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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
WTS icon
3501
Watts Water Technologies
WTS
$11.2B
– –
-14,354
Closed -$993K
WYNN icon
3502
CALL
Wynn Resorts
WYNN
$10.3B
– –
-2,000
Closed -$298K
WYNN icon
3503
PUT
Wynn Resorts
WYNN
$10.3B
– –
-2,000
Closed -$298K
XHR
3504
Xenia Hotels & Resorts
XHR
$2.01B
– –
-154,732
Closed -$3.26M
XLK icon
3505
State Street Technology Select Sector SPDR ETF
XLK
$109B
– –
-667,620
Closed -$19.7M
YUM icon
3506
CALL
Yum! Brands
YUM
$41.9B
– –
-4,000
Closed -$294K
YUM icon
3507
PUT
Yum! Brands
YUM
$41.9B
– –
-6,000
Closed -$442K
ZION icon
3508
PUT
Zions Bancorporation
ZION
$10.1B
– –
-11,600
Closed -$547K
ZTS icon
3509
PUT
Zoetis
ZTS
$32.7B
– –
-16,000
Closed -$1.02M
ZUMZ icon
3510
Zumiez
ZUMZ
$330M
– –
-10,430
Closed -$189K
UCB
3511
United Community Banks
UCB
$4.26B
– –
-22,451
Closed -$641K
PRSU
3512
Pursuit Attractions and Hospitality Inc
PRSU
$1.45B
– –
-5,878
Closed -$358K
SGI
3513
CALL
Somnigroup International
SGI
$14.4B
– –
-20,000
Closed -$323K
SGI
3514
PUT
Somnigroup International
SGI
$14.4B
– –
-16,800
Closed -$271K
B
3515
DELISTED
Barnes Group Inc.
B
– –
-62,789
Closed -$4.42M
CNSL
3516
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
– –
-78,676
Closed -$1.5M
SAVE
3517
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-7,370
Closed -$283K
ITI
3518
DELISTED
Iteris, Inc.
ITI
– –
-19,156
Closed -$127K
PETQ
3519
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
– –
-35,363
Closed -$958K
SWN
3520
CALL
DELISTED
Southwestern Energy Company
SWN
– –
-294,300
Closed -$1.8M
SWN
3521
PUT
DELISTED
Southwestern Energy Company
SWN
– –
-193,700
Closed -$1.18M
TUP
3522
DELISTED
Tupperware Brands Corporation
TUP
– –
-77,340
Closed -$4.74M
KA
3523
DELISTED
Kineta, Inc. Common Stock
KA
– –
-121
Closed -$36K
BIG
3524
DELISTED
Big Lots, Inc.
BIG
– –
-369,209
Closed -$19.8M
LL
3525
DELISTED
LL Flooring Holdings, Inc.
LL
– –
-69,551
Closed -$2.2M
139 140
141
142 143

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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.