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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
AD
2551
Array Digital Infrastructure
AD
$3.28B
$220K ﹤0.01%
6,201
-29,624
-83% -$1.12M
CCRC
2552
DELISTED
China Customer Relations Centers, Inc
CCRC
$220K ﹤0.01%
+13,095
New +$203K
LOGM
2553
CALL
DELISTED
LogMein, Inc.
LOGM
$220K ﹤0.01%
2,000
LOGM
2554
PUT
DELISTED
LogMein, Inc.
LOGM
$220K ﹤0.01%
+2,000
New +$224K
SVU
2555
CALL
DELISTED
SUPERVALU Inc.
SVU
$220K ﹤0.01%
+10,100
New +$224K
SYF icon
2556
CALL
Synchrony
SYF
$24.4B
$217K ﹤0.01%
+7,000
New +$209K
GPOR
2557
PUT
DELISTED
Gulfport Energy Corp.
GPOR
$217K ﹤0.01%
15,100
-71,300
-83% -$926K
DCOM icon
2558
Dime Commercial Bancshares
DCOM
$1.79B
$215K ﹤0.01%
6,347
-19,277
-75% -$618K
PBYI icon
2559
Puma Biotechnology
PBYI
$485M
$214K ﹤0.01%
+1,786
New +$166K
NSLR
2560
Neostellar Capital Corp
NSLR
$211M
$214K ﹤0.01%
+47,188
New +$180K
UAA icon
2561
PUT
Under Armour
UAA
$2.15B
$214K ﹤0.01%
13,000
-105,000
-89% -$1.93M
ALV icon
2562
Autoliv
ALV
$8.49B
$213K ﹤0.01%
2,389
-8,515
-78% -$691K
FLS icon
2563
PUT
Flowserve
FLS
$9.19B
$213K ﹤0.01%
+5,000
New +$210K
XOMA
2564
DELISTED
Xoma
XOMA
$213K ﹤0.01%
+10,849
New +$121K
KLAC icon
2565
CALL
KLA
KLAC
$219B
$212K ﹤0.01%
+20,000
New +$191K
QRVO icon
2566
PUT
Qorvo
QRVO
$10.1B
$212K ﹤0.01%
+3,000
New +$209K
IMOS
2567
ChipMOS TECHNOLOGIES
IMOS
$1.9B
$211K ﹤0.01%
9,254
-74,546
-89% -$1.65M
IYE icon
2568
iShares US Energy ETF
IYE
$1.85B
$211K ﹤0.01%
+5,632
New +$200K
GRUB
2569
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$211K ﹤0.01%
+2,000
New +$205K
GRUB
2570
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$211K ﹤0.01%
+2,000
New +$205K
SJM icon
2571
PUT
J.M. Smucker
SJM
$13.2B
$210K ﹤0.01%
2,000
-7,000
-78% -$800K
V icon
2572
CALL
Visa
V
$693B
$210K ﹤0.01%
2,000
-104,700
-98% -$10.6M
AVID
2573
DELISTED
Avid Technology Inc
AVID
$209K ﹤0.01%
46,000
-46,200
-50% -$219K
BBWI icon
2574
PUT
Bath & Body Works
BBWI
$3.37B
$208K ﹤0.01%
6,185
-17,689
-74% -$594K
PI icon
2575
CALL
Impinj
PI
$5.43B
$208K ﹤0.01%
+5,000
New +$210K

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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.