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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
CLNE icon
2776
Clean Energy Fuels
CLNE
$375M
-16,300
Closed -$41K
CMA
2777
CALL
DELISTED
Comerica
CMA
-43,900
Closed -$3.21M
CMG icon
2778
Chipotle Mexican Grill
CMG
$43.5B
-10,705,850
Closed -$72.1M
CMI icon
2779
CALL
Cummins
CMI
$73.4B
-12,000
Closed -$1.95M
CMTL icon
2780
Comtech Telecommunications
CMTL
$43.7M
-202,845
Closed -$3.85M
CNO icon
2781
CNO Financial Group
CNO
$5.2B
-219,195
Closed -$4.58M
CNP icon
2782
CALL
CenterPoint Energy
CNP
$25.3B
-30,500
Closed -$835K
CNP icon
2783
PUT
CenterPoint Energy
CNP
$25.3B
-129,800
Closed -$3.55M
CNS icon
2784
Cohen & Steers
CNS
$3.71B
-19,578
Closed -$794K
COLM icon
2785
Columbia Sportswear
COLM
$2.96B
-17,036
Closed -$989K
COP icon
2786
ConocoPhillips
COP
$161B
-27,378
Closed -$1.23M
COTY icon
2787
CALL
Coty
COTY
$2.35B
-30,200
Closed -$567K
COTY icon
2788
PUT
Coty
COTY
$2.35B
-35,900
Closed -$673K
CSGS
2789
DELISTED
CSG Systems International
CSGS
-41,911
Closed -$1.7M
CSR
2790
Centerspace
CSR
$969M
-4,596
Closed -$285K
CSW
2791
CSW Industrials
CSW
$4.73B
-31,434
Closed -$1.22M
CTAS icon
2792
CALL
Cintas
CTAS
$80.3B
-24,000
Closed -$756K
CTAS icon
2793
PUT
Cintas
CTAS
$80.3B
-16,000
Closed -$504K
CTBI icon
2794
Community Trust Bancorp
CTBI
$1.4B
-15,282
Closed -$669K
CTS icon
2795
CTS Corp
CTS
$1.65B
-14,506
Closed -$313K
CUK
2796
DELISTED
Carnival PLC
CUK
-42,866
Closed -$2.83M
CULP icon
2797
Culp Inc
CULP
$46.9M
-17,483
Closed -$568K
CVBF icon
2798
CVB Financial
CVBF
$4.05B
-78,294
Closed -$1.76M
CVE icon
2799
Cenovus Energy
CVE
$60.9B
-2,519,167
Closed -$18.6M
CVGW
2800
DELISTED
Calavo Growers
CVGW
-40,344
Closed -$2.79M

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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.