Two Sigma Investments, LP
Two Sigma Investments, LP is a leading quantitative hedge fund and financial sciences company headquartered in New York, NY. Founded in 2001 by John Overdeck and David Siegel, the firm leverages data science, advanced technology, and rigorous research to manage investments globally. With approximately 1,575 employees, including over 250 PhDs, Two Sigma applies scientific methods to solve complex financial problems, serving institutional investors and sophisticated clients worldwide.
Investment Strategy
Two Sigma Investments employs a quantitative, model-driven investment strategy, using scientific methods, engineering, machine learning, and large-scale data analysis to make investment decisions. The firm focuses on uncovering and exploiting inefficiencies in global financial markets by researching, testing, and applying sophisticated mathematical models. Its strategy is highly diversified across asset classes and geographies, with an emphasis on systematic trading and risk management.
Top Holdings
Equity Positions (2,925)
| Ticker | Security | Weight | Market Value | Shares | Avg Cost | Price | Change (QoQ) |
|---|---|---|---|---|---|---|---|
Q QQQ | INVESCO QQQ TR | 1.31% | $739.1M | 1,339,733 | $449.33 | $551.64 | +$313.4M |
S SPY | SPDR S&P 500 ETF TR | 1.27% | $715.2M | 1,157,598 | $520.21 | $617.85 | -$120.9M |
I IWF | ISHARES TR | 0.84% | $473.0M | 1,114,100 | $343.27 | $424.58 | +$97.3M |
V VUG | VANGUARD INDEX FDS | 0.81% | $457.2M | 1,042,900 | $361.35 | $438.40 | +$78.6M |
X XLK | SELECT SECTOR SPDR TR | 0.65% | $366.8M | 1,448,331 | $217.13 | $253.23 | -$64.5M |
Options Positions (10)
| Ticker | Security | Action | Type | Notional Value | Contracts | Underlying Price | Premium Paid | Change (Contracts) | Change (Value) |
|---|---|---|---|---|---|---|---|---|---|
C CCL | CARNIVAL CORP | Sold | Put | $113.1M | 40,231 | $28.12 | $13.83 | -8,241 | +$18.5M |
M MSTR | MICROSTRATEGY INC | Bought | Put | $77.0M | 1,904 | $404.23 | $267.34 | +1,222 | +$57.3M |
R RIVN | RIVIAN AUTOMOTIVE INC | Bought | Put | $62.4M | 45,439 | $13.74 | $18.18 | +2,421 | +$8.9M |
S STX | SEAGATE TECHNOLOGY HLDNGS PL | Sold | Put | $55.5M | 3,842 | $144.33 | $76.51 | -26 | +$22.6M |
L LITE | LUMENTUM HLDGS INC | Sold | Put | $48.2M | 5,068 | $95.06 | $52.99 | -2,592 | +$424.0K |