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Two Sigma Investments

Two Sigma Investments Portfolio holdings

AUM $138B
1-Year Est. Return 41.87%
This Fund
S&P 500
This Quarter Est. Return
+8.45%
1 Year Est. Return
+41.87%
3 Year Est. Return
+122.61%
5 Year Est. Return
+129.48%
10 Year Est. Return
+649.67%
AUM
$28.2B
AUM Growth
+$570M
Cap. Flow
-$264M
Cap. Flow %
-0.93%
Top 10 Hldgs %
6.55%
Holding
3,509
New
608
Increased
949
Reduced
1,107
Closed
828

Sector Composition

Rank Sector Weight
1 Miscellaneous 14.56%
2 Technology 12.12%
3 Consumer Discretionary 11.02%
4 Industrials 10.63%
5 Healthcare 9.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
ALK icon
2701
CALL
Alaska Air
ALK
$4.38B
-15,600
Closed -$1.4M
ALK icon
2702
PUT
Alaska Air
ALK
$4.38B
-28,000
Closed -$2.51M
ALKS icon
2703
Alkermes
ALKS
$7.73B
-48,757
Closed -$2.61M
ALLY icon
2704
PUT
Ally Financial
ALLY
$12.4B
-12,000
Closed -$251K
ALTO icon
2705
Alto Ingredients
ALTO
$309M
-29,396
Closed -$184K
AMED
2706
DELISTED
Amedisys
AMED
-32,838
Closed -$2.06M
AMP icon
2707
CALL
Ameriprise Financial
AMP
$47.7B
-17,000
Closed -$2.16M
AMWD
2708
DELISTED
American Woodmark
AMWD
-6,500
Closed -$621K
AMZN icon
2709
CALL
Amazon
AMZN
$2.66T
-100,000
Closed -$4.84M
AMZN icon
2710
PUT
Amazon
AMZN
$2.66T
-80,000
Closed -$3.87M
AN icon
2711
CALL
AutoNation
AN
$6.49B
-16,100
Closed -$679K
AN icon
2712
PUT
AutoNation
AN
$6.49B
-29,900
Closed -$1.26M
ANF icon
2713
CALL
Abercrombie & Fitch
ANF
$5.96B
-15,000
Closed -$187K
AON icon
2714
PUT
Aon
AON
$64B
-19,000
Closed -$2.53M
APA icon
2715
APA Corp
APA
$15.8B
-33,997
Closed -$1.5M
APD icon
2716
CALL
Air Products & Chemicals
APD
$63.8B
-2,400
Closed -$343K
APD icon
2717
PUT
Air Products & Chemicals
APD
$63.8B
-4,000
Closed -$572K
AR icon
2718
Antero Resources
AR
$11.1B
-264,058
Closed -$5.32M
ARCB icon
2719
ArcBest
ARCB
$2.9B
-29,632
Closed -$610K
ARCT icon
2720
Arcturus Therapeutics
ARCT
$436M
-3,186
Closed -$25K
ARMK icon
2721
Aramark
ARMK
$15.3B
-1,572,778
Closed -$46.5M
ATR icon
2722
AptarGroup
ATR
$7.86B
-36,098
Closed -$3.13M
AU icon
2723
CALL
AngloGold Ashanti
AU
$50.3B
-15,000
Closed -$146K
AVAL icon
2724
Grupo Aval
AVAL
$6.26B
-61,191
Closed -$507K
AVB
2725
CALL
DELISTED
AvalonBay Communities
AVB
-3,400
Closed -$653K

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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's Q3 2017 filing shows 608 new, 949 increased, 1,107 reduced and 828 closed positions. Its largest new stake was Scripps Networks Interactive, Inc Common Class A: 1,645,813 shares worth $141M. The largest sale was Meta Platforms (Facebook), an estimated $192M.

By sector, the portfolio is most concentrated in Miscellaneous at 15% of assets, up from 14% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.