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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 | |
|---|---|---|---|---|---|---|
|
COR
2001
PUT
DELISTED
Coresite Realty Corporation
COR
| $957K | ﹤0.01% |
+8,400
| New | +$958K |
|
|
AQ
2002
DELISTED
Aquantia Corp. Common Stock
AQ
| $956K | ﹤0.01% |
+84,406
| New | +$957K |
|
|
BKS
2003
DELISTED
Barnes & Noble
BKS
| $956K | ﹤0.01% |
142,710
-82,265
| -37% | -$582K |
|
2004
Build-A-Bear
BBW
$425M
| $954K | ﹤0.01% |
103,696
+217
| +0.2% | +$1.85K |
|
2005
Harmonic Inc
HLIT
$1.25B
| $954K | ﹤0.01% |
227,107
+35,007
| +18% | +$131K |
|
2006
Smith & Wesson
SWBI
$651M
| $953K | ﹤0.01% |
+96,542
| New | +$1.04M |
|
2007
Shinhan Financial Group
SHG
$32.8B
| $952K | ﹤0.01% |
+20,508
| New | +$920K |
|
|
NFX
2008
PUT
DELISTED
Newfield Exploration
NFX
| $949K | ﹤0.01% |
30,100
-158,600
| -84% | -$4.81M |
|
2009
PUT
Devon Energy
DVN
$52.1B
| $948K | ﹤0.01% |
22,900
-191,400
| -89% | -$7.24M |
|
|
CHMI
2010
Cherry Hill Mortgage Investment Corp
CHMI
$83M
| $945K | ﹤0.01% |
+52,536
| New | +$962K |
|
2011
CALL
Middleby
MIDD
$6.04B
| $945K | ﹤0.01% |
+7,000
| New | +$857K |
|
|
MOFG
2012
DELISTED
MidWestOne Financial Group
MOFG
| $945K | ﹤0.01% |
28,194
-10,284
| -27% | -$363K |
|
2013
PUT
Post Holdings
POST
$4.14B
| $943K | ﹤0.01% |
18,183
+10,543
| +138% | +$561K |
|
2014
CALL
McKesson
MCK
$100B
| $936K | ﹤0.01% |
+6,000
| New | +$889K |
|
2015
Upbound Group
UPBD
$1.13B
| $936K | ﹤0.01% |
84,316
+66,267
| +367% | +$725K |
|
|
ACRE
2016
Ares Commercial Real Estate
ACRE
$236M
| $935K | ﹤0.01% |
72,449
+48,914
| +208% | +$650K |
|
2017
PUT
KLA
KLAC
$239B
| $935K | ﹤0.01% |
89,000
-12,000
| -12% | -$127K |
|
|
SIVB
2018
CALL
DELISTED
SVB Financial Group
SIVB
| $935K | ﹤0.01% |
+4,000
| New | +$852K |
|
|
SIVB
2019
PUT
DELISTED
SVB Financial Group
SIVB
| $935K | ﹤0.01% |
4,000
+1,000
| +33% | +$213K |
|
2020
PUT
Tesla
TSLA
$1.23T
| $934K | ﹤0.01% |
45,000
-390,000
| -90% | -$8.48M |
|
2021
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.95B
| $934K | ﹤0.01% |
+11,000
| New | +$922K |
|
|
2022
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.95B
| $934K | ﹤0.01% |
+11,000
| New | +$922K |
|
2023
Cytokinetics
CYTK
$10.5B
| $928K | ﹤0.01% |
113,902
+82,093
| +258% | +$932K |
|
|
SAVE
2024
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $928K | ﹤0.01% |
20,700
+9,700
| +88% | +$373K |
|
2025
Cracker Barrel
CBRL
$1.26B
| $926K | ﹤0.01% |
5,831
-59,655
| -91% | -$9.36M |
|
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.