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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
STAG icon
901
STAG Industrial
STAG
$7.5B
$4.95M 0.02%
181,064
-13,833
-7% -$387K
LUV icon
902
CALL
Southwest Airlines
LUV
$21.7B
$4.94M 0.02%
75,500
+62,500
+481% +$3.68M
AMWD
903
DELISTED
American Woodmark
AMWD
$4.93M 0.02%
+37,826
New +$3.98M
EXC icon
904
CALL
Exelon
EXC
$48.1B
$4.93M 0.02%
+175,250
New +$5.04M
EZPW icon
905
Ezcorp Inc
EZPW
$1.79B
$4.92M 0.02%
403,115
+44,707
+12% +$488K
HUM icon
906
CALL
Humana
HUM
$43.9B
$4.91M 0.02%
+19,800
New +$4.89M
MODN
907
DELISTED
MODEL N, INC.
MODN
$4.91M 0.02%
311,801
+220,360
+241% +$3.32M
RDC
908
DELISTED
Rowan Companies Plc
RDC
$4.9M 0.02%
312,895
+126,253
+68% +$1.77M
FOR icon
909
Forestar Group
FOR
$1.48B
$4.9M 0.02%
222,641
+126,645
+132% +$2.46M
SNCR
910
DELISTED
Synchronoss Technologies
SNCR
$4.9M 0.02%
60,870
+21,231
+54% +$2.05M
MTDR icon
911
Matador Resources
MTDR
$6.04B
$4.89M 0.02%
+157,211
New +$4.31M
EXPE icon
912
Expedia Group
EXPE
$36.5B
$4.89M 0.02%
40,809
-222,392
-84% -$28.9M
HTZ
913
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
$4.88M 0.02%
254,371
+166,665
+190% +$3.22M
LUV icon
914
Southwest Airlines
LUV
$21.7B
$4.86M 0.02%
74,316
+60,025
+420% +$3.53M
FOLD
915
DELISTED
Amicus Therapeutics
FOLD
$4.85M 0.02%
336,940
+77,049
+30% +$1.06M
GGB icon
916
Gerdau
GGB
$9.54B
$4.85M 0.02%
1,641,294
+252,727
+18% +$688K
CVLT icon
917
Commault Systems
CVLT
$4.98B
$4.84M 0.02%
92,158
-84,847
-48% -$4.69M
XLI icon
918
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$4.84M 0.02%
63,917
-434,717
-87% -$31.6M
SHOP icon
919
CALL
Shopify
SHOP
$168B
$4.83M 0.02%
478,000
+458,000
+2,290% +$4.69M
ADC icon
920
Agree Realty
ADC
$9.66B
$4.83M 0.02%
93,795
+11,470
+14% +$569K
RXDX
921
DELISTED
Ignyta, Inc.
RXDX
$4.79M 0.02%
179,436
+97,268
+118% +$1.58M
ASB icon
922
Associated Banc-Corp
ASB
$5.8B
$4.78M 0.02%
188,081
-53,991
-22% -$1.35M
CLH icon
923
Clean Harbors
CLH
$17.2B
$4.78M 0.02%
+88,091
New +$4.77M
HOUS
924
DELISTED
Anywhere Real Estate
HOUS
$4.76M 0.02%
179,702
-90,873
-34% -$2.63M
OLN icon
925
Olin
OLN
$2.53B
$4.76M 0.02%
133,774
+106,822
+396% +$3.8M
35 36
37
38 39

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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.