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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
IMO icon
2951
Imperial Oil
IMO
$65.5B
-129,519
Closed -$3.78M
INN
2952
Summit Hotel Properties
INN
$619M
-114,961
Closed -$2.14M
IP icon
2953
CALL
International Paper
IP
$18B
-86,698
Closed -$4.65M
IP icon
2954
International Paper
IP
$18B
-16,896
Closed -$906K
IP icon
2955
PUT
International Paper
IP
$18B
-39,600
Closed -$2.12M
IPAR icon
2956
Interparfums
IPAR
$3.52B
-56,087
Closed -$2.06M
IPGP icon
2957
IPG Photonics
IPGP
$3.2B
-8,164
Closed -$1.19M
IRDM icon
2958
Iridium Communications
IRDM
$4.99B
-230,532
Closed -$2.55M
IRM icon
2959
CALL
Iron Mountain
IRM
$33.4B
-11,000
Closed -$378K
IRM icon
2960
PUT
Iron Mountain
IRM
$33.4B
-7,000
Closed -$241K
IRWD icon
2961
Ironwood Pharmaceuticals
IRWD
$671M
-164,796
Closed -$2.61M
IT icon
2962
Gartner
IT
$12.4B
-53,307
Closed -$6.58M
ITB icon
2963
iShares US Home Construction ETF
ITB
$2.14B
-150,046
Closed -$5.09M
ITRI icon
2964
Itron
ITRI
$4.04B
-11,314
Closed -$767K
ITW icon
2965
Illinois Tool Works
ITW
$76.5B
-22,094
Closed -$3.17M
IVZ icon
2966
Invesco
IVZ
$13.6B
-37,291
Closed -$1.27M
IX icon
2967
ORIX
IX
$41.3B
-88,815
Closed -$1.38M
IYF icon
2968
iShares US Financials ETF
IYF
$4.35B
-38,400
Closed -$2.06M
IYR icon
2969
iShares US Real Estate ETF
IYR
$4.27B
-14,722
Closed -$1.17M
IYT icon
2970
iShares US Transportation ETF
IYT
$2.1B
-70,468
Closed -$3.03M
JBLU icon
2971
CALL
JetBlue
JBLU
$1.61B
-25,900
Closed -$591K
JBLU icon
2972
PUT
JetBlue
JBLU
$1.61B
-24,700
Closed -$564K
JBL icon
2973
CALL
Jabil
JBL
$31B
-10,000
Closed -$292K
JBL icon
2974
PUT
Jabil
JBL
$31B
-15,000
Closed -$438K
JEF icon
2975
PUT
Jefferies Financial Group
JEF
$11.3B
-17,986
Closed -$421K

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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.