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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 | |
|---|---|---|---|---|---|---|
1
Home Depot
HD
$332B
| $202M | 0.72% |
1,237,953
+50,480
| +4% | +$7.74M |
|
2
Lowe's Companies
LOW
$116B
| $202M | 0.71% |
2,521,457
+44,700
| +2% | +$3.42M |
|
3
McDonald's
MCD
$188B
| $201M | 0.71% |
1,281,525
+7,284
| +0.6% | +$1.14M |
|
4
Micron Technology
MU
$1.04T
| $193M | 0.68% |
4,905,984
+3,799,663
| +343% | +$120M |
|
5
Boeing
BA
$165B
| $183M | 0.65% |
720,505
-119,262
| -14% | -$27.8M |
|
6
Mondelez International
MDLZ
$77.7B
| $178M | 0.63% |
4,384,718
+1,400,111
| +47% | +$59.5M |
|
7
Caterpillar
CAT
$409B
| $175M | 0.62% |
1,404,696
+634,124
| +82% | +$73M |
|
|
8
Kroger
KR
$34.8B
| $175M | 0.62% |
8,710,226
+8,288,776
| +1,967% | +$187M |
|
9
Target
TGT
$62.1B
| $169M | 0.6% |
2,870,130
+2,086,985
| +266% | +$117M |
|
10
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $168M | 0.6% |
752,400
+432,850
| +135% | +$94.7M |
|
11
Air Products & Chemicals
APD
$66.3B
| $166M | 0.59% |
1,096,333
+532,142
| +94% | +$78M |
|
|
TWX
12
DELISTED
Time Warner Inc
TWX
| $163M | 0.58% |
1,592,974
-25,313
| -2% | -$2.57M |
|
13
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $163M | 0.58% |
648,398
-16,403
| -2% | -$4.04M |
|
|
14
Occidental Petroleum
OXY
$57B
| $161M | 0.57% |
2,512,237
+2,386,866
| +1,904% | +$145M |
|
15
Union Pacific
UNP
$183B
| $160M | 0.57% |
1,377,315
-2,867
| -0.2% | -$307K |
|
16
Philip Morris
PM
$301B
| $156M | 0.55% |
1,403,389
+74,189
| +6% | +$8.63M |
|
17
DuPont de Nemours
DD
$18.6B
| $155M | 0.55% |
883,928
-277,383
| -24% | -$46.3M |
|
18
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $154M | 0.55% |
2,860,703
+1,793,758
| +168% | +$98.6M |
|
19
Citigroup
C
$222B
| $154M | 0.54% |
2,110,667
-545,699
| -21% | -$37.3M |
|
20
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
| $152M | 0.54% |
5,740,142
+3,425,142
| +148% | +$91.9M |
|
21
US Bancorp
USB
$99.6B
| $150M | 0.53% |
2,800,287
-465,526
| -14% | -$24.4M |
|
22
Lockheed Martin
LMT
$134B
| $150M | 0.53% |
483,054
+418,227
| +645% | +$125M |
|
23
Wells Fargo
WFC
$261B
| $149M | 0.53% |
2,700,019
-675,600
| -20% | -$35.9M |
|
24
American Tower
AMT
$77.7B
| $149M | 0.53% |
1,089,112
+139,332
| +15% | +$19.4M |
|
25
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $149M | 0.53% |
1,818,550
+1,598,770
| +727% | +$128M |
|
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.