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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
EBAY icon
2826
PUT
eBay
EBAY
$48.1B
-60,600
Closed -$2.12M
EBF icon
2827
Ennis
EBF
$539M
-45,576
Closed -$871K
EBS icon
2828
Emergent Biosolutions
EBS
$326M
-56,240
Closed -$1.91M
ECL icon
2829
CALL
Ecolab
ECL
$77B
-4,400
Closed -$584K
ECL icon
2830
PUT
Ecolab
ECL
$77B
-28,100
Closed -$3.73M
ED icon
2831
CALL
Consolidated Edison
ED
$38.9B
-63,400
Closed -$5.12M
ED icon
2832
PUT
Consolidated Edison
ED
$38.9B
-190,900
Closed -$15.4M
EEM icon
2833
iShares MSCI Emerging Markets ETF
EEM
$30.6B
-176,820
Closed -$7.32M
EHC icon
2834
Encompass Health
EHC
$12B
-122,467
Closed -$4.72M
EIG icon
2835
Employers Holdings
EIG
$896M
-14,356
Closed -$607K
EIX icon
2836
PUT
Edison International
EIX
$21B
-154,900
Closed -$12.1M
EL icon
2837
PUT
Estee Lauder
EL
$34.8B
-3,000
Closed -$288K
ELME
2838
Elme Communities
ELME
$148M
-7,294
Closed -$233K
ELS icon
2839
Equity Lifestyle Properties
ELS
$11.9B
-9,494
Closed -$410K
EMN icon
2840
Eastman Chemical
EMN
$7.53B
-253,958
Closed -$21.3M
EMR icon
2841
Emerson Electric
EMR
$82B
-522,674
Closed -$31.5M
ENB icon
2842
Enbridge
ENB
$106B
-118,433
Closed -$4.82M
ENR icon
2843
Energizer
ENR
$1.4B
-161,824
Closed -$7.77M
ENSG icon
2844
The Ensign Group
ENSG
$10.1B
-54,282
Closed -$1.1M
EPAM icon
2845
EPAM Systems
EPAM
$6.37B
-116,700
Closed -$9.81M
VMRK
2846
CALL
Vivmark Residential
VMRK
$50.8B
-11,500
Closed -$757K
VMRK
2847
Vivmark Residential
VMRK
$50.8B
-383,206
Closed -$25.2M
VMRK
2848
PUT
Vivmark Residential
VMRK
$50.8B
-120,000
Closed -$7.9M
ES icon
2849
PUT
Eversource Energy
ES
$25.3B
-3,300
Closed -$200K
ESPR
2850
DELISTED
Esperion Therapeutics
ESPR
-69,877
Closed -$3.23M

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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.