We are live on ! Find out more
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
CACQ
3651
DELISTED
Caesars Acquisition Company
CACQ
– –
-250,755
Closed -$5.38M
ATW
3652
DELISTED
Atwood Oceanics
ATW
– –
-1,240,364
Closed -$11.6M
KITE
3653
DELISTED
Kite Pharma, Inc.
KITE
– –
-35,671
Closed -$6.41M
ALR
3654
DELISTED
Alere Inc
ALR
– –
-219,475
Closed -$11.2M
NEFF
3655
DELISTED
Neff Corporation
NEFF
– –
-47,066
Closed -$1.18M
AF
3656
DELISTED
Astoria Financial Corporation
AF
– –
-652,970
Closed -$14M
PRXL
3657
DELISTED
Parexel International Corp
PRXL
– –
-580,910
Closed -$51.2M
ZPIN
3658
DELISTED
Zhaopin Limited
ZPIN
– –
-37,326
Closed -$679K
SFR
3659
DELISTED
Starwood Waypoint Homes
SFR
– –
-829,101
Closed -$30.2M
CRC
3660
CALL
DELISTED
California Resources Corporation
CRC
– –
-75,800
Closed -$793K
CRC
3661
PUT
DELISTED
California Resources Corporation
CRC
– –
-125,200
Closed -$1.31M
TACO
3662
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
– –
-71,930
Closed -$1.1M
EGL
3663
DELISTED
Engility Holdings, Inc.
EGL
– –
-39,907
Closed -$1.38M
CAVM
3664
PUT
DELISTED
Cavium, Inc.
CAVM
– –
-4,000
Closed -$264K
PSTB
3665
DELISTED
Park Sterling Corp.
PSTB
– –
-302,179
Closed -$3.75M
KEM
3666
CALL
DELISTED
KEMET Corporation
KEM
– –
-43,100
Closed -$911K
KEM
3667
PUT
DELISTED
KEMET Corporation
KEM
– –
-43,600
Closed -$921K
ATVI
3668
DELISTED
Activision Blizzard
ATVI
– –
-6,191
Closed -$391K
IIP
3669
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
– –
-663,636
Closed -$2.89M
IBTX
3670
DELISTED
Independent Bank Group, Inc.
IBTX
– –
-7,919
Closed -$478K
EBIX
3671
DELISTED
Ebix Inc
EBIX
– –
-28,034
Closed -$1.83M
UBA
3672
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
– –
-13,394
Closed -$291K
VEDL
3673
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
– –
-73,218
Closed -$1.42M
CBB
3674
DELISTED
Cincinnati Bell Inc.
CBB
– –
-17,367
Closed -$345K
FTR
3675
CALL
DELISTED
Frontier Communications Corp.
FTR
– –
-46,000
Closed -$542K
145 146
147
148 149

Similar funds

TD Asset Management
TD Asset Management Toronto, Ontario, Canada $123B AUM 34.51% 1-Year Est. Return
Schroder Investment Management Group
Schroder Investment Management Group London, United Kingdom $122B AUM 29.27% 1-Year Est. Return
State Farm Mutual Automobile Insurance
State Farm Mutual Automobile Insurance Bloomington, Illinois $127B AUM 32.55% 1-Year Est. Return
Primecap Management
Primecap Management Pasadena, California $127B AUM 44.11% 1-Year Est. Return
Fidelity International
Fidelity International Hamilton, Bermuda $129B AUM 30.83% 1-Year Est. Return
VAM
Vanguard Asset Management London, Ec4n 8af $117B AUM
RhumbLine Advisers
RhumbLine Advisers Boston, Massachusetts $117B AUM 29.66% 1-Year Est. Return
Neuberger Berman Group
Neuberger Berman Group New York $131B AUM 28.36% 1-Year Est. Return

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.