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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 | |
|---|---|---|---|---|---|---|
1176
Allison Transmission
ALSN
$9.57B
| $2.51M | 0.01% |
66,954
-794,387
| -92% | -$28.9M |
|
|
BNY
1177
CALL
Bank of New York Mellon
BNY
$106B
| $2.51M | 0.01% |
+47,400
| New | +$2.49M |
|
|
CTRA
1178
CALL
DELISTED
Coterra Energy
CTRA
| $2.5M | 0.01% |
93,600
+5,400
| +6% | +$137K |
|
1179
PUT
Kohl's
KSS
$2.21B
| $2.49M | 0.01% |
54,600
+15,600
| +40% | +$640K |
|
1180
Renasant Corp
RNST
$3.96B
| $2.49M | 0.01% |
57,998
+53,320
| +1,140% | +$2.2M |
|
1181
CytomX Therapeutics
CTMX
$714M
| $2.49M | 0.01% |
+136,861
| New | +$2.14M |
|
1182
PUT
TAL Education Group
TAL
$6.85B
| $2.47M | 0.01% |
73,300
-108,500
| -60% | -$3.06M |
|
|
DX
1183
Dynex Capital
DX
$3.18B
| $2.47M | 0.01% |
113,218
-188
| -0.2% | -$3.98K |
|
|
VSI
1184
DELISTED
Vitamin Shoppe Inc.
VSI
| $2.45M | 0.01% |
458,689
+314,923
| +219% | +$2.43M |
|
|
TAST
1185
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $2.45M | 0.01% |
225,002
+82,649
| +58% | +$960K |
|
|
GOLD
1186
DELISTED
Randgold Resources Ltd
GOLD
| $2.45M | 0.01% |
25,120
+21,212
| +543% | +$2.04M |
|
1187
CALL
Paychex
PAYX
$41.4B
| $2.45M | 0.01% |
+40,900
| New | +$2.34M |
|
|
FPO
1188
DELISTED
First Potomac Realty Trust
FPO
| $2.45M | 0.01% |
220,131
+115,039
| +109% | +$1.28M |
|
|
DNKN
1189
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $2.45M | 0.01% |
46,100
+2,500
| +6% | +$133K |
|
|
HRG
1190
DELISTED
HRG Group, Inc.
HRG
| $2.45M | 0.01% |
156,721
-190,132
| -55% | -$3.07M |
|
|
HCCI
1191
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
| $2.44M | 0.01% |
112,027
+63,019
| +129% | +$1.17M |
|
1192
CALL
TJX Companies
TJX
$176B
| $2.43M | 0.01% |
66,000
+19,600
| +42% | +$698K |
|
|
REN
1193
PUT
DELISTED
Resolute Energy Corporaton
REN
| $2.43M | 0.01% |
81,900
+8,200
| +11% | +$243K |
|
1194
Allegion
ALLE
$13.4B
| $2.43M | 0.01% |
28,117
-88,353
| -76% | -$7.14M |
|
1195
CarMax
KMX
$8.33B
| $2.43M | 0.01% |
+32,060
| New | +$2.14M |
|
1196
MSC Industrial Direct
MSM
$6.78B
| $2.42M | 0.01% |
+32,030
| New | +$2.32M |
|
1197
PUT
Analog Devices
ADI
$179B
| $2.41M | 0.01% |
+28,000
| New | +$2.26M |
|
1198
Skywest
SKYW
$4.29B
| $2.41M | 0.01% |
+54,812
| New | +$2.05M |
|
1199
PUT
Automatic Data Processing
ADP
$105B
| $2.4M | 0.01% |
+22,000
| New | +$2.36M |
|
1200
Koppers
KOP
$942M
| $2.4M | 0.01% |
52,012
+44,062
| +554% | +$1.71M |
|
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.