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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
CTRA
1101
PUT
DELISTED
Coterra Energy
CTRA
$3.41M 0.01%
119,300
+6,000
+5% +$165K
CXW icon
1102
CoreCivic
CXW
$2.95B
$3.41M 0.01%
151,521
+18,076
+14% +$434K
STC icon
1103
Stewart Information Services
STC
$2.08B
$3.41M 0.01%
80,599
+54,053
+204% +$2.13M
TCPC icon
1104
BlackRock TCP Capital
TCPC
$273M
$3.4M 0.01%
222,571
+62,057
+39% +$993K
BOBE
1105
DELISTED
Bob Evans Farms, Inc.
BOBE
$3.4M 0.01%
43,155
-33,836
-44% -$2.63M
SPG icon
1106
CALL
Simon Property Group
SPG
$74.7B
$3.4M 0.01%
19,800
+14,800
+296% +$2.4M
COTV
1107
DELISTED
Cotiviti Holdings, Inc.
COTV
$3.4M 0.01%
+105,549
New +$3.5M
DXC icon
1108
PUT
DXC Technology
DXC
$1.82B
$3.4M 0.01%
+41,385
New +$3.34M
RDWR icon
1109
Radware
RDWR
$1.05B
$3.4M 0.01%
175,102
-3,511
-2% -$66.6K
RPM icon
1110
RPM International
RPM
$13.8B
$3.4M 0.01%
64,791
+7,594
+13% +$397K
TAL icon
1111
CALL
TAL Education Group
TAL
$6.85B
$3.4M 0.01%
114,300
+46,300
+68% +$1.41M
CZZ
1112
DELISTED
Cosan Limited
CZZ
$3.4M 0.01%
350,117
+117,047
+50% +$1.06M
TVPT
1113
DELISTED
Travelport Worldwide Limited
TVPT
$3.39M 0.01%
259,573
-674,024
-72% -$9.61M
PDCO
1114
DELISTED
Patterson Companies, Inc.
PDCO
$3.39M 0.01%
+93,754
New +$3.42M
REGN icon
1115
CALL
Regeneron Pharmaceuticals
REGN
$77.4B
$3.38M 0.01%
9,000
+600
+7% +$243K
SAM icon
1116
CALL
Boston Beer
SAM
$1.93B
$3.38M 0.01%
17,700
+14,700
+490% +$2.63M
EEM icon
1117
iShares MSCI Emerging Markets ETF
EEM
$28.6B
$3.38M 0.01%
+71,666
New +$3.32M
MRTN icon
1118
Marten Transport
MRTN
$1.21B
$3.38M 0.01%
249,371
+105,077
+73% +$1.38M
RL icon
1119
PUT
Ralph Lauren
RL
$23B
$3.37M 0.01%
32,500
+26,500
+442% +$2.45M
PNNT
1120
Pennant Park Investment Corp
PNNT
$217M
$3.37M 0.01%
487,564
+113,680
+30% +$842K
RAD
1121
DELISTED
Rite Aid Corporation
RAD
$3.35M 0.01%
85,138
+82,382
+2,989% +$2.94M
WTM icon
1122
White Mountains Insurance
WTM
$5.25B
$3.35M 0.01%
+3,938
New +$3.44M
LVNTA
1123
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$3.35M 0.01%
61,727
-125,577
-67% -$7.15M
MX icon
1124
Magnachip Semiconductor
MX
$116M
$3.35M 0.01%
336,344
+94,956
+39% +$1.07M
EBSB
1125
DELISTED
Meridian Bancorp, Inc.
EBSB
$3.35M 0.01%
162,435
+13,963
+9% +$276K
43 44
45
46 47

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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.