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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
AVB
2726
PUT
DELISTED
AvalonBay Communities
AVB
-62,400
Closed -$12M
AVNT icon
2727
Avient
AVNT
$3.75B
-48,674
Closed -$1.89M
AXON
2728
CALL
Axon Enterprise
AXON
$38.1B
-25,000
Closed -$629K
AXON
2729
PUT
Axon Enterprise
AXON
$38.1B
-17,000
Closed -$427K
AXP icon
2730
CALL
American Express
AXP
$211B
-9,000
Closed -$758K
AXP icon
2731
PUT
American Express
AXP
$211B
-11,000
Closed -$927K
AXTA icon
2732
Axalta
AXTA
$7.13B
-273,531
Closed -$8.76M
AZN icon
2733
AstraZeneca
AZN
$252B
-196,549
Closed -$13.4M
BALL icon
2734
Ball Corp
BALL
$16.2B
-98,265
Closed -$4.15M
BANR icon
2735
Banner Corp
BANR
$2.61B
-17,919
Closed -$1.01M
BB icon
2736
CALL
BlackBerry
BB
$4.48B
-35,100
Closed -$351K
BB icon
2737
PUT
BlackBerry
BB
$4.48B
-27,400
Closed -$274K
BBSI icon
2738
Barrett Business Services
BBSI
$831M
-25,104
Closed -$360K
BBWI icon
2739
CALL
Bath & Body Works
BBWI
$3.38B
-23,503
Closed -$1.02M
BFAM icon
2740
Bright Horizons
BFAM
$3.34B
-32,709
Closed -$2.52M
BFH icon
2741
Bread Financial
BFH
$4.14B
-31,399
Closed -$6.43M
BHC icon
2742
Bausch Health
BHC
$2.13B
-712,674
Closed -$12.3M
BHE icon
2743
Benchmark Electronics
BHE
$2.65B
-15,343
Closed -$496K
BMI icon
2744
Badger Meter
BMI
$3.65B
-5,068
Closed -$202K
BMRN icon
2745
BioMarin Pharmaceuticals
BMRN
$12.5B
-49,039
Closed -$4.45M
BOOT icon
2746
Boot Barn
BOOT
$3.72B
-18,632
Closed -$132K
BRO icon
2747
Brown & Brown
BRO
$22B
-105,248
Closed -$2.27M
BTI icon
2748
British American Tobacco
BTI
$121B
-263,287
Closed -$18M
BUSE icon
2749
First Busey Corp
BUSE
$2.5B
-42,813
Closed -$1.25M
BW icon
2750
Babcock & Wilcox
BW
$1.01B
-3,119
Closed -$367K

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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.