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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
AKO.B icon
3051
Embotelladora Andina Series B
AKO.B
$4.72B
– –
-19,565
Closed -$539K
ALEX
3052
DELISTED
Alexander & Baldwin
ALEX
– –
-86,402
Closed -$4M
ALKS icon
3053
PUT
Alkermes
ALKS
$8.39B
– –
-5,600
Closed -$285K
ALNY icon
3054
CALL
Alnylam Pharmaceuticals
ALNY
$27.4B
– –
-15,000
Closed -$1.76M
ALNY icon
3055
PUT
Alnylam Pharmaceuticals
ALNY
$27.4B
– –
-40,700
Closed -$4.78M
ALV icon
3056
Autoliv
ALV
$9.09B
– –
-2,389
Closed -$213K
AMD icon
3057
CALL
Advanced Micro Devices
AMD
$791B
– –
-218,800
Closed -$2.79M
AMD icon
3058
Advanced Micro Devices
AMD
$791B
– –
-1,605,613
Closed -$20.5M
AMD icon
3059
PUT
Advanced Micro Devices
AMD
$791B
– –
-140,400
Closed -$1.79M
AMP icon
3060
Ameriprise Financial
AMP
$48.1B
– –
-46,176
Closed -$6.86M
AMP icon
3061
PUT
Ameriprise Financial
AMP
$48.1B
– –
-2,000
Closed -$297K
ANF icon
3062
PUT
Abercrombie & Fitch
ANF
$4.45B
– –
-20,600
Closed -$297K
ANGI icon
3063
Angi Inc
ANGI
$229M
– –
-13,150
Closed -$1.64M
ANIK icon
3064
Anika Therapeutics
ANIK
$240M
– –
-11,697
Closed -$678K
ANSS
3065
DELISTED
Ansys
ANSS
– –
-2,323
Closed -$285K
AORT icon
3066
Artivion
AORT
$1.34B
– –
-15,708
Closed -$357K
APOG icon
3067
Apogee Enterprises
APOG
$832M
– –
-17,300
Closed -$835K
ARE icon
3068
Alexandria Real Estate Equities
ARE
$9.15B
– –
-73,000
Closed -$8.69M
AROW icon
3069
Arrow Financial
AROW
$660M
– –
-8,425
Closed -$242K
ASH icon
3070
CALL
Ashland
ASH
$3.33B
– –
-7,600
Closed -$497K
ASH icon
3071
PUT
Ashland
ASH
$3.33B
– –
-8,900
Closed -$582K
ASMB icon
3072
Assembly Biosciences
ASMB
$516M
– –
-1,427
Closed -$598K
CVSA
3073
Covista Inc
CVSA
$4.3B
– –
-190,512
Closed -$6.83M
ATI icon
3074
PUT
ATI
ATI
$24.8B
– –
-49,300
Closed -$1.18M
AVA icon
3075
Avista
AVA
$3.39B
– –
-5,595
Closed -$290K
121 122
123
124 125

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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.