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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
SU icon
76
Suncor Energy
SU
$76.3B
$84.6M 0.28%
2,302,173
+1,176,728
+105% +$40.9M
TECK icon
77
Teck Resources
TECK
$28.2B
$84.6M 0.28%
3,230,887
+1,598,046
+98% +$36.4M
DELL icon
78
Dell
DELL
$237B
$84.5M 0.28%
3,703,116
+3,233,912
+689% +$73.3M
BKNG icon
79
Booking.com
BKNG
$150B
$84.1M 0.27%
1,210,250
+1,052,400
+667% +$76.2M
AGNC icon
80
AGNC Investment
AGNC
$12.5B
$83.5M 0.27%
4,135,084
+190,813
+5% +$3.92M
MRK icon
81
Merck
MRK
$332B
$83.4M 0.27%
1,553,666
-772,323
-33% -$42.8M
CAG icon
82
Conagra Brands
CAG
$7.43B
$83.1M 0.27%
2,206,910
-950,827
-30% -$33.8M
VMW
83
DELISTED
VMware, Inc
VMW
$82.9M 0.27%
661,859
-608,773
-48% -$73.1M
DHR icon
84
Danaher
DHR
$146B
$82.5M 0.27%
1,002,487
-360,536
-26% -$29.3M
USFD icon
85
US Foods
USFD
$22.5B
$82.2M 0.27%
2,573,812
+474,352
+23% +$13.4M
ANET icon
86
Arista Networks
ANET
$204B
$82M 0.27%
5,567,264
+1,940,016
+53% +$26M
CL icon
87
Colgate-Palmolive
CL
$75.8B
$81.8M 0.27%
1,084,556
+213,296
+24% +$15.6M
ADP icon
88
Automatic Data Processing
ADP
$105B
$81.7M 0.27%
+697,509
New +$79.8M
BABA icon
89
Alibaba
BABA
$276B
$81.6M 0.27%
473,250
+303,645
+179% +$54.4M
RIG icon
90
Transocean
RIG
$5.69B
$81.5M 0.27%
7,629,543
-417,107
-5% -$4.33M
KMB icon
91
Kimberly-Clark
KMB
$38B
$80.8M 0.26%
669,375
-342,488
-34% -$39.9M
EW icon
92
Edwards Lifesciences
EW
$48.6B
$79.9M 0.26%
2,125,932
+1,764,444
+488% +$64.8M
JD icon
93
JD.com
JD
$43.2B
$79.3M 0.26%
1,914,714
+984,071
+106% +$38.7M
WM icon
94
Waste Management
WM
$97.5B
$79.2M 0.26%
917,770
+236,822
+35% +$19.3M
TT icon
95
Trane Technologies
TT
$102B
$79.1M 0.26%
+887,411
New +$78.2M
NLY icon
96
Annaly Capital Management
NLY
$17.2B
$79.1M 0.26%
1,662,122
+624,447
+60% +$29.6M
CMCSA icon
97
Comcast
CMCSA
$84.1B
$78.3M 0.25%
1,954,241
+514,551
+36% +$19.3M
WYNN icon
98
Wynn Resorts
WYNN
$10.3B
$77.2M 0.25%
457,621
+440,347
+2,549% +$67.9M
HDS
99
DELISTED
HD Supply Holdings, Inc.
HDS
$76.8M 0.25%
1,917,393
+1,706,404
+809% +$62.7M
PPL
100
PPL Corp
PPL
$27.7B
$76.2M 0.25%
2,460,522
+2,340,122
+1,944% +$84.1M
2 3
4
5 6

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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.