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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
WLK icon
751
Westlake Corp
WLK
$9.26B
$6.93M 0.02%
+65,010
New +$6.02M
MELI icon
752
PUT
Mercado Libre
MELI
$94.5B
$6.92M 0.02%
22,000
+21,000
+2,100% +$5.68M
PXD
753
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$6.91M 0.02%
40,000
+17,400
+77% +$2.68M
TTSH
754
DELISTED
Tile Shop Holdings
TTSH
$6.91M 0.02%
719,302
+684,562
+1,971% +$6.04M
VIAB
755
PUT
DELISTED
Viacom Inc. Class B
VIAB
$6.91M 0.02%
224,100
+202,600
+942% +$5.5M
CWST icon
756
Casella Waste Systems
CWST
$5.76B
$6.9M 0.02%
299,815
+57,338
+24% +$1.13M
BABA icon
757
PUT
Alibaba
BABA
$276B
$6.9M 0.02%
40,000
-6,600
-14% -$1.18M
D icon
758
CALL
Dominion Energy
D
$62.1B
$6.89M 0.02%
85,000
+69,000
+431% +$5.59M
SAFM
759
CALL
DELISTED
Sanderson Farms Inc
SAFM
$6.88M 0.02%
+49,600
New +$7.66M
QQQ icon
760
Invesco QQQ Trust
QQQ
$436B
$6.87M 0.02%
44,100
-309,862
-88% -$47.3M
EVC icon
761
Entravision Communication
EVC
$1.02B
$6.86M 0.02%
959,644
+767,414
+399% +$4.81M
CYBR
762
DELISTED
CyberArk
CYBR
$6.86M 0.02%
165,632
+132,928
+406% +$5.82M
JUNO
763
DELISTED
Juno Therapeutics, Inc.
JUNO
$6.86M 0.02%
149,969
-106,493
-42% -$5.31M
JRVR icon
764
James River Group Holdings
JRVR
$219M
$6.83M 0.02%
170,656
+65,247
+62% +$2.65M
KN icon
765
Knowles
KN
$2.95B
$6.81M 0.02%
464,650
-179,086
-28% -$2.8M
PSX icon
766
PUT
Phillips 66
PSX
$82.9B
$6.81M 0.02%
67,300
+41,600
+162% +$3.95M
FE icon
767
PUT
FirstEnergy
FE
$28.4B
$6.8M 0.02%
222,100
+69,800
+46% +$2.27M
AU icon
768
AngloGold Ashanti
AU
$39.4B
$6.79M 0.02%
666,023
+638,854
+2,351% +$6.16M
FLEX icon
769
Flex
FLEX
$37.7B
$6.78M 0.02%
500,019
+468,211
+1,472% +$6.33M
WKC icon
770
World Kinect Corp
WKC
$2.06B
$6.76M 0.02%
+240,408
New +$7.25M
JEF icon
771
Jefferies Financial Group
JEF
$12.7B
$6.76M 0.02%
284,993
+121,577
+74% +$2.8M
OGE icon
772
OGE Energy
OGE
$9.87B
$6.74M 0.02%
+204,669
New +$7.23M
ZG icon
773
Zillow
ZG
$7.85B
$6.74M 0.02%
+165,322
New +$6.79M
BL icon
774
BlackLine
BL
$1.9B
$6.73M 0.02%
+205,125
New +$7.18M
X
775
CALL
DELISTED
US Steel
X
$6.72M 0.02%
191,100
-233,800
-55% -$6.8M
29 30
31
32 33

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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.