14.1B
| $13.8M | 0.05% |
1,207,440
-534,642
| -31% | -$5.77M |
|
414
PUT
Goldman Sachs
GS
$289B
| $13.8M | 0.05% |
58,000
+15,000
| +35% | +$3.38M |
|
415
Varonis Systems
VRNS
$4.67B
| $13.7M | 0.05% |
981,912
-70,236
| -7% | -$907K |
|
416
Halozyme
HALO
$9.88B
| $13.6M | 0.05% |
781,691
+390,279
| +100% | +$5.29M |
|
417
Nucor
NUE
$58.3B
| $13.5M | 0.05% |
241,693
+128,737
| +114% | +$7.28M |
|
418
AbbVie
ABBV
$465B
| $13.5M | 0.05% |
+152,285
| New | +$11.6M |
|
|
X
419
PUT
DELISTED
US Steel
X
| $13.5M | 0.05% |
526,800
+344,400
| +189% | +$8.43M |
|
420
U-Haul Holding Co
UHAL
$14B
| $13.5M | 0.05% |
+359,800
| New | +$13.4M |
|
421
Bank of N.T. Butterfield & Son
NTB
$2.41B
| $13.5M | 0.05% |
367,628
-32,432
| -8% | -$1.11M |
|
422
Illumina
ILMN
$29.5B
| $13.4M | 0.05% |
69,049
+67,069
| +3,387% | +$12.5M |
|
423
Cadence Design Systems
CDNS
$91.8B
| $13.3M | 0.05% |
337,655
+161,397
| +92% | +$5.95M |
|
|
424
CALL
Goldman Sachs
GS
$289B
| $13.3M | 0.05% |
56,000
+27,000
| +93% | +$6.09M |
|
425
PUT
Cracker Barrel
CBRL
$1.26B
| $13.3M | 0.05% |
87,600
+59,800
| +215% | +$9.14M |
|
Similar funds
VAM
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 withdrew a net $987M in Q3 2017, closing 828 positions and reducing 1,107 holdings. Its most notable exit was Du Pont De Nemours E I, an estimated $180M position sold in full.
By sector, the portfolio is most concentrated in Technology at 11% of assets, up from 11% a quarter earlier, followed by Consumer Discretionary and Industrials.
Against the trend, Two Sigma Investments opened a new position in Scripps Networks Interactive, Inc Common Class A worth $141M.
- 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.