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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
PLD icon
3376
CALL
Prologis
PLD
$136B
– –
-6,900
Closed -$438K
PLD icon
3377
Prologis
PLD
$136B
– –
-10,101
Closed -$641K
PLD icon
3378
PUT
Prologis
PLD
$136B
– –
-6,500
Closed -$412K
PM icon
3379
CALL
Philip Morris
PM
$309B
– –
-9,100
Closed -$1.01M
PM icon
3380
PUT
Philip Morris
PM
$309B
– –
-9,000
Closed -$999K
PLXS icon
3381
Plexus
PLXS
$6.43B
– –
-4,050
Closed -$227K
PMTS icon
3382
CPI Card Group
PMTS
$239M
– –
-4,220
Closed -$25K
PNC icon
3383
CALL
PNC Financial Services
PNC
$99.1B
– –
-7,000
Closed -$943K
PNFP icon
3384
Pinnacle Financial Partners Inc
PNFP
$15.8B
– –
-76,039
Closed -$5.09M
PPBI
3385
DELISTED
Pacific Premier Bancorp
PPBI
– –
-88,499
Closed -$3.34M
PRGS icon
3386
Progress Software
PRGS
$1.75B
– –
-307,443
Closed -$11.7M
PYPL icon
3387
PayPal
PYPL
$49.9B
– –
-474,205
Closed -$34.3M
PZZA icon
3388
CALL
Papa John's
PZZA
$1.01B
– –
-6,800
Closed -$497K
PZZA icon
3389
PUT
Papa John's
PZZA
$1.01B
– –
-8,100
Closed -$592K
QLD icon
3390
ProShares Ultra QQQ
QLD
$11.7B
– –
-208,800
Closed -$1.68M
QRVO icon
3391
PUT
Qorvo
QRVO
$7.9B
– –
-3,000
Closed -$212K
R icon
3392
PUT
Ryder
R
$9.9B
– –
-10,000
Closed -$846K
RACE icon
3393
CALL
Ferrari
RACE
$67.8B
– –
-5,100
Closed -$563K
RACE icon
3394
Ferrari
RACE
$67.8B
– –
-31,206
Closed -$3.45M
RACE icon
3395
PUT
Ferrari
RACE
$67.8B
– –
-6,000
Closed -$663K
RCL icon
3396
CALL
Royal Caribbean
RCL
$86.5B
– –
-10,000
Closed -$1.19M
RCL icon
3397
PUT
Royal Caribbean
RCL
$86.5B
– –
-10,300
Closed -$1.22M
RF icon
3398
CALL
Regions Financial
RF
$26.4B
– –
-121,200
Closed -$1.85M
RF icon
3399
PUT
Regions Financial
RF
$26.4B
– –
-111,900
Closed -$1.7M
RGLD icon
3400
PUT
Royal Gold
RGLD
$16.6B
– –
-7,000
Closed -$602K
134 135
136
137 138

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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.