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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
IMAX icon
3251
PUT
IMAX
IMAX
$2.67B
– –
-35,800
Closed -$811K
IMOS
3252
ChipMOS TECHNOLOGIES
IMOS
$1.59B
– –
-9,254
Closed -$211K
INCY icon
3253
CALL
Incyte
INCY
$25.8B
– –
-2,700
Closed -$315K
INCY icon
3254
PUT
Incyte
INCY
$25.8B
– –
-5,700
Closed -$665K
INGR icon
3255
Ingredion
INGR
$6.42B
– –
-72,587
Closed -$8.76M
INTU icon
3256
Intuit
INTU
$91.1B
– –
-351,500
Closed -$53.6M
ITGR icon
3257
Integer Holdings
ITGR
$3.39B
– –
-59,055
Closed -$3.02M
IYE icon
3258
iShares US Energy ETF
IYE
$1.72B
– –
-5,632
Closed -$211K
J icon
3259
CALL
Jacobs Solutions
J
$16B
– –
-14,508
Closed -$699K
J icon
3260
PUT
Jacobs Solutions
J
$16B
– –
-19,344
Closed -$932K
JACK icon
3261
CALL
Jack in the Box
JACK
$314M
– –
-7,000
Closed -$713K
JACK icon
3262
PUT
Jack in the Box
JACK
$314M
– –
-8,000
Closed -$815K
JAZZ icon
3263
CALL
Jazz Pharmaceuticals
JAZZ
$16.1B
– –
-7,200
Closed -$1.05M
JAZZ icon
3264
PUT
Jazz Pharmaceuticals
JAZZ
$16.1B
– –
-10,700
Closed -$1.56M
JBHT icon
3265
CALL
JB Hunt Transport Services
JBHT
$25.9B
– –
-29,100
Closed -$3.23M
JBLU icon
3266
JetBlue
JBLU
$2.16B
– –
-272,967
Closed -$5.58M
JBSS icon
3267
John B. Sanfilippo & Son
JBSS
$986M
– –
-4,030
Closed -$271K
JNPR
3268
CALL
DELISTED
Juniper Networks
JNPR
– –
-9,000
Closed -$250K
JWN
3269
DELISTED
Nordstrom
JWN
– –
-20,171
Closed -$869K
KBE icon
3270
State Street SPDR S&P Bank ETF
KBE
$1.64B
– –
-9,327
Closed -$421K
KE
3271
Kimball Electronics
KE
$564M
– –
-13,153
Closed -$285K
KEY icon
3272
PUT
KeyCorp
KEY
$23.8B
– –
-12,000
Closed -$226K
KHC icon
3273
Kraft Heinz
KHC
$32.8B
– –
-569,966
Closed -$44.8M
KIM icon
3274
CALL
Kimco Realty
KIM
$17.5B
– –
-16,100
Closed -$315K
KIM icon
3275
PUT
Kimco Realty
KIM
$17.5B
– –
-18,000
Closed -$352K
129 130
131
132 133

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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.