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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
RTX icon
3126
CALL
RTX Corp
RTX
$263B
-15,890
Closed -$1.22M
RUN icon
3127
Sunrun
RUN
$2.02B
-203,857
Closed -$1.45M
RY icon
3128
CALL
Royal Bank of Canada
RY
$283B
-4,000
Closed -$290K
RY icon
3129
PUT
Royal Bank of Canada
RY
$283B
-9,000
Closed -$653K
SAIC icon
3130
Saic
SAIC
$5.6B
-6,300
Closed -$437K
SBGI icon
3131
Sinclair Inc
SBGI
$1.02B
-787,094
Closed -$24.7M
SBUX icon
3132
CALL
Starbucks
SBUX
$110B
-33,900
Closed -$1.98M
SCSC icon
3133
Scansource
SCSC
$1.17B
-12,413
Closed -$500K
SEE
3134
CALL
DELISTED
Sealed Air
SEE
-5,000
Closed -$224K
SEE
3135
PUT
DELISTED
Sealed Air
SEE
-6,000
Closed -$269K
SEIC icon
3136
SEI Investments
SEIC
$12.7B
-28,919
Closed -$1.55M
SENEA icon
3137
Seneca Foods Class A
SENEA
$1.22B
-6,555
Closed -$204K
SF
3138
Stifel
SF
$11.6B
-18,043
Closed -$369K
SHAK icon
3139
Shake Shack
SHAK
$2.35B
-43,405
Closed -$1.42M
SHG icon
3140
Shinhan Financial Group
SHG
$38.8B
-26,566
Closed -$1.16M
SIMO icon
3141
Silicon Motion
SIMO
$8.11B
-79,521
Closed -$3.83M
SIRI icon
3142
SiriusXM
SIRI
$9.95B
-2,040
Closed -$112K
SJM icon
3143
CALL
J.M. Smucker
SJM
$13B
-14,000
Closed -$1.66M
SLB icon
3144
SLB Ltd
SLB
$80.4B
-1,637,903
Closed -$108M
SLG icon
3145
CALL
SL Green Realty
SLG
$3.67B
-12,913
Closed -$1.32M
SLG icon
3146
PUT
SL Green Realty
SLG
$3.67B
-16,425
Closed -$1.68M
SMCI icon
3147
Super Micro Computer
SMCI
$23.4B
-197,050
Closed -$486K
SMG icon
3148
CALL
ScottsMiracle-Gro
SMG
$3.27B
-3,200
Closed -$286K
SNBR
3149
DELISTED
Sleep Number
SNBR
-171,062
Closed -$6.07M
SNDA icon
3150
Sonida Senior Living
SNDA
$1.91B
-3,063
Closed -$699K

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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.