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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
MRO
151
DELISTED
Marathon Oil Corporation
MRO
$56.1M 0.18%
3,316,617
+1,149,989
+53% +$17.1M
ZAYO
152
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$55.8M 0.18%
1,517,159
+1,449,386
+2,139% +$51.3M
B
153
Barrick Mining
B
$61.7B
$55.7M 0.18%
3,844,575
+3,674,335
+2,158% +$54.2M
DOX icon
154
Amdocs
DOX
$5.88B
$55.7M 0.18%
+849,899
New +$55.2M
WMT icon
155
Walmart Inc
WMT
$904B
$55.6M 0.18%
1,690,158
-2,424,342
-59% -$74.2M
WB icon
156
Weibo
WB
$1.95B
$55.4M 0.18%
535,079
-915,876
-63% -$94.7M
SQM icon
157
Sociedad Química y Minera de Chile
SQM
$19.1B
$55.1M 0.18%
927,689
+248,754
+37% +$14.3M
GRA
158
DELISTED
W.R. Grace & Co.
GRA
$54.9M 0.18%
782,901
+520,413
+198% +$37.7M
NXPI icon
159
NXP Semiconductors
NXPI
$66.3B
$54.7M 0.18%
466,878
-640,024
-58% -$73.9M
MXIM
160
DELISTED
Maxim Integrated Products
MXIM
$54.1M 0.18%
1,035,139
-258,368
-20% -$13.4M
WCN
161
Waste Connections
WCN
$42.6B
$53.6M 0.17%
755,352
+292,343
+63% +$20.4M
QVCGA
162
DELISTED
QVC Group Inc Series A
QVCGA
$53.3M 0.17%
44,949
+22,773
+103% +$26.4M
ESRX
163
DELISTED
Express Scripts Holding Company
ESRX
$52.6M 0.17%
+704,412
New +$45M
ALGN icon
164
Align Technology
ALGN
$12.4B
$52.2M 0.17%
234,741
+160,402
+216% +$36.4M
RIO icon
165
Rio Tinto
RIO
$149B
$52M 0.17%
982,216
+899,443
+1,087% +$43.9M
WRK
166
DELISTED
WestRock Company
WRK
$51M 0.17%
806,081
+594,196
+280% +$36.1M
ALSN icon
167
Allison Transmission
ALSN
$10.1B
$50.6M 0.16%
1,175,386
+1,108,432
+1,656% +$45.2M
NDAQ icon
168
Nasdaq
NDAQ
$54.1B
$50.4M 0.16%
1,968,405
+1,299,195
+194% +$32.8M
C icon
169
PUT
Citigroup
C
$222B
$50.1M 0.16%
673,600
+123,900
+23% +$9.16M
LLL
170
DELISTED
L3 Technologies, Inc.
LLL
$50M 0.16%
252,477
+224,600
+806% +$42.8M
CAR icon
171
Avis
CAR
$5.78B
$48.6M 0.16%
+1,108,004
New +$44.1M
FIS icon
172
Fidelity National Information Services
FIS
$23.2B
$48.3M 0.16%
+513,069
New +$48.2M
URBN icon
173
Urban Outfitters
URBN
$6.43B
$47.6M 0.15%
1,357,287
+1,036,052
+323% +$29M
O icon
174
Realty Income
O
$61.4B
$47.3M 0.15%
856,582
+489,594
+133% +$26.6M
V icon
175
Visa
V
$702B
$47.2M 0.15%
414,148
-340,901
-45% -$37.6M
5 6
7
8 9

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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.