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
PR
1051
Permian Resources
PR
$17.6B
$3.73M 0.01%
+188,148
New +$3.65M
APTV icon
1052
Aptiv
APTV
$12.3B
$3.72M 0.01%
43,871
-340,707
-89% -$32.4M
FLOW
1053
DELISTED
SPX FLOW, Inc.
FLOW
$3.7M 0.01%
+77,893
New +$3.35M
BKU icon
1054
Bankunited
BKU
$3.33B
$3.7M 0.01%
90,870
+68,143
+300% +$2.48M
SIR
1055
DELISTED
SELECT INCOME REIT
SIR
$3.69M 0.01%
+334,275
New +$3.65M
FLO icon
1056
Flowers Foods
FLO
$1.51B
$3.66M 0.01%
189,457
+13,663
+8% +$262K
ABT icon
1057
Abbott
ABT
$183B
$3.65M 0.01%
63,956
+14,466
+29% +$802K
CRM icon
1058
CALL
Salesforce
CRM
$148B
$3.65M 0.01%
35,700
+10,200
+40% +$1.04M
BV
1059
DELISTED
Bazaarvoice, Inc.
BV
$3.65M 0.01%
669,351
+86,350
+15% +$436K
KTWO
1060
DELISTED
K2M Group Holdings, Inc
KTWO
$3.63M 0.01%
201,918
+53,126
+36% +$1.01M
NBIX icon
1061
Neurocrine Biosciences
NBIX
$18.7B
$3.63M 0.01%
+46,812
New +$3.19M
INSM icon
1062
Insmed
INSM
$22B
$3.62M 0.01%
116,127
-48,014
-29% -$1.42M
GM icon
1063
CALL
General Motors
GM
$80B
$3.61M 0.01%
88,100
+79,100
+879% +$3.43M
CME icon
1064
PUT
CME Group
CME
$96.1B
$3.59M 0.01%
24,600
+18,600
+310% +$2.65M
DY icon
1065
Dycom Industries
DY
$12.5B
$3.59M 0.01%
+32,187
New +$3.11M
OCSL icon
1066
Oaktree Specialty Lending
OCSL
$1.03B
$3.59M 0.01%
244,434
+237,014
+3,194% +$3.8M
GRP.U
1067
DELISTED
Granite Real Estate Investment Trust
GRP.U
$3.57M 0.01%
90,837
-2,600
-3% -$103K
ATSG
1068
DELISTED
Air Transport Services Group
ATSG
$3.57M 0.01%
154,100
-52,238
-25% -$1.25M
CALD
1069
DELISTED
Callidus Software, Inc.
CALD
$3.57M 0.01%
+124,453
New +$3.39M
RPD icon
1070
Rapid7
RPD
$634M
$3.56M 0.01%
190,545
+90,408
+90% +$1.68M
LRCX icon
1071
PUT
Lam Research
LRCX
$372B
$3.55M 0.01%
193,000
+50,000
+35% +$983K
ACET
1072
DELISTED
Aceto Corp
ACET
$3.54M 0.01%
343,005
+289,225
+538% +$3.04M
NMIH icon
1073
NMI Holdings
NMIH
$3.3B
$3.54M 0.01%
208,053
+85,775
+70% +$1.34M
EWBC icon
1074
East-West Bancorp
EWBC
$17.9B
$3.54M 0.01%
58,105
+42,500
+272% +$2.53M
RFP
1075
DELISTED
Resolute Forest Products Inc.
RFP
$3.53M 0.01%
319,291
+257,506
+417% +$2.08M
41 42
43
44 45

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.