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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
PAAS icon
3076
PUT
Pan American Silver
PAAS
$20.1B
-99,000
Closed -$1.67M
PANW icon
3077
CALL
Palo Alto Networks
PANW
$307B
-12,000
Closed -$268K
PAYC icon
3078
Paycom
PAYC
$10.2B
-48,267
Closed -$3.3M
PBF icon
3079
CALL
PBF Energy
PBF
$8.86B
-193,400
Closed -$4.3M
PEBO icon
3080
Peoples Bancorp
PEBO
$1.44B
-7,660
Closed -$246K
PEG icon
3081
CALL
Public Service Enterprise Group
PEG
$35.1B
-41,600
Closed -$1.79M
PEG icon
3082
PUT
Public Service Enterprise Group
PEG
$35.1B
-39,400
Closed -$1.7M
PEP icon
3083
PepsiCo
PEP
$185B
-402,762
Closed -$46.5M
PETS icon
3084
PetMed Express
PETS
$35.1M
-176,015
Closed -$7.15M
PFG icon
3085
Principal Financial Group
PFG
$25.3B
-29,959
Closed -$1.92M
PFSI icon
3086
PennyMac Financial
PFSI
$3.54B
-28,501
Closed -$476K
PH icon
3087
PUT
Parker-Hannifin
PH
$117B
-2,000
Closed -$320K
PHM icon
3088
Pultegroup
PHM
$22.8B
-192,001
Closed -$4.86M
PII icon
3089
CALL
Polaris
PII
$3.29B
-64,400
Closed -$5.94M
PII icon
3090
PUT
Polaris
PII
$3.29B
-70,600
Closed -$6.51M
PJT icon
3091
PJT Partners
PJT
$3.97B
-13,985
Closed -$562K
PKG icon
3092
CALL
Packaging Corp of America
PKG
$20.6B
-4,000
Closed -$446K
PKG icon
3093
PUT
Packaging Corp of America
PKG
$20.6B
-7,000
Closed -$780K
PKOH icon
3094
Park-Ohio Holdings
PKOH
$652M
-21,331
Closed -$813K
PNC icon
3095
PNC Financial Services
PNC
$96.1B
-56,732
Closed -$7.28M
POWI icon
3096
Power Integrations
POWI
$2.7B
-6,200
Closed -$226K
PRA
3097
DELISTED
ProAssurance
PRA
-37,314
Closed -$2.27M
PRAA icon
3098
PRA Group
PRAA
$726M
-83,792
Closed -$3.18M
PRGO icon
3099
CALL
Perrigo
PRGO
$1.88B
-15,000
Closed -$1.13M
PRGO icon
3100
PUT
Perrigo
PRGO
$1.88B
-21,000
Closed -$1.59M

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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.