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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
DRRX
3001
DELISTED
DURECT Corp
DRRX
$89K ﹤0.01%
9,677
+1,828
+23% +$21.7K
LTS
3002
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$89K ﹤0.01%
28,094
+281
+1% +$872
AREX
3003
DELISTED
Approach Resources Inc.
AREX
$89K ﹤0.01%
+30,156
New +$74.3K
AMBR
3004
DELISTED
Amber Road Inc
AMBR
$88K ﹤0.01%
11,989
+600
+5% +$4.48K
RAS
3005
DELISTED
RAIT Financial Trust
RAS
$86K ﹤0.01%
229,832
-10,658
-4% -$4.81K
BTE icon
3006
Baytex Energy
BTE
$3.04B
$84K ﹤0.01%
+28,078
New +$82.7K
PRGX
3007
DELISTED
PRGX Global, Inc.
PRGX
$84K ﹤0.01%
11,837
-100
-0.8% -$728
AVEO
3008
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
$83K ﹤0.01%
+2,967
New +$92.1K
AQMS icon
3009
Aqua Metals
AQMS
$10.2M
$81K ﹤0.01%
+189
New +$143K
CCO icon
3010
Clear Channel Outdoor Holdings
CCO
$1.23B
$81K ﹤0.01%
17,597
+7,014
+66% +$30.1K
LKM
3011
DELISTED
Link Motion Inc.
LKM
$80K ﹤0.01%
+19,922
New +$77.6K
FOSL icon
3012
PUT
Fossil Group
FOSL
$288M
$78K ﹤0.01%
+10,000
New +$77.5K
RLGT icon
3013
Radiant Logistics
RLGT
$388M
$78K ﹤0.01%
+17,060
New +$82.7K
VBIV
3014
DELISTED
VBI Vaccines, Inc. New Common Stock (Canada)
VBIV
$74K ﹤0.01%
+577
New +$70.9K
NVLN
3015
DELISTED
Novelion Therapeutics Inc. Common Shares
NVLN
$73K ﹤0.01%
+23,496
New +$113K
BBRG
3016
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
$73K ﹤0.01%
29,129
-13,734
-32% -$30.8K
IOTS
3017
DELISTED
Adesto Technologies Corp
IOTS
$71K ﹤0.01%
+10,954
New +$83.1K
VHC icon
3018
VirnetX Holding Corp
VHC
$54.7M
$70K ﹤0.01%
+945
New +$91.9K
FRTX
3019
DELISTED
Fresh Tracks Therapeutics, Inc. Common Stock
FRTX
$69K ﹤0.01%
+120
New +$79.1K
SN
3020
PUT
DELISTED
Sanchez Energy Corporation
SN
$69K ﹤0.01%
13,000
+1,400
+12% +$6.62K
GRPN icon
3021
CALL
Groupon
GRPN
$1.06B
$66K ﹤0.01%
+645
New +$67.8K
GRPN icon
3022
PUT
Groupon
GRPN
$1.06B
$66K ﹤0.01%
+650
New +$68.4K
SWN
3023
DELISTED
Southwestern Energy Company
SWN
$61K ﹤0.01%
10,902
-6,458
-37% -$37.5K
DWSN icon
3024
Dawson Geophysical
DWSN
$143M
$60K ﹤0.01%
12,693
-3,435
-21% -$16K
SN
3025
CALL
DELISTED
Sanchez Energy Corporation
SN
$57K ﹤0.01%
10,800
-8,800
-45% -$41.6K
119 120
121
122 123

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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.