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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
AVD icon
3076
American Vanguard Corp
AVD
$70.4M
– –
-10,117
Closed -$232K
AVNS
3077
DELISTED
Avanos Medical
AVNS
– –
-13,501
Closed -$608K
AWK icon
3078
American Water Works
AWK
$26.7B
– –
-23,663
Closed -$1.92M
BANC icon
3079
CALL
Banc of California
BANC
$2.91B
– –
-22,500
Closed -$467K
BANC icon
3080
PUT
Banc of California
BANC
$2.91B
– –
-45,600
Closed -$946K
BBY icon
3081
CALL
Best Buy
BBY
$18.5B
– –
-45,000
Closed -$2.56M
BBY icon
3082
PUT
Best Buy
BBY
$18.5B
– –
-53,400
Closed -$3.04M
BCC icon
3083
Boise Cascade
BCC
$2.65B
– –
-91,458
Closed -$3.19M
BCO icon
3084
Brink's
BCO
$4.84B
– –
-23,848
Closed -$2.01M
BBT
3085
Beacon Financial Corp
BBT
$2.57B
– –
-21,467
Closed -$832K
BIDU icon
3086
Baidu
BIDU
$36.5B
– –
-259,733
Closed -$63.5M
BIP icon
3087
Brookfield Infrastructure Partners
BIP
$19.5B
– –
-226,827
Closed -$5.83M
BNY
3088
CALL
Bank of New York Mellon
BNY
$106B
– –
-47,400
Closed -$2.51M
BNY
3089
Bank of New York Mellon
BNY
$106B
– –
-35,993
Closed -$1.91M
BNY
3090
PUT
Bank of New York Mellon
BNY
$106B
– –
-55,200
Closed -$2.93M
BKH icon
3091
Black Hills Corp
BKH
$5.5B
– –
-12,447
Closed -$857K
BKNG icon
3092
CALL
Booking.com
BKNG
$150B
– –
-125,000
Closed -$9.15M
BKNG icon
3093
PUT
Booking.com
BKNG
$150B
– –
-150,000
Closed -$11M
BLDP
3094
Ballard Power Systems
BLDP
$841M
– –
-60,599
Closed -$285K
BLMN icon
3095
Bloomin' Brands
BLMN
$759M
– –
-86,563
Closed -$1.52M
BLUE
3096
CALL
DELISTED
bluebird bio
BLUE
– –
-803
Closed -$1.43M
BLUE
3097
PUT
DELISTED
bluebird bio
BLUE
– –
-1,621
Closed -$2.88M
BMO icon
3098
Bank of Montreal
BMO
$125B
– –
-51,265
Closed -$3.88M
BOH icon
3099
Bank of Hawaii
BOH
$3.15B
– –
-18,207
Closed -$1.52M
BRKR icon
3100
Bruker
BRKR
$9.79B
– –
-56,837
Closed -$1.69M
122 123
124
125 126

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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.