We are live on
!
Find out more
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
(+8.9%)
Cap. Flow
+$1.06B
Cap. Flow
% of AUM
3.46%
Top 10 Holdings %
Top 10 Hldgs %
6.29%
Holding
3,708
New
1,026
Increased
1,078
Reduced
925
Closed
669
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
PG&E
PCG
|
+$208M |
| 2 |
Marriott International
MAR
|
+$168M |
| 3 |
SLB Ltd
SLB
|
+$154M |
| 4 |
Qualcomm
QCOM
|
+$143M |
| 5 |
Regeneron Pharmaceuticals
REGN
|
+$139M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Kroger
KR
|
+$203M |
| 2 |
Caterpillar
CAT
|
+$191M |
| 3 |
Boeing
BA
|
+$183M |
| 4 |
Target
TGT
|
+$173M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1176
AvalonBay Communities
AVB
$26.7B
| $3.14M | 0.01% |
17,591
+2,816
| +19% | +$511K |
|
1177
TransDigm Group
TDG
$70.4B
| $3.14M | 0.01% |
+11,425
| New | +$3.1M |
|
|
GOOD
1178
Gladstone Commercial Corp
GOOD
$604M
| $3.13M | 0.01% |
148,808
-21,880
| -13% | -$485K |
|
1179
CALL
Intel
INTC
$463B
| $3.13M | 0.01% |
67,900
-11,700
| -15% | -$511K |
|
1180
Workiva
WK
$3.3B
| $3.12M | 0.01% |
145,610
+46,752
| +47% | +$1.03M |
|
1181
PUT
Essex Property Trust
ESS
$18.3B
| $3.11M | 0.01% |
+12,900
| New | +$3.25M |
|
1182
Glaukos
GKOS
$9.85B
| $3.11M | 0.01% |
+121,222
| New | +$3.61M |
|
1183
Gen Digital
GEN
$16.4B
| $3.11M | 0.01% |
110,763
-935,706
| -89% | -$28M |
|
|
GTS
1184
DELISTED
Triple-S Management Corporation
GTS
| $3.1M | 0.01% |
131,318
-72,701
| -36% | -$1.77M |
|
1185
Skywest
SKYW
$4.29B
| $3.1M | 0.01% |
58,327
+3,515
| +6% | +$172K |
|
|
FPRX
1186
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $3.1M | 0.01% |
+141,268
| New | +$4.54M |
|
|
CUTR
1187
DELISTED
Cutera, Inc.
CUTR
| $3.09M | 0.01% |
68,177
+13,862
| +26% | +$585K |
|
1188
BJ's Restaurants
BJRI
$1.43B
| $3.09M | 0.01% |
84,892
-165,365
| -66% | -$5.52M |
|
|
TAHO
1189
DELISTED
Tahoe Resources Inc
TAHO
| $3.09M | 0.01% |
+645,123
| New | +$3.03M |
|
1190
Celanese
CE
$4.77B
| $3.08M | 0.01% |
28,742
-15,275
| -35% | -$1.62M |
|
1191
Covenant Logistics
CVLG
$919M
| $3.08M | 0.01% |
214,286
+71,354
| +50% | +$1.02M |
|
1192
Northrop Grumman
NOC
$76.5B
| $3.07M | 0.01% |
10,006
+6,756
| +208% | +$2.03M |
|
|
SVU
1193
PUT
DELISTED
SUPERVALU Inc.
SVU
| $3.07M | 0.01% |
142,000
+123,200
| +655% | +$2.25M |
|
1194
PUT
LendingTree
TREE
$455M
| $3.06M | 0.01% |
9,000
-6,700
| -43% | -$1.9M |
|
1195
CALL
eBay
EBAY
$50.3B
| $3.05M | 0.01% |
+80,800
| New | +$3M |
|
1196
PUT
Vale
VALE
$63.3B
| $3.05M | 0.01% |
+249,100
| New | +$2.64M |
|
1197
Agios Pharmaceuticals
AGIO
$1.89B
| $3.04M | 0.01% |
53,265
+5,434
| +11% | +$342K |
|
1198
CALL
Baidu
BIDU
$37.4B
| $3.04M | 0.01% |
13,000
+8,000
| +160% | +$1.96M |
|
|
1199
PUT
Baidu
BIDU
$37.4B
| $3.04M | 0.01% |
13,000
+6,000
| +86% | +$1.47M |
|
1200
iShares Russell 2000 Value ETF
IWN
$14.3B
| $3.04M | 0.01% |
+24,200
| New | +$3.02M |
|
Similar funds
VAM
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.