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Two Sigma Investments

Two Sigma Investments Portfolio holdings

AUM $124B
1-Year Est. Return 33.93%
This Fund
S&P 500
This Quarter Est. Return
+6.18%
1 Year Est. Return
+33.93%
3 Year Est. Return
+96.56%
5 Year Est. Return
+105.93%
10 Year Est. Return
+538.83%
AUM
$30.7B
AUM Growth
+$2.5B
Cap. Flow
+$1.06B
Cap. Flow %
3.46%
Top 10 Hldgs %
6.29%
Holding
3,708
New
1,026
Increased
1,078
Reduced
925
Closed
669

Top Buys

Rank Stock Value
1
PCG icon
PG&E
PCG
+$208M
2
MAR icon
Marriott International
MAR
+$168M
3
SLB icon
SLB Ltd
SLB
+$154M
4
QCOM icon
Qualcomm
QCOM
+$143M
5
REGN icon
Regeneron Pharmaceuticals
REGN
+$139M

Top Sells

Rank Stock Value
1
KR icon
Kroger
KR
+$203M
2
CAT icon
Caterpillar
CAT
+$191M
3
BA icon
Boeing
BA
+$183M
4
TGT icon
Target
TGT
+$173M
5
UNP icon
Union Pacific
UNP
+$160M

Sector Composition

Rank Sector Weight
1 Technology 13.6%
2 Consumer Discretionary 12.55%
3 Industrials 10.12%
4 Healthcare 9.91%
5 Financials 6.76%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ITB icon
251
iShares US Home Construction ETF
ITB
$2.32B
$32.8M 0.11%
+750,445
New +$30.4M
HTZ
252
DELISTED
Hertz Global Holdings, Inc.
HTZ
$32.6M 0.11%
1,700,104
+1,210,352
+247% +$23.4M
NKE icon
253
Nike
NKE
$64.1B
$32.6M 0.11%
520,860
-1,565,233
-75% -$90M
CPRT icon
254
Copart
CPRT
$28.5B
$32.5M 0.11%
3,007,336
+2,699,312
+876% +$26.3M
SYY icon
255
Sysco
SYY
$40.8B
$32.2M 0.11%
530,861
-696,044
-57% -$39.4M
TRCO
256
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$32.1M 0.1%
756,082
-398,558
-35% -$16.4M
KSU
257
DELISTED
Kansas City Southern
KSU
$32.1M 0.1%
304,859
-356,243
-54% -$38M
JBHT icon
258
JB Hunt Transport Services
JBHT
$25.9B
$32.1M 0.1%
278,944
+113,121
+68% +$12.2M
IBN icon
259
ICICI Bank
IBN
$107B
$32.1M 0.1%
3,295,722
+477,081
+17% +$4.39M
HAS icon
260
Hasbro
HAS
$13.5B
$31.9M 0.1%
+351,138
New +$32.9M
GLPI icon
261
Gaming and Leisure Properties
GLPI
$13B
$31.8M 0.1%
858,472
+125,268
+17% +$4.56M
DATA
262
DELISTED
Tableau Software, Inc.
DATA
$31.6M 0.1%
456,082
-306,483
-40% -$22.5M
FE icon
263
FirstEnergy
FE
$28.4B
$31.4M 0.1%
1,025,746
-922,876
-47% -$30M
NLSN
264
DELISTED
Nielsen Holdings plc
NLSN
$31.1M 0.1%
855,221
+667,703
+356% +$25.4M
KDP icon
265
Keurig Dr Pepper
KDP
$42.8B
$31.1M 0.1%
+320,204
New +$28.7M
AAPL icon
266
PUT
Apple
AAPL
$4.97T
$31.1M 0.1%
+734,000
New +$30.7M
PHM icon
267
Pultegroup
PHM
$25.2B
$30.9M 0.1%
+929,165
New +$28.9M
MNK
268
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$30.8M 0.1%
+1,367,058
New +$36.7M
AZN icon
269
AstraZeneca
AZN
$269B
$30.8M 0.1%
+443,346
New +$29.9M
IBB icon
270
iShares Biotechnology ETF
IBB
$9.45B
$30.7M 0.1%
287,131
+245,131
+584% +$26.2M
AXS icon
271
AXIS Capital
AXS
$7.81B
$30.6M 0.1%
609,413
+604,889
+13,371% +$32.2M
OSK icon
272
Oshkosh
OSK
$8.91B
$30.6M 0.1%
+336,806
New +$29.5M
MEOH icon
273
Methanex
MEOH
$4.23B
$30.6M 0.1%
504,036
-447,988
-47% -$23.6M
AGU
274
DELISTED
Agrium
AGU
$30.3M 0.1%
263,380
-209,616
-44% -$22.7M
ITUB icon
275
Itaú Unibanco
ITUB
$89.8B
$30.1M 0.1%
4,777,122
-1,029,215
-18% -$6.57M
9 10
11
12 13

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Two Sigma Investments's Q4 2017 Portfolio in Review

As of Q4 2017, Two Sigma Investments held 3,708 positions worth $30.7B, up 8.9% from $28.2B the previous quarter. Its ten largest holdings account for 6.3% of the portfolio.

Two Sigma Investments deployed $1.06B of net new capital in Q4 2017, opening 1,026 new positions and adding to 1,078 existing holdings. Its largest new stake was Marriott International: 1,364,979 shares worth $185M.

By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 11% a quarter earlier, followed by Consumer Discretionary and Industrials.

On the sell side, the largest reduction was Caterpillar, an estimated $191M trimmed.

  • Two Sigma Investments's largest Q4 2017 buy was Marriott International: 1,364,979 shares worth $185M.
  • Two Sigma Investments added most to PG&E in Q4 2017, an estimated $208M increase.
  • Two Sigma Investments's biggest Q4 2017 reduction was Caterpillar, cutting an estimated $191M.
  • Two Sigma Investments fully exited Kroger in Q4 2017, selling an estimated $203M.
  • Two Sigma Investments's ten largest holdings make up 6.3% of its $30.7B portfolio in Q4 2017.
  • Two Sigma Investments opened 1,026 new positions and closed 669 in Q4 2017.
  • Two Sigma Investments's portfolio value rose 8.9% quarter-over-quarter to $30.7B.

Based on Two Sigma Investments's 13F filing for Q4 2017, filed 14 Feb 2018.