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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 | |
|---|---|---|---|---|---|---|
1801
CALL
Williams Companies
WMB
$87.5B
| $885K | ﹤0.01% |
29,500
| – | – |
|
|
RDC
1802
PUT
DELISTED
Rowan Companies Plc
RDC
| $883K | ﹤0.01% |
68,700
-28,400
| -29% | -$305K |
|
|
DSPG
1803
DELISTED
DSP Group Inc
DSPG
| $882K | ﹤0.01% |
67,864
-12,657
| -16% | -$153K |
|
|
AMTD
1804
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $878K | ﹤0.01% |
18,000
-32,000
| -64% | -$1.43M |
|
|
RST
1805
DELISTED
ROSETTA STONE INC
RST
| $875K | ﹤0.01% |
85,725
-46,197
| -35% | -$456K |
|
1806
PUT
Caterpillar
CAT
$375B
| $873K | ﹤0.01% |
7,000
-32,800
| -82% | -$3.78M |
|
1807
CALL
Delta Air Lines
DAL
$57.5B
| $873K | ﹤0.01% |
18,100
-7,900
| -30% | -$394K |
|
1808
TriCo Bancshares
TCBK
$1.84B
| $870K | ﹤0.01% |
21,349
-18,344
| -46% | -$662K |
|
|
BSFT
1809
DELISTED
BroadSoft, Inc.
BSFT
| $867K | ﹤0.01% |
+17,239
| New | +$787K |
|
1810
Northwest Natural Holdings
NWN
$2.06B
| $866K | ﹤0.01% |
13,446
+5,346
| +66% | +$343K |
|
1811
CGI
GIB
$15.1B
| $864K | ﹤0.01% |
16,661
-47,963
| -74% | -$2.46M |
|
|
CSBK
1812
DELISTED
Clifton Bancorp Inc.
CSBK
| $864K | ﹤0.01% |
51,704
-7,746
| -13% | -$126K |
|
1813
Monarch Casino & Resort
MCRI
$2.2B
| $863K | ﹤0.01% |
21,825
-6,912
| -24% | -$233K |
|
1814
Bio-Techne
TECH
$11.2B
| $863K | ﹤0.01% |
28,540
-57,900
| -67% | -$1.72M |
|
1815
Sixth Street Specialty
TSLX
$1.63B
| $861K | ﹤0.01% |
+41,083
| New | +$850K |
|
|
CARO
1816
DELISTED
Carolina Financial Corp.
CARO
| $860K | ﹤0.01% |
23,977
+7,218
| +43% | +$243K |
|
1817
Mine Safety
MSA
$7.35B
| $858K | ﹤0.01% |
10,796
-134,132
| -93% | -$10M |
|
1818
Black Hills Corp
BKH
$5.42B
| $857K | ﹤0.01% |
+12,447
| New | +$864K |
|
1819
PUT
GameStop
GME
$9.75B
| $857K | ﹤0.01% |
166,000
-178,400
| -52% | -$924K |
|
|
AT
1820
DELISTED
Atlantic Power Corporation
AT
| $856K | ﹤0.01% |
349,237
+149,200
| +75% | +$358K |
|
|
ESV
1821
CALL
DELISTED
Ensco Rowan plc
ESV
| $848K | ﹤0.01% |
+35,525
| New | +$709K |
|
1822
Amkor Technology
AMKR
$12.4B
| $846K | ﹤0.01% |
80,192
-488,183
| -86% | -$4.67M |
|
1823
PUT
Ryder
R
$9.83B
| $846K | ﹤0.01% |
10,000
-1,000
| -9% | -$75.7K |
|
1824
Clearway Energy Class C
CWEN
$4.94B
| $841K | ﹤0.01% |
43,568
-107,723
| -71% | -$1.99M |
|
1825
CALL
United Parcel Service
UPS
$88.6B
| $841K | ﹤0.01% |
7,000
+5,000
| +250% | +$568K |
|
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.