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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 | |
|---|---|---|---|---|---|---|
1851
CALL
Boyd Gaming
BYD
$6.18B
| $808K | ﹤0.01% |
31,000
+11,000
| +55% | +$285K |
|
1852
PUT
Dillards
DDS
$9.19B
| $807K | ﹤0.01% |
14,400
-13,800
| -49% | -$850K |
|
1853
EXL Service
EXLS
$5.14B
| $807K | ﹤0.01% |
69,180
-116,270
| -63% | -$1.3M |
|
|
AYX
1854
DELISTED
Alteryx Inc
AYX
| $807K | ﹤0.01% |
+39,600
| New | +$839K |
|
|
CCMP
1855
CALL
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $807K | ﹤0.01% |
+10,100
| New | +$744K |
|
1856
Tower Semiconductor
TSEM
$24.8B
| $806K | ﹤0.01% |
26,209
-564,019
| -96% | -$15.4M |
|
1857
CALL
Simon Property Group
SPG
$74.4B
| $805K | ﹤0.01% |
5,000
-66,200
| -93% | -$10.6M |
|
|
FSB
1858
DELISTED
Franklin Financial Network, Inc.
FSB
| $805K | ﹤0.01% |
22,570
-20,413
| -47% | -$721K |
|
|
KANG
1859
DELISTED
iKang Healthcare Group, Inc.
KANG
| $805K | ﹤0.01% |
59,689
-17,470
| -23% | -$234K |
|
1860
SiteOne Landscape Supply
SITE
$4.12B
| $802K | ﹤0.01% |
+13,800
| New | +$722K |
|
1861
Applied Optoelectronics
AAOI
$7.57B
| $801K | ﹤0.01% |
+12,381
| New | +$875K |
|
1862
Southwest Airlines
LUV
$22B
| $800K | ﹤0.01% |
14,291
-1,674,017
| -99% | -$93.9M |
|
1863
Digi International
DGII
$2.63B
| $799K | ﹤0.01% |
75,401
-21,186
| -22% | -$204K |
|
1864
PUT
Signet Jewelers
SIG
$3.61B
| $799K | ﹤0.01% |
12,000
+6,000
| +100% | +$369K |
|
|
TLRD
1865
PUT
DELISTED
Tailored Brands, Inc.
TLRD
| $799K | ﹤0.01% |
55,300
+15,800
| +40% | +$192K |
|
|
GPMT
1866
Granite Point Mortgage Trust
GPMT
$69M
| $795K | ﹤0.01% |
+42,460
| New | +$809K |
|
|
CRC
1867
CALL
DELISTED
California Resources Corporation
CRC
| $793K | ﹤0.01% |
75,800
-96,700
| -56% | -$773K |
|
1868
Graham Corp
GHM
$1.12B
| $792K | ﹤0.01% |
38,003
-2,798
| -7% | -$55.8K |
|
1869
CALL
Vornado Realty Trust
VNO
$7.41B
| $792K | ﹤0.01% |
+10,300
| New | +$786K |
|
1870
CALL
Darden Restaurants
DRI
$23.3B
| $788K | ﹤0.01% |
10,000
-23,000
| -70% | -$1.94M |
|
1871
Laureate Education
LAUR
$5.28B
| $784K | ﹤0.01% |
53,871
-31,362
| -37% | -$492K |
|
|
WW
1872
PUT
DELISTED
WW International
WW
| $784K | ﹤0.01% |
18,000
+10,000
| +125% | +$415K |
|
|
CIM
1873
Chimera Investment
CIM
$1.04B
| $783K | ﹤0.01% |
+13,797
| New | +$783K |
|
1874
CALL
McDonald's
MCD
$192B
| $783K | ﹤0.01% |
5,000
-17,500
| -78% | -$2.74M |
|
|
PBCT
1875
PUT
DELISTED
People's United Financial Inc
PBCT
| $780K | ﹤0.01% |
43,000
-66,400
| -61% | -$1.15M |
|
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.