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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
FN icon
2876
Fabrinet
FN
$13.4B
-14,692
Closed -$627K
FND icon
2877
Floor & Decor
FND
$4.91B
-76,766
Closed -$3.01M
FNV icon
2878
CALL
Franco-Nevada
FNV
$50.7B
-6,000
Closed -$433K
FNV icon
2879
PUT
Franco-Nevada
FNV
$50.7B
-6,000
Closed -$433K
FORM icon
2880
FormFactor
FORM
$7.94B
-178,411
Closed -$2.21M
FSLR icon
2881
First Solar
FSLR
$21.7B
-1,451,054
Closed -$67.3M
FSM icon
2882
Fortuna Silver Mines
FSM
$3.44B
-88,417
Closed -$433K
FSS icon
2883
Federal Signal
FSS
$6.9B
-62,477
Closed -$1.08M
FTI icon
2884
PUT
TechnipFMC
FTI
$29.4B
-13,037
Closed -$264K
FTNT icon
2885
CALL
Fortinet
FTNT
$126B
-52,000
Closed -$389K
FTNT icon
2886
PUT
Fortinet
FTNT
$126B
-31,000
Closed -$232K
FXI icon
2887
iShares China Large-Cap ETF
FXI
$4.1B
-17,150
Closed -$735K
GABC icon
2888
German American Bancorp
GABC
$1.87B
-14,919
Closed -$509K
TDAY
2889
USA Today Co
TDAY
$966M
-83,382
Closed -$1.12M
GD icon
2890
CALL
General Dynamics
GD
$97B
-10,800
Closed -$2.14M
GDEN
2891
DELISTED
Golden Entertainment
GDEN
-11,252
Closed -$233K
GEO icon
2892
CALL
The GEO Group
GEO
$4.11B
-7,000
Closed -$207K
GEO icon
2893
PUT
The GEO Group
GEO
$4.11B
-8,000
Closed -$237K
GFI icon
2894
Gold Fields
GFI
$38.2B
-372,700
Closed -$1.3M
GIFI
2895
DELISTED
Gulf Island Fabrication
GIFI
-19,951
Closed -$231K
GIL icon
2896
Gildan
GIL
$8.5B
-9,901
Closed -$304K
GM icon
2897
PUT
General Motors
GM
$74.9B
-229,500
Closed -$8.02M
GMED icon
2898
Globus Medical
GMED
$10B
-18,085
Closed -$600K
GNTX icon
2899
Gentex
GNTX
$4.72B
-320,852
Closed -$6.09M
GOOS
2900
Canada Goose Holdings
GOOS
$724M
-311,945
Closed -$6.16M

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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.