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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
DCOM icon
3151
Dime Commercial Bancshares
DCOM
$1.79B
– –
-6,347
Closed -$215K
DD icon
3152
DuPont de Nemours
DD
$18.6B
– –
-883,928
Closed -$159M
DDD icon
3153
CALL
3D Systems Corp
DDD
$405M
– –
-19,800
Closed -$265K
DDD icon
3154
PUT
3D Systems Corp
DDD
$405M
– –
-26,200
Closed -$351K
DECK icon
3155
Deckers Outdoor
DECK
$14.1B
– –
-1,207,440
Closed -$13.8M
DENN
3156
DELISTED
Denny's
DENN
– –
-46,663
Closed -$581K
DFS
3157
DELISTED
Discover Financial Services
DFS
– –
-86,289
Closed -$5.94M
DG icon
3158
CALL
Dollar General
DG
$28.4B
– –
-13,000
Closed -$1.05M
DG icon
3159
PUT
Dollar General
DG
$28.4B
– –
-15,000
Closed -$1.22M
DHI icon
3160
CALL
D.R. Horton
DHI
$41.2B
– –
-30,800
Closed -$1.23M
DLR icon
3161
Digital Realty Trust
DLR
$69.6B
– –
-175,168
Closed -$20.6M
DLTR icon
3162
CALL
Dollar Tree
DLTR
$24.8B
– –
-11,800
Closed -$1.02M
DLTR icon
3163
Dollar Tree
DLTR
$24.8B
– –
-830,084
Closed -$72.1M
DLTR icon
3164
PUT
Dollar Tree
DLTR
$24.8B
– –
-18,300
Closed -$1.59M
DOC icon
3165
Healthpeak Properties
DOC
$15.5B
– –
-1,258,503
Closed -$33.4M
DOV icon
3166
Dover
DOV
$26.7B
– –
-113,340
Closed -$8.37M
DY icon
3167
CALL
Dycom Industries
DY
$11.2B
– –
-7,000
Closed -$601K
DY icon
3168
PUT
Dycom Industries
DY
$11.2B
– –
-9,000
Closed -$773K
EA icon
3169
CALL
Electronic Arts
EA
$52.7B
– –
-6,000
Closed -$708K
ECL icon
3170
Ecolab
ECL
$79.8B
– –
-15,801
Closed -$2.1M
EDU icon
3171
CALL
New Oriental
EDU
$9.32B
– –
-5,000
Closed -$441K
EDU icon
3172
New Oriental
EDU
$9.32B
– –
-797,794
Closed -$70.8M
EGP icon
3173
EastGroup Properties
EGP
$11.2B
– –
-43,648
Closed -$3.85M
EMR icon
3174
PUT
Emerson Electric
EMR
$81.6B
– –
-4,700
Closed -$295K
ENB icon
3175
CALL
Enbridge
ENB
$120B
– –
-11,300
Closed -$473K
125 126
127
128 129

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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.