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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
RH icon
3401
RH
RH
$3.33B
– –
-76,969
Closed -$6.96M
RL icon
3402
Ralph Lauren
RL
$22.4B
– –
-17,997
Closed -$1.66M
RLI icon
3403
RLI Corp
RLI
$6.02B
– –
-73,360
Closed -$2.1M
RLJ icon
3404
RLJ Lodging Trust
RLJ
$1.88B
– –
-391,806
Closed -$8.62M
RNST icon
3405
Renasant Corp
RNST
$4.01B
– –
-57,998
Closed -$2.49M
ROST icon
3406
CALL
Ross Stores
ROST
$80.8B
– –
-18,000
Closed -$1.16M
ROST icon
3407
Ross Stores
ROST
$80.8B
– –
-621,956
Closed -$40.2M
ROST icon
3408
PUT
Ross Stores
ROST
$80.8B
– –
-33,000
Closed -$2.13M
RRC icon
3409
CALL
Range Resources
RRC
$9.33B
– –
-37,000
Closed -$724K
RRC icon
3410
PUT
Range Resources
RRC
$9.33B
– –
-52,000
Closed -$1.02M
RVTY icon
3411
Revvity
RVTY
$12.6B
– –
-8,350
Closed -$576K
SAFT icon
3412
Safety Insurance
SAFT
$1.51B
– –
-7,961
Closed -$607K
SAGE
3413
DELISTED
Sage Therapeutics
SAGE
– –
-90,596
Closed -$5.64M
SAIA icon
3414
Saia
SAIA
$10.5B
– –
-7,523
Closed -$471K
SAN icon
3415
Banco Santander
SAN
$191B
– –
-15,869
Closed -$106K
SCHW
3416
Charles Schwab
SCHW
$182B
– –
-1,778,883
Closed -$83.6M
SCI icon
3417
Service Corp International
SCI
$11.8B
– –
-665,023
Closed -$22.9M
SFBS
3418
ServisFirst Bancshares
SFBS
$4.9B
– –
-10,850
Closed -$422K
SHAK icon
3419
CALL
Shake Shack
SHAK
$2.54B
– –
-58,100
Closed -$1.93M
SHAK icon
3420
PUT
Shake Shack
SHAK
$2.54B
– –
-53,400
Closed -$1.77M
SHEN icon
3421
Shenandoah Telecom
SHEN
$678M
– –
-8,504
Closed -$316K
SITE icon
3422
SiteOne Landscape Supply
SITE
$4.09B
– –
-13,800
Closed -$802K
SKT icon
3423
Tanger
SKT
$4.78B
– –
-36,701
Closed -$896K
SLAB icon
3424
Silicon Laboratories
SLAB
$7.14B
– –
-36,614
Closed -$2.92M
SMTC icon
3425
Semtech
SMTC
$9.65B
– –
-18,840
Closed -$707K
135 136
137
138 139

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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.