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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
FINL
526
DELISTED
Finish Line
FINL
$12.4M 0.04%
854,337
+736,862
+627% +$7.94M
DEL
527
DELISTED
Deltic Timber
DEL
$12.4M 0.04%
+135,561
New +$12.4M
GAP
528
The Gap Inc
GAP
$7.3B
$12.4M 0.04%
364,130
-683,290
-65% -$20.4M
CMCSA icon
529
CALL
Comcast
CMCSA
$87.3B
$12.3M 0.04%
308,300
+251,000
+438% +$9.44M
HAWK
530
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$12.3M 0.04%
346,166
+226,279
+189% +$8.15M
EL icon
531
Estee Lauder
EL
$30.4B
$12.3M 0.04%
96,921
-6,348
-6% -$763K
ROK icon
532
Rockwell Automation
ROK
$51.1B
$12.3M 0.04%
+62,804
New +$12M
EPR icon
533
EPR Properties
EPR
$4.89B
$12.3M 0.04%
188,333
+20,009
+12% +$1.37M
IMPV
534
DELISTED
Imperva, Inc.
IMPV
$12.3M 0.04%
308,711
+148,077
+92% +$6.17M
NGG icon
535
National Grid
NGG
$79.3B
$12.2M 0.04%
235,041
-26,528
-10% -$1.41M
URI icon
536
United Rentals
URI
$65.7B
$12.2M 0.04%
70,828
-315,574
-82% -$48M
CMCSA icon
537
PUT
Comcast
CMCSA
$87.3B
$12.1M 0.04%
302,500
+251,500
+493% +$9.45M
ENTG icon
538
Entegris
ENTG
$16.3B
$12.1M 0.04%
397,276
+287,366
+261% +$8.81M
GWW icon
539
PUT
W.W. Grainger
GWW
$64.2B
$12.1M 0.04%
51,200
-42,400
-45% -$8.77M
CSTM icon
540
Constellium
CSTM
$3.76B
$12.1M 0.04%
1,084,529
+284,650
+36% +$3.03M
COP icon
541
CALL
ConocoPhillips
COP
$144B
$12.1M 0.04%
220,000
-56,900
-21% -$2.93M
IQV icon
542
IQVIA
IQV
$40.7B
$12.1M 0.04%
+123,204
New +$12.5M
IWB icon
543
iShares Russell 1000 ETF
IWB
$47.1B
$12M 0.04%
80,816
+8,912
+12% +$1.29M
AGO icon
544
Assured Guaranty
AGO
$3.73B
$12M 0.04%
353,610
+334,792
+1,779% +$12.1M
AMT icon
545
PUT
American Tower
AMT
$83.5B
$11.9M 0.04%
83,500
+76,500
+1,093% +$10.9M
AMH icon
546
American Homes 4 Rent
AMH
$12.1B
$11.9M 0.04%
544,239
-150,847
-22% -$3.27M
PYPL icon
547
CALL
PayPal
PYPL
$49.9B
$11.9M 0.04%
161,400
+133,100
+470% +$9.62M
FBP icon
548
First Bancorp
FBP
$4.41B
$11.8M 0.04%
2,315,195
+898,288
+63% +$4.48M
ALKS icon
549
Alkermes
ALKS
$8.11B
$11.7M 0.04%
+214,272
New +$10.9M
BB icon
550
BlackBerry
BB
$4.58B
$11.7M 0.04%
1,044,017
+925,902
+784% +$10.1M
20 21
22
23 24

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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.