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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
MT icon
3026
ArcelorMittal
MT
$55.2B
-36,312
Closed -$825K
MTDR icon
3027
Matador Resources
MTDR
$7.82B
-15,143
Closed -$360K
MTG icon
3028
MGIC Investment
MTG
$6.14B
-92,747
Closed -$1.04M
MTH icon
3029
Meritage Homes
MTH
$4.29B
-24,918
Closed -$526K
MTN icon
3030
CALL
Vail Resorts
MTN
$4.92B
-2,300
Closed -$467K
MTN icon
3031
PUT
Vail Resorts
MTN
$4.92B
-3,000
Closed -$608K
MTSI icon
3032
PUT
MACOM Technology Solutions
MTSI
$18.3B
-4,400
Closed -$245K
MUFG icon
3033
Mitsubishi UFJ Financial
MUFG
$267B
-16,492
Closed -$111K
MUSA icon
3034
Murphy USA
MUSA
$9.67B
-21,647
Closed -$1.6M
MYGN icon
3035
Myriad Genetics
MYGN
$371M
-249,721
Closed -$6.45M
NCLH icon
3036
Norwegian Cruise Line
NCLH
$6.56B
-667,370
Closed -$36.2M
NDAQ icon
3037
CALL
Nasdaq
NDAQ
$49.9B
-12,000
Closed -$286K
NDAQ icon
3038
PUT
Nasdaq
NDAQ
$49.9B
-36,000
Closed -$858K
NDSN icon
3039
Nordson
NDSN
$17.2B
-10,085
Closed -$1.22M
NEE icon
3040
CALL
NextEra Energy
NEE
$169B
-96,000
Closed -$3.36M
NEE icon
3041
PUT
NextEra Energy
NEE
$169B
-61,200
Closed -$2.14M
NI icon
3042
CALL
NiSource
NI
$19.5B
-168,600
Closed -$4.28M
NI icon
3043
PUT
NiSource
NI
$19.5B
-172,000
Closed -$4.36M
NKTR icon
3044
Nektar Therapeutics
NKTR
$2.28B
-2,955
Closed -$924K
NLY icon
3045
PUT
Annaly Capital Management
NLY
$16.1B
-68,050
Closed -$3.28M
NMFC icon
3046
New Mountain Finance
NMFC
$682M
-14,518
Closed -$211K
NNBR icon
3047
NN Inc
NNBR
$272M
-100,971
Closed -$2.77M
NOAH
3048
Noah Holdings
NOAH
$559M
-7,569
Closed -$217K
NOC icon
3049
CALL
Northrop Grumman
NOC
$75.5B
-16,000
Closed -$4.11M
NOC icon
3050
PUT
Northrop Grumman
NOC
$75.5B
-23,000
Closed -$5.9M

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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.