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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 | |
|---|---|---|---|---|---|---|
|
OKSB
1201
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $2.4M | 0.01% |
87,085
-2,866
| -3% | -$73.6K |
|
|
RDC
1202
DELISTED
Rowan Companies Plc
RDC
| $2.4M | 0.01% |
186,642
-369,752
| -66% | -$3.97M |
|
1203
Tronox
TROX
$943M
| $2.39M | 0.01% |
113,359
+95,171
| +523% | +$1.89M |
|
1204
Caesarstone
CSTE
$69.8M
| $2.39M | 0.01% |
80,129
-8,235
| -9% | -$258K |
|
1205
CALL
Oneok
OKE
$56.1B
| $2.39M | 0.01% |
43,100
-19,900
| -32% | -$1.08M |
|
1206
CALL
Salesforce
CRM
$149B
| $2.38M | 0.01% |
25,500
-64,400
| -72% | -$5.92M |
|
|
1207
RTX Corp
RTX
$286B
| $2.37M | 0.01% |
32,460
-2,115,790
| -98% | -$157M |
|
1208
PUT
Phillips 66
PSX
$84.2B
| $2.35M | 0.01% |
25,700
-9,100
| -26% | -$771K |
|
1209
PUT
Corpay
CPAY
$25.1B
| $2.35M | 0.01% |
15,200
+9,200
| +153% | +$1.35M |
|
1210
CALL
Cal-Maine
CALM
$4.05B
| $2.35M | 0.01% |
+57,200
| New | +$2.14M |
|
1211
Modine Manufacturing
MOD
$10.4B
| $2.35M | 0.01% |
121,979
-102,454
| -46% | -$1.72M |
|
|
LTC
1212
LTC Properties
LTC
$2.04B
| $2.34M | 0.01% |
49,836
-26,578
| -35% | -$1.31M |
|
1213
Sumitomo Mitsui Financial
SMFG
$164B
| $2.33M | 0.01% |
302,795
-553,288
| -65% | -$4.22M |
|
|
ZAYO
1214
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $2.33M | 0.01% |
+67,773
| New | +$2.25M |
|
|
FGL
1215
DELISTED
Fidelity & Guaranty Life
FGL
| $2.33M | 0.01% |
75,100
| – | – |
|
|
OME
1216
DELISTED
Omega Protein
OME
| $2.33M | 0.01% |
139,668
+21,101
| +18% | +$343K |
|
1217
Oxford Square Capital
OXSQ
$160M
| $2.32M | 0.01% |
339,158
-21,400
| -6% | -$144K |
|
|
CPN
1218
DELISTED
Calpine Corporation
CPN
| $2.32M | 0.01% |
157,413
+63,678
| +68% | +$909K |
|
|
IXYS
1219
DELISTED
IXYS Corp
IXYS
| $2.32M | 0.01% |
97,908
-137,070
| -58% | -$2.6M |
|
1220
CALL
Toll Brothers
TOL
$13.8B
| $2.32M | 0.01% |
55,900
+5,000
| +10% | +$197K |
|
|
1221
PUT
Salesforce
CRM
$149B
| $2.31M | 0.01% |
24,700
-35,600
| -59% | -$3.28M |
|
|
ANH
1222
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $2.3M | 0.01% |
383,338
-81,075
| -17% | -$491K |
|
|
BRKL
1223
DELISTED
Brookline Bancorp
BRKL
| $2.3M | 0.01% |
148,612
+113,601
| +324% | +$1.65M |
|
1224
CALL
TAL Education Group
TAL
$6.85B
| $2.29M | 0.01% |
68,000
-124,000
| -65% | -$3.49M |
|
|
WFT
1225
CALL
DELISTED
Weatherford International plc
WFT
| $2.29M | 0.01% |
500,400
+404,400
| +421% | +$1.67M |
|
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.