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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 | |
|---|---|---|---|---|---|---|
1876
PUT
Yelp
YELP
$1.45B
| $779K | ﹤0.01% |
18,000
-14,000
| -44% | -$540K |
|
1877
CALL
Illumina
ILMN
$31B
| $777K | ﹤0.01% |
+4,009
| New | +$746K |
|
1878
CALL
Mercado Libre
MELI
$95.2B
| $777K | ﹤0.01% |
3,000
| – | – |
|
1879
PUT
Dycom Industries
DY
$12B
| $773K | ﹤0.01% |
9,000
-2,000
| -18% | -$169K |
|
1880
SK Telecom
SKM
$12.1B
| $768K | ﹤0.01% |
18,969
-68,373
| -78% | -$2.89M |
|
|
SRGA
1881
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
| $767K | ﹤0.01% |
5,621
-1,962
| -26% | -$296K |
|
1882
CALL
Cheniere Energy
LNG
$55.2B
| $766K | ﹤0.01% |
17,000
+9,000
| +113% | +$398K |
|
|
OMN
1883
DELISTED
OMNOVA Solutions Inc.
OMN
| $764K | ﹤0.01% |
69,755
-14,212
| -17% | -$132K |
|
|
BFS
1884
Saul Centers
BFS
$836M
| $757K | ﹤0.01% |
12,228
-6,837
| -36% | -$412K |
|
|
IPHS
1885
DELISTED
Innophos Holdings, Inc.
IPHS
| $757K | ﹤0.01% |
15,396
-33,011
| -68% | -$1.49M |
|
1886
CALL
Caterpillar
CAT
$375B
| $748K | ﹤0.01% |
6,000
-9,200
| -61% | -$1.06M |
|
1887
Compass Diversified
CODI
$758M
| $748K | ﹤0.01% |
42,114
-93,734
| -69% | -$1.62M |
|
|
LDR
1888
DELISTED
Landauer Inc
LDR
| $748K | ﹤0.01% |
+11,114
| New | +$672K |
|
|
LBY
1889
DELISTED
Libbey, Inc.
LBY
| $747K | ﹤0.01% |
80,682
-155,507
| -66% | -$1.27M |
|
|
CIT
1890
CALL
DELISTED
CIT Group Inc.
CIT
| $746K | ﹤0.01% |
15,200
+9,200
| +153% | +$432K |
|
1891
PUT
CNX Resources
CNX
$5.3B
| $739K | ﹤0.01% |
52,320
-146,520
| -74% | -$1.88M |
|
|
FITB
1892
PUT
Fifth Third Bancorp
FITB
$51.2B
| $739K | ﹤0.01% |
26,400
-73,200
| -73% | -$1.94M |
|
1893
PUT
Valero Energy
VLO
$90.1B
| $739K | ﹤0.01% |
9,600
-112,000
| -92% | -$7.71M |
|
1894
Cavco Industries
CVCO
$4.22B
| $738K | ﹤0.01% |
5,000
-14,197
| -74% | -$1.89M |
|
1895
PUT
Darden Restaurants
DRI
$23.3B
| $733K | ﹤0.01% |
9,300
+1,000
| +12% | +$84.2K |
|
1896
PUT
Veeva Systems
VEEV
$33.1B
| $733K | ﹤0.01% |
+13,000
| New | +$788K |
|
|
CHFN
1897
DELISTED
Charter Financial Corp
CHFN
| $733K | ﹤0.01% |
39,536
-5,063
| -11% | -$88K |
|
|
THR
1898
DELISTED
Thermon Group Holdings
THR
| $732K | ﹤0.01% |
+40,681
| New | +$713K |
|
1899
Ituran Location and Control
ITRN
$1.09B
| $731K | ﹤0.01% |
+20,269
| New | +$660K |
|
|
GOL
1900
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
| $729K | ﹤0.01% |
+86,158
| New | +$582K |
|
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.