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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
SAM icon
951
PUT
Boston Beer
SAM
$1.93B
$4.53M 0.01%
23,700
+12,700
+115% +$2.27M
SFM icon
952
Sprouts Farmers Market
SFM
$8.17B
$4.53M 0.01%
185,865
-41,232
-18% -$874K
IWS icon
953
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$4.52M 0.01%
+50,700
New +$4.41M
KG
954
Kestrel Group
KG
$67.1M
$4.51M 0.01%
34,187
+6,810
+25% +$1.02M
ARCO icon
955
Arcos Dorados Holdings
ARCO
$1.73B
$4.49M 0.01%
446,208
-281,587
-39% -$2.75M
MS icon
956
PUT
Morgan Stanley
MS
$330B
$4.49M 0.01%
85,600
-10,800
-11% -$546K
MUR icon
957
CALL
Murphy Oil
MUR
$5.48B
$4.48M 0.01%
144,300
-22,700
-14% -$632K
NOK icon
958
Nokia
NOK
$50.7B
$4.48M 0.01%
961,186
-181,595
-16% -$936K
CIGI icon
959
Colliers International
CIGI
$5.08B
$4.48M 0.01%
74,072
+19,108
+35% +$1.1M
STM icon
960
STMicroelectronics
STM
$47.3B
$4.46M 0.01%
+204,425
New +$4.52M
MTRX icon
961
Matrix Service
MTRX
$320M
$4.45M 0.01%
249,766
+144,496
+137% +$2.27M
WIFI
962
DELISTED
Boingo Wireless, Inc.
WIFI
$4.44M 0.01%
197,419
-132,683
-40% -$3.04M
TMHC
963
DELISTED
Taylor Morrison
TMHC
$4.44M 0.01%
+181,423
New +$4.25M
TZA icon
964
Direxion Daily Small Cap Bear 3x ETF
TZA
$246M
$4.43M 0.01%
903
-337
-27% -$1.76M
MERC icon
965
Mercer International
MERC
$39.5M
$4.43M 0.01%
309,953
+131,854
+74% +$1.81M
ZOES
966
DELISTED
Zoe's Kitchen, Inc.
ZOES
$4.39M 0.01%
+262,609
New +$3.67M
MUR icon
967
PUT
Murphy Oil
MUR
$5.48B
$4.38M 0.01%
140,900
-51,800
-27% -$1.44M
WPC icon
968
W.P. Carey
WPC
$16.9B
$4.36M 0.01%
64,645
+7,452
+13% +$510K
NE
969
DELISTED
Noble Corporation
NE
$4.35M 0.01%
963,195
+766,063
+389% +$3.17M
WWE
970
DELISTED
World Wrestling Entertainment
WWE
$4.34M 0.01%
142,011
+33,311
+31% +$901K
SCS
971
DELISTED
Steelcase
SCS
$4.34M 0.01%
285,620
+2,555
+0.9% +$37.5K
FLR icon
972
Fluor
FLR
$6.99B
$4.33M 0.01%
83,890
-1,297,642
-94% -$60.4M
LRCX icon
973
CALL
Lam Research
LRCX
$372B
$4.33M 0.01%
235,000
+125,000
+114% +$2.46M
MLKN icon
974
MillerKnoll
MLKN
$1.53B
$4.31M 0.01%
107,675
-63,681
-37% -$2.23M
CME icon
975
CALL
CME Group
CME
$96.1B
$4.31M 0.01%
29,500
+24,500
+490% +$3.49M
37 38
39
40 41

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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.