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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
ESS icon
2851
CALL
Essex Property Trust
ESS
$17.7B
-11,500
Closed -$2.96M
ESS icon
2852
Essex Property Trust
ESS
$17.7B
-6,385
Closed -$1.64M
ESS icon
2853
PUT
Essex Property Trust
ESS
$17.7B
-13,000
Closed -$3.35M
EVH icon
2854
Evolent Health
EVH
$423M
-123,271
Closed -$3.13M
EXC icon
2855
CALL
Exelon
EXC
$43.5B
-473,455
Closed -$12.2M
EXC icon
2856
PUT
Exelon
EXC
$43.5B
-746,565
Closed -$19.2M
EXP icon
2857
CALL
Eagle Materials
EXP
$5.59B
-9,000
Closed -$832K
EXP icon
2858
Eagle Materials
EXP
$5.59B
-44,918
Closed -$4.15M
EXP icon
2859
PUT
Eagle Materials
EXP
$5.59B
-11,000
Closed -$1.02M
EXPO icon
2860
Exponent
EXPO
$3.2B
-30,044
Closed -$876K
F icon
2861
CALL
Ford
F
$53.8B
-135,500
Closed -$1.52M
F icon
2862
PUT
Ford
F
$53.8B
-170,400
Closed -$1.91M
FARO
2863
DELISTED
Faro Technologies
FARO
-13,022
Closed -$492K
FAS icon
2864
Direxion Daily Financial Bull 3x ETF
FAS
$2.18B
-198,470
Closed -$9.8M
FBNC icon
2865
First Bancorp
FBNC
$2.65B
-18,200
Closed -$569K
FCN icon
2866
FTI Consulting
FCN
$4.06B
-5,790
Closed -$202K
FCPT icon
2867
Four Corners Property Trust
FCPT
$2.58B
-61,300
Closed -$1.54M
FCX icon
2868
CALL
Freeport-McMoran
FCX
$99.6B
-1,186,000
Closed -$14.2M
FF icon
2869
Future Fuel
FF
$245M
-41,156
Closed -$621K
FFIN icon
2870
First Financial Bankshares
FFIN
$4.82B
-28,438
Closed -$628K
FHI icon
2871
Federated Hermes
FHI
$4.35B
-108,193
Closed -$3.06M
FIVE icon
2872
Five Below
FIVE
$13B
-18,924
Closed -$926K
FIX icon
2873
Comfort Systems
FIX
$55.5B
-7,200
Closed -$267K
FLIC
2874
DELISTED
First of Long Island Corp
FLIC
-8,897
Closed -$254K
FLR icon
2875
CALL
Fluor
FLR
$7.23B
-28,000
Closed -$1.28M

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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.