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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
FTR
3676
PUT
DELISTED
Frontier Communications Corp.
FTR
– –
-42,600
Closed -$502K
CELG
3677
CALL
DELISTED
Celgene Corp
CELG
– –
-26,000
Closed -$3.79M
CELG
3678
PUT
DELISTED
Celgene Corp
CELG
– –
-25,000
Closed -$3.65M
GG
3679
CALL
DELISTED
Goldcorp Inc
GG
– –
-30,000
Closed -$389K
GG
3680
PUT
DELISTED
Goldcorp Inc
GG
– –
-36,100
Closed -$468K
SHPG
3681
DELISTED
Shire pic
SHPG
– –
-11,010
Closed -$1.69M
SHPG
3682
PUT
DELISTED
Shire pic
SHPG
– –
-3,000
Closed -$459K
LPNT
3683
DELISTED
LifePoint Health, Inc.
LPNT
– –
-38,881
Closed -$2.25M
XIV
3684
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
– –
-185,861
Closed -$18.1M
BOBE
3685
CALL
DELISTED
Bob Evans Farms, Inc.
BOBE
– –
-11,600
Closed -$899K
BOBE
3686
PUT
DELISTED
Bob Evans Farms, Inc.
BOBE
– –
-12,900
Closed -$1M
BCR
3687
DELISTED
CR Bard Inc.
BCR
– –
-227,607
Closed -$72.9M
SNC
3688
DELISTED
State National Companies, Inc.
SNC
– –
-60,292
Closed -$1.27M
OKSB
3689
DELISTED
Southwest Bancorp Inc/OK
OKSB
– –
-87,085
Closed -$2.4M
DGI
3690
DELISTED
DigitalGlobe Inc.
DGI
– –
-143,156
Closed -$5.05M
FPO
3691
DELISTED
First Potomac Realty Trust
FPO
– –
-220,131
Closed -$2.45M
EE
3692
DELISTED
El Paso Electric Company
EE
– –
-26,920
Closed -$1.49M
DO
3693
CALL
DELISTED
Diamond Offshore Drilling
DO
– –
-16,000
Closed -$232K
DO
3694
DELISTED
Diamond Offshore Drilling
DO
– –
-116,868
Closed -$1.7M
DO
3695
PUT
DELISTED
Diamond Offshore Drilling
DO
– –
-46,000
Closed -$667K
RHT
3696
CALL
DELISTED
Red Hat Inc
RHT
– –
-46,000
Closed -$5.1M
RHT
3697
DELISTED
Red Hat Inc
RHT
– –
-1,179,810
Closed -$131M
RHT
3698
PUT
DELISTED
Red Hat Inc
RHT
– –
-55,300
Closed -$6.13M
CIT
3699
CALL
DELISTED
CIT Group Inc.
CIT
– –
-15,200
Closed -$746K
CIT
3700
PUT
DELISTED
CIT Group Inc.
CIT
– –
-37,400
Closed -$1.83M
145 146 147
148
149

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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.