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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
MA icon
3001
PUT
Mastercard
MA
$502B
-11,100
Closed -$1.35M
MAN icon
3002
ManpowerGroup
MAN
$2.72B
-3,641
Closed -$407K
MAR icon
3003
CALL
Marriott International
MAR
$87.9B
-7,000
Closed -$702K
MAR icon
3004
Marriott International
MAR
$87.9B
-368,867
Closed -$37M
MAR icon
3005
PUT
Marriott International
MAR
$87.9B
-9,000
Closed -$903K
MAT icon
3006
Mattel
MAT
$3.83B
-2,835,122
Closed -$61M
MCK icon
3007
CALL
McKesson
MCK
$105B
-9,100
Closed -$1.5M
MCK icon
3008
PUT
McKesson
MCK
$105B
-11,000
Closed -$1.81M
MCO icon
3009
Moody's
MCO
$80.9B
-15,998
Closed -$1.95M
MEOH icon
3010
CALL
Methanex
MEOH
$4.99B
-56,100
Closed -$2.47M
MEOH icon
3011
PUT
Methanex
MEOH
$4.99B
-46,000
Closed -$2.03M
MET icon
3012
MetLife
MET
$62.4B
-173,192
Closed -$8.43M
MG icon
3013
Mistras Group
MG
$626M
-12,222
Closed -$269K
MGM icon
3014
MGM Resorts International
MGM
$9.87B
-4,596,979
Closed -$148M
MGNX icon
3015
MacroGenics
MGNX
$257M
-18,898
Closed -$331K
MGRC icon
3016
McGrath RentCorp
MGRC
$2.71B
-43,974
Closed -$1.52M
MHK icon
3017
CALL
Mohawk Industries
MHK
$8.74B
-7,400
Closed -$1.79M
MHK icon
3018
PUT
Mohawk Industries
MHK
$8.74B
-9,400
Closed -$2.27M
MHO icon
3019
M/I Homes
MHO
$3.6B
-29,456
Closed -$841K
MIDD icon
3020
CALL
Middleby
MIDD
$5.02B
-4,000
Closed -$486K
MIDD icon
3021
PUT
Middleby
MIDD
$5.02B
-3,000
Closed -$365K
MRSH
3022
Marsh
MRSH
$85.8B
-231,348
Closed -$18M
CALY
3023
Callaway Golf Company
CALY
$2.69B
-255,076
Closed -$3.26M
MOH icon
3024
Molina Healthcare
MOH
$10.8B
-102,467
Closed -$7.09M
MRK icon
3025
CALL
Merck
MRK
$355B
-38,671
Closed -$2.37M

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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.