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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
CELG
26
DELISTED
Celgene Corp
CELG
$137M 0.45%
1,315,658
+702,677
+115% +$79.3M
CCL icon
27
Carnival Corporation Ltd
CCL
$36.9B
$137M 0.45%
2,062,703
+1,484,842
+257% +$98.4M
VRTX icon
28
Vertex Pharmaceuticals
VRTX
$122B
$137M 0.45%
912,724
+462,416
+103% +$68.5M
MU icon
29
Micron Technology
MU
$996B
$136M 0.44%
3,300,699
-1,605,285
-33% -$69.2M
MDLZ icon
30
Mondelez International
MDLZ
$77.8B
$133M 0.43%
3,099,460
-1,285,258
-29% -$54M
WBA
31
DELISTED
Walgreens Boots Alliance
WBA
$131M 0.43%
1,807,949
+256,300
+17% +$18.1M
XLE icon
32
State Street Energy Select Sector SPDR ETF
XLE
$39B
$130M 0.42%
3,605,620
+3,185,802
+759% +$110M
XOM icon
33
ExxonMobil
XOM
$639B
$130M 0.42%
1,555,234
+1,180,422
+315% +$97.6M
REGN icon
34
Regeneron Pharmaceuticals
REGN
$70.7B
$129M 0.42%
+343,772
New +$139M
WDC icon
35
Western Digital
WDC
$171B
$126M 0.41%
2,093,669
+2,086,785
+30,314% +$134M
DUK icon
36
Duke Energy
DUK
$101B
$122M 0.4%
1,450,131
+834,406
+136% +$72.9M
YUM icon
37
Yum! Brands
YUM
$41.2B
$122M 0.4%
1,493,059
+159,857
+12% +$12.6M
ADBE icon
38
Adobe
ADBE
$95B
$121M 0.39%
691,969
+643,489
+1,327% +$111M
BAC icon
39
Bank of America
BAC
$437B
$120M 0.39%
4,074,719
+1,538,417
+61% +$42.4M
HPQ icon
40
HP
HPQ
$24.2B
$119M 0.39%
5,672,043
-1,429,712
-20% -$30.4M
ALL icon
41
Allstate
ALL
$67.1B
$118M 0.39%
1,131,036
+854,207
+309% +$84.1M
HUN icon
42
Huntsman Corp
HUN
$2.1B
$118M 0.38%
3,534,199
+2,537,977
+255% +$77.7M
APD icon
43
Air Products & Chemicals
APD
$65.3B
$117M 0.38%
711,694
-384,639
-35% -$61.3M
MON
44
DELISTED
Monsanto Co
MON
$117M 0.38%
999,033
+386,152
+63% +$45.9M
F icon
45
Ford
F
$57.7B
$117M 0.38%
+9,329,116
New +$115M
INTC icon
46
Intel
INTC
$456B
$116M 0.38%
2,516,646
+846,613
+51% +$36.9M
DE icon
47
Deere & Co
DE
$166B
$113M 0.37%
718,899
+708,901
+7,090% +$99.2M
TSM icon
48
TSMC
TSM
$2.05T
$112M 0.37%
2,833,897
+2,411,568
+571% +$97.7M
QSR icon
49
Restaurant Brands International
QSR
$25.6B
$109M 0.35%
1,768,337
+589,811
+50% +$37.8M
STX icon
50
Seagate
STX
$184B
$107M 0.35%
2,560,543
+49,017
+2% +$1.87M
1
2
3 4 5

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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.