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
SPLK
51
DELISTED
Splunk Inc
SPLK
$99.8M 0.33%
1,205,331
+361,491
+43% +$26.5M
AMGN icon
52
Amgen
AMGN
$203B
$99.4M 0.32%
571,383
+79,938
+16% +$14.1M
GD icon
53
General Dynamics
GD
$105B
$98.2M 0.32%
482,813
+270,166
+127% +$55.2M
ETN icon
54
Eaton
ETN
$155B
$98M 0.32%
1,239,872
+1,112,590
+874% +$86.5M
LYB icon
55
LyondellBasell Industries
LYB
$18.9B
$97.7M 0.32%
885,295
+733,678
+484% +$76.1M
GLW icon
56
Corning
GLW
$123B
$96.7M 0.32%
+3,024,193
New +$95.2M
SNI
57
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$96.7M 0.31%
1,132,314
-513,499
-31% -$42.4M
LMT icon
58
Lockheed Martin
LMT
$134B
$96.3M 0.31%
299,969
-183,085
-38% -$57.7M
TMUS icon
59
T-Mobile US
TMUS
$190B
$96.3M 0.31%
+1,516,229
New +$92.5M
AA icon
60
Alcoa
AA
$11.6B
$95.7M 0.31%
1,776,609
-543,569
-23% -$24.9M
MLCO icon
61
Melco Resorts & Entertainment
MLCO
$2.18B
$94.7M 0.31%
3,259,925
-279,552
-8% -$7.13M
EBAY icon
62
eBay
EBAY
$50.3B
$93.5M 0.3%
2,478,039
+2,069,763
+507% +$76.8M
PRU icon
63
Prudential Financial
PRU
$42.3B
$93.5M 0.3%
812,807
+595,386
+274% +$66.8M
BSX icon
64
Boston Scientific
BSX
$67.6B
$91.8M 0.3%
3,702,539
+1,635,881
+79% +$45.1M
RDS.A
65
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$88.9M 0.29%
1,332,938
-690,048
-34% -$43.5M
MDT icon
66
Medtronic
MDT
$108B
$88.5M 0.29%
1,095,527
-261,635
-19% -$21M
MRVL icon
67
Marvell Technology
MRVL
$170B
$88.1M 0.29%
4,104,346
+379,976
+10% +$7.75M
BP icon
68
BP
BP
$109B
$87.9M 0.29%
2,284,642
-89,326
-4% -$3.24M
EXC icon
69
Exelon
EXC
$48.2B
$87.4M 0.28%
3,107,693
+112,169
+4% +$3.22M
MNST icon
70
Monster Beverage
MNST
$93.2B
$87.3M 0.28%
2,758,152
+2,017,078
+272% +$60.4M
VNQ icon
71
Vanguard Real Estate ETF
VNQ
$39.8B
$87.3M 0.28%
+1,051,600
New +$88.1M
GXP
72
DELISTED
Great Plains Energy Incorporated
GXP
$87.2M 0.28%
2,705,937
-488,649
-15% -$16.1M
MPC icon
73
Marathon Petroleum
MPC
$91.2B
$85.2M 0.28%
1,291,770
-145,088
-10% -$8.88M
RY icon
74
Royal Bank of Canada
RY
$291B
$85.1M 0.28%
1,039,612
-537,846
-34% -$42.7M
GSK icon
75
GSK
GSK
$104B
$84.7M 0.28%
1,910,534
+365,820
+24% +$16.9M
1 2
3
4 5

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.