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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
NSR
3451
DELISTED
Neustar Inc
NSR
-42,800
Closed -$1.43M
ENOC
3452
DELISTED
EnerNOC, Inc.
ENOC
-25,993
Closed -$201K
XRA
3453
DELISTED
Exeter Resources Corporation
XRA
-39,100
Closed -$60K
SNOW
3454
DELISTED
Intrawest Resorts Holdings, Inc.
SNOW
-70,440
Closed -$1.67M
RAI
3455
DELISTED
Reynolds American Inc
RAI
-669,699
Closed -$43.6M
KCG
3456
DELISTED
KCG Holdings, Inc.
KCG
-185,331
Closed -$3.7M
PNRA
3457
DELISTED
Panera Bread Co
PNRA
-96,397
Closed -$30.3M
ELOS
3458
DELISTED
Syneron Medical Ltd
ELOS
-378,695
Closed -$4.15M
CCN
3459
DELISTED
CardConnect Corp.
CCN
-44,095
Closed -$664K
BHI
3460
DELISTED
Baker Hughes
BHI
-405,799
Closed -$22.1M
ALJ
3461
DELISTED
Alon USA Energy Inc
ALJ
-71,655
Closed -$954K
GGP
3462
CALL
DELISTED
GGP Inc.
GGP
-24,700
Closed -$582K
GGP
3463
PUT
DELISTED
GGP Inc.
GGP
-31,400
Closed -$740K
COWN
3464
DELISTED
Cowen Inc. Class A Common Stock
COWN
-95,081
Closed -$1.54M
DRYS
3465
DELISTED
DryShips Inc. Common Stock
DRYS
-2,947
Closed -$26K
ORIG
3466
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
-30
Closed -$43K
ZGNX
3467
DELISTED
Zogenix, Inc.
ZGNX
-32,262
Closed -$468K
GTT
3468
DELISTED
GTT Communications, Inc.
GTT
-22,078
Closed -$699K
EMKR
3469
DELISTED
Emcore Corp
EMKR
-6,646
Closed -$708K
CAVM
3470
CALL
DELISTED
Cavium, Inc.
CAVM
-72,300
Closed -$4.49M
AWH
3471
DELISTED
Allied World Assurance Co Hld Lt
AWH
-385,050
Closed -$20.4M
XL
3472
DELISTED
XL Group Ltd.
XL
-16,879
Closed -$739K
DISH
3473
CALL
DELISTED
DISH Network Corp.
DISH
-14,000
Closed -$879K
DISH
3474
PUT
DELISTED
DISH Network Corp.
DISH
-6,700
Closed -$420K
CA
3475
PUT
DELISTED
CA, Inc.
CA
-11,000
Closed -$379K

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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.