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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
TRV icon
1076
PUT
Travelers Companies
TRV
$78.4B
$3.53M 0.01%
26,000
+23,000
+767% +$3.04M
CBPO
1077
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$3.52M 0.01%
44,704
+24,826
+125% +$2.06M
BBWI icon
1078
CALL
Bath & Body Works
BBWI
$4.02B
$3.51M 0.01%
+72,117
New +$2.91M
APA icon
1079
CALL
APA Corp
APA
$12.8B
$3.5M 0.01%
83,000
+4,000
+5% +$168K
AEP icon
1080
American Electric Power
AEP
$69.5B
$3.5M 0.01%
47,589
-1,120,910
-96% -$83.8M
EEQ
1081
DELISTED
Enbridge Energy Management Llc
EEQ
$3.49M 0.01%
286,405
+22,715
+9% +$285K
DCT
1082
DELISTED
DCT Industrial Trust Inc.
DCT
$3.48M 0.01%
59,202
+38,602
+187% +$2.29M
VIAB
1083
CALL
DELISTED
Viacom Inc. Class B
VIAB
$3.48M 0.01%
112,900
+93,900
+494% +$2.55M
USB icon
1084
PUT
US Bancorp
USB
$98B
$3.47M 0.01%
64,700
-72,700
-53% -$3.91M
AVB icon
1085
CALL
AvalonBay Communities
AVB
$26.8B
$3.46M 0.01%
+19,400
New +$3.52M
K
1086
PUT
DELISTED
Kellanova
K
$3.46M 0.01%
+54,209
New +$3.26M
ENTA icon
1087
Enanta Pharmaceuticals
ENTA
$378M
$3.46M 0.01%
58,955
+45,002
+323% +$2.25M
MMM icon
1088
3M
MMM
$90.8B
$3.46M 0.01%
+17,561
New +$3.38M
XIN
1089
DELISTED
Xinyuan Real Estate
XIN
$3.45M 0.01%
50,713
+26,079
+106% +$1.53M
GOLD
1090
DELISTED
Randgold Resources Ltd
GOLD
$3.45M 0.01%
34,843
+9,723
+39% +$924K
SHAK icon
1091
Shake Shack
SHAK
$2.54B
$3.44M 0.01%
+79,751
New +$3.09M
NBL
1092
DELISTED
Noble Energy, Inc.
NBL
$3.44M 0.01%
118,059
-570,094
-83% -$15.6M
APTS
1093
DELISTED
Preferred Apartment Communities, Inc.
APTS
$3.44M 0.01%
169,673
+49,660
+41% +$1.02M
TPC
1094
Tutor Perini Cor
TPC
$4.38B
$3.44M 0.01%
135,521
+44,925
+50% +$1.2M
COHU icon
1095
Cohu
COHU
$2.19B
$3.43M 0.01%
156,396
+48,707
+45% +$1.16M
FDS icon
1096
CALL
Factset
FDS
$9.35B
$3.43M 0.01%
17,800
-31,400
-64% -$6.03M
ATCO
1097
DELISTED
Atlas Corp.
ATCO
$3.42M 0.01%
507,432
+487,423
+2,436% +$3.18M
XLF icon
1098
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$3.42M 0.01%
122,650
-211,581
-63% -$5.69M
AYR
1099
DELISTED
Aircastle Ltd
AYR
$3.42M 0.01%
146,296
+20,939
+17% +$492K
HMSY
1100
DELISTED
HMS Holdings Corp.
HMSY
$3.42M 0.01%
201,822
-54,503
-21% -$955K
42 43
44
45 46

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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.