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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
SIVB
3476
CALL
DELISTED
SVB Financial Group
SIVB
-9,500
Closed -$1.67M
HSKA
3477
DELISTED
Heska Corp
HSKA
-12,147
Closed -$1.24M
WLL
3478
DELISTED
Whiting Petroleum Corporation
WLL
-61
Closed -$89.7K
WBK
3479
DELISTED
Westpac Banking Corporation
WBK
-22,371
Closed -$523K
VVUS
3480
DELISTED
Vivus Inc
VVUS
-14,429
Closed -$176K
COBZ
3481
DELISTED
CoBiz Financial,Inc
COBZ
-32,635
Closed -$568K
JMBA
3482
DELISTED
Jamba, Inc.
JMBA
-59,624
Closed -$464K
PGEM
3483
DELISTED
Ply Gem Holdings, Inc.
PGEM
-62,468
Closed -$1.12M
AFAM
3484
DELISTED
Almost Family Inc
AFAM
-17,294
Closed -$1.07M
NEWS
3485
DELISTED
NewStar Financial, Inc.
NEWS
-44,699
Closed -$469K
SPLS
3486
DELISTED
Staples Inc
SPLS
-1,724,218
Closed -$17.4M
NORD
3487
DELISTED
Nord Anglia Education, Inc.
NORD
-28,069
Closed -$914K
FCH
3488
DELISTED
Felcor Lodging Trust
FCH
-865,912
Closed -$6.24M
SSRI
3489
CALL
DELISTED
Silver Standard Resources
SSRI
-53,800
Closed -$522K
SSRI
3490
PUT
DELISTED
Silver Standard Resources
SSRI
-70,000
Closed -$680K
XTLY
3491
DELISTED
Xactly Corporation
XTLY
-21,498
Closed -$336K
NAME
3492
DELISTED
Rightside Group, Ltd.
NAME
-11,008
Closed -$117K
FRP
3493
DELISTED
Fairpoint Communications, Inc.
FRP
-323,435
Closed -$5.06M
KNGT
3494
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
-624,111
Closed -$23.1M
GOLD
3495
CALL
DELISTED
Randgold Resources Ltd
GOLD
-6,000
Closed -$531K
GOLD
3496
PUT
DELISTED
Randgold Resources Ltd
GOLD
-5,000
Closed -$442K
DOC
3497
DELISTED
PHYSICIANS REALTY TRUST
DOC
-74,671
Closed -$1.5M
WOOF
3498
DELISTED
VCA Inc.
WOOF
-23,795
Closed -$2.2M
CIT
3499
DELISTED
CIT Group Inc.
CIT
-217,912
Closed -$10.2M
OB
3500
DELISTED
Onebeacon Insurance Group Ltd
OB
-59,004
Closed -$1.08M

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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.