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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
SO icon
3151
CALL
Southern Company
SO
$98.9B
-119,200
Closed -$5.71M
SPNS
3152
DELISTED
Sapiens International
SPNS
-35,644
Closed -$399K
SPWH icon
3153
Sportsman's Warehouse
SPWH
$43.8M
-217,754
Closed -$1.18M
SPXC icon
3154
SPX Corp
SPXC
$8.93B
-46,959
Closed -$1.18M
SRE icon
3155
CALL
Sempra
SRE
$53.1B
-70,200
Closed -$3.96M
SRE icon
3156
PUT
Sempra
SRE
$53.1B
-81,800
Closed -$4.61M
SSD icon
3157
Simpson Manufacturing
SSD
$7.09B
-20,603
Closed -$901K
SSNC icon
3158
SS&C Technologies
SSNC
$19.1B
-10,156
Closed -$390K
ST icon
3159
Sensata Technologies
ST
$6.06B
-110,703
Closed -$4.73M
STX icon
3160
CALL
Seagate
STX
$176B
-26,600
Closed -$1.03M
STX icon
3161
PUT
Seagate
STX
$176B
-25,100
Closed -$973K
STZ icon
3162
CALL
Constellation Brands
STZ
$21.1B
-8,200
Closed -$1.59M
STZ icon
3163
PUT
Constellation Brands
STZ
$21.1B
-7,800
Closed -$1.51M
SUPN icon
3164
Supernus Pharmaceuticals
SUPN
$2.4B
-5,403
Closed -$233K
SWK icon
3165
CALL
Stanley Black & Decker
SWK
$13.4B
-29,100
Closed -$4.09M
SWK icon
3166
PUT
Stanley Black & Decker
SWK
$13.4B
-4,000
Closed -$563K
SXC icon
3167
SunCoke Energy
SXC
$803M
-240,972
Closed -$2.63M
TAP icon
3168
CALL
Molson Coors Class B
TAP
$7.32B
-6,700
Closed -$578K
TAP icon
3169
PUT
Molson Coors Class B
TAP
$7.32B
-16,000
Closed -$1.38M
TBI
3170
Trueblue
TBI
$276M
-14,847
Closed -$393K
TCMD icon
3171
Tactile Systems Technology
TCMD
$510M
-104,831
Closed -$3M
TD icon
3172
Toronto Dominion Bank
TD
$199B
-1,630,120
Closed -$85.6M
TDC icon
3173
Teradata
TDC
$2.73B
-7,799
Closed -$230K
TDS icon
3174
Telephone and Data Systems
TDS
$4.35B
-262,979
Closed -$7.3M
TEL icon
3175
CALL
TE Connectivity
TEL
$58.3B
-4,000
Closed -$315K

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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.