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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
LUMN icon
3301
Lumen
LUMN
$6.76B
– –
-465,535
Closed -$7.89M
LVS icon
3302
Las Vegas Sands
LVS
$32.3B
– –
-206,666
Closed -$13.8M
LYB icon
3303
CALL
LyondellBasell Industries
LYB
$19.5B
– –
-4,000
Closed -$396K
LZB icon
3304
La-Z-Boy
LZB
$1.61B
– –
-16,944
Closed -$456K
MANH icon
3305
Manhattan Associates
MANH
$11.1B
– –
-77,756
Closed -$3.23M
MAS icon
3306
CALL
Masco
MAS
$14.2B
– –
-6,000
Closed -$234K
MAS icon
3307
PUT
Masco
MAS
$14.2B
– –
-14,100
Closed -$550K
MASI
3308
DELISTED
Masimo
MASI
– –
-60,240
Closed -$5.21M
MBI icon
3309
MBIA
MBI
$274M
– –
-560,512
Closed -$4.88M
MBUU icon
3310
Malibu Boats
MBUU
$550M
– –
-7,000
Closed -$221K
MC icon
3311
Moelis & Co
MC
$5.08B
– –
-11,769
Closed -$507K
MCHP icon
3312
Microchip Technology
MCHP
$40.7B
– –
-466,040
Closed -$21.1M
MCK icon
3313
McKesson
MCK
$101B
– –
-8,940
Closed -$1.32M
MD icon
3314
Pediatrix Medical
MD
$2.17B
– –
-72,457
Closed -$3.12M
MEI icon
3315
Methode Electronics
MEI
$486M
– –
-16,654
Closed -$705K
LITS
3316
Lite Strategy Inc
LITS
$33.6M
– –
-4,379
Closed -$235K
MELI icon
3317
Mercado Libre
MELI
$95.6B
– –
-2,055
Closed -$556K
MET icon
3318
CALL
MetLife
MET
$62.5B
– –
-5,600
Closed -$291K
MET icon
3319
PUT
MetLife
MET
$62.5B
– –
-70,000
Closed -$3.64M
MKC icon
3320
McCormick & Company Non-Voting
MKC
$13.7B
– –
-22,146
Closed -$1.1M
MLCO icon
3321
PUT
Melco Resorts & Entertainment
MLCO
$2.24B
– –
-12,000
Closed -$289K
MMS icon
3322
Maximus
MMS
$3.19B
– –
-59,544
Closed -$3.84M
MMSI icon
3323
Merit Medical Systems
MMSI
$4.97B
– –
-119,938
Closed -$5.08M
MO icon
3324
CALL
Altria Group
MO
$113B
– –
-16,200
Closed -$1.03M
MPAA icon
3325
Motorcar Parts of America
MPAA
$260M
– –
-10,721
Closed -$316K
131 132
133
134 135

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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.