We are live on ! Find out more
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
BURL icon
3101
CALL
Burlington
BURL
$23.4B
– –
-7,000
Closed -$668K
BURL icon
3102
PUT
Burlington
BURL
$23.4B
– –
-12,000
Closed -$1.15M
BXP icon
3103
CALL
Boston Properties
BXP
$11.4B
– –
-27,400
Closed -$3.37M
CADE
3104
DELISTED
Cadence Bank
CADE
– –
-9,049
Closed -$290K
CAKE icon
3105
Cheesecake Factory
CAKE
$5.03B
– –
-149,595
Closed -$6.3M
CAT icon
3106
CALL
Caterpillar
CAT
$373B
– –
-6,000
Closed -$748K
CAT icon
3107
PUT
Caterpillar
CAT
$373B
– –
-7,000
Closed -$873K
CATY icon
3108
Cathay General Bancorp
CATY
$4.21B
– –
-97,311
Closed -$3.91M
CC icon
3109
CALL
Chemours
CC
$2.57B
– –
-5,700
Closed -$288K
CC icon
3110
PUT
Chemours
CC
$2.57B
– –
-9,000
Closed -$455K
CCJ icon
3111
PUT
Cameco
CCJ
$38.4B
– –
-10,000
Closed -$97K
CCRN
3112
DELISTED
Cross Country Healthcare
CCRN
– –
-36,881
Closed -$525K
CE icon
3113
CALL
Celanese
CE
$4.91B
– –
-3,000
Closed -$313K
CHEF icon
3114
Chefs' Warehouse
CHEF
$4.58B
– –
-43,409
Closed -$838K
CHGG icon
3115
Chegg
CHGG
$118M
– –
-134,935
Closed -$2M
CHRD icon
3116
CALL
Chord Energy
CHRD
$7.78B
– –
-28,400
Closed -$259K
CHRD icon
3117
PUT
Chord Energy
CHRD
$7.78B
– –
-59,300
Closed -$541K
CHRW icon
3118
CALL
C.H. Robinson
CHRW
$17.3B
– –
-5,000
Closed -$381K
CIB icon
3119
Grupo Cibest SA
CIB
$22.3B
– –
-29,945
Closed -$1.37M
CIEN icon
3120
CALL
Ciena
CIEN
$52.7B
– –
-16,600
Closed -$365K
CIEN icon
3121
PUT
Ciena
CIEN
$52.7B
– –
-15,400
Closed -$338K
CLAR icon
3122
Clarus
CLAR
$123M
– –
-50,254
Closed -$375K
CMS icon
3123
CMS Energy
CMS
$22.7B
– –
-171,795
Closed -$7.96M
CNQ icon
3124
CALL
Canadian Natural Resources
CNQ
$98.6B
– –
-32,672
Closed -$536K
CNQ icon
3125
PUT
Canadian Natural Resources
CNQ
$98.6B
– –
-71,470
Closed -$1.17M
123 124
125
126 127

Similar funds

TD Asset Management
TD Asset Management Toronto, Ontario, Canada $123B AUM 34.51% 1-Year Est. Return
Schroder Investment Management Group
Schroder Investment Management Group London, United Kingdom $122B AUM 29.27% 1-Year Est. Return
State Farm Mutual Automobile Insurance
State Farm Mutual Automobile Insurance Bloomington, Illinois $127B AUM 32.55% 1-Year Est. Return
Primecap Management
Primecap Management Pasadena, California $127B AUM 44.11% 1-Year Est. Return
Fidelity International
Fidelity International Hamilton, Bermuda $129B AUM 30.83% 1-Year Est. Return
VAM
Vanguard Asset Management London, Ec4n 8af $117B AUM
RhumbLine Advisers
RhumbLine Advisers Boston, Massachusetts $117B AUM 29.66% 1-Year Est. Return
Neuberger Berman Group
Neuberger Berman Group New York $131B AUM 28.36% 1-Year Est. Return

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.