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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
AKAO
2801
DELISTED
Achaogen Inc
AKAO
$260K ﹤0.01%
+24,243
New +$304K
GIFI
2802
DELISTED
Gulf Island Fabrication
GIFI
$259K ﹤0.01%
+19,324
New +$244K
WSM icon
2803
CALL
Williams-Sonoma
WSM
$27.5B
$259K ﹤0.01%
10,000
-2,000
-17% -$51K
GAP
2804
CALL
The Gap Inc
GAP
$7.34B
$259K ﹤0.01%
+7,600
New +$227K
TFCFA
2805
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$259K ﹤0.01%
7,500
-111,900
-94% -$3.34M
FLR icon
2806
CALL
Fluor
FLR
$6.99B
$258K ﹤0.01%
+5,000
New +$233K
STI
2807
CALL
DELISTED
SunTrust Banks, Inc.
STI
$258K ﹤0.01%
+4,000
New +$244K
FSS icon
2808
Federal Signal
FSS
$7.6B
$257K ﹤0.01%
+12,768
New +$268K
HRL icon
2809
PUT
Hormel Foods
HRL
$14B
$255K ﹤0.01%
+7,000
New +$235K
WELL icon
2810
PUT
Welltower
WELL
$170B
$255K ﹤0.01%
4,000
-23,300
-85% -$1.56M
VRE
2811
DELISTED
Veris Residential
VRE
$254K ﹤0.01%
+11,760
New +$265K
TIER
2812
DELISTED
TIER REIT, Inc.
TIER
$254K ﹤0.01%
+12,469
New +$246K
OMED
2813
DELISTED
OncoMed Pharmaceuticals, Inc.
OMED
$252K ﹤0.01%
61,365
+37,205
+154% +$162K
TUP
2814
PUT
DELISTED
Tupperware Brands Corporation
TUP
$251K ﹤0.01%
+4,000
New +$245K
CSIQ icon
2815
CALL
Canadian Solar
CSIQ
$1B
$250K ﹤0.01%
14,800
-15,100
-51% -$259K
PI icon
2816
PUT
Impinj
PI
$4.51B
$250K ﹤0.01%
11,100
+6,200
+127% +$178K
CALA
2817
DELISTED
Calithera Biosciences, Inc
CALA
$250K ﹤0.01%
+1,494
New +$383K
CERS icon
2818
Cerus
CERS
$579M
$249K ﹤0.01%
+73,550
New +$249K
RMR icon
2819
The RMR Group
RMR
$333M
$249K ﹤0.01%
+4,195
New +$236K
NUAN
2820
PUT
DELISTED
Nuance Communications, Inc.
NUAN
$249K ﹤0.01%
+17,556
New +$236K
FRSH
2821
DELISTED
Papa Murphy's Holdings, Inc
FRSH
$248K ﹤0.01%
+46,167
New +$271K
IXYS
2822
DELISTED
IXYS Corp
IXYS
$248K ﹤0.01%
10,361
-87,547
-89% -$2.11M
BELFB
2823
Bel Fuse Inc Class B
BELFB
$3.6B
$247K ﹤0.01%
9,813
-6,640
-40% -$190K
XYL icon
2824
CALL
Xylem
XYL
$27.3B
$246K ﹤0.01%
+3,600
New +$239K
BUFF
2825
PUT
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$246K ﹤0.01%
+7,500
New +$222K
111 112
113
114 115

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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.