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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
CNX icon
3126
CALL
CNX Resources
CNX
$4.91B
– –
-42,600
Closed -$601K
CNX icon
3127
PUT
CNX Resources
CNX
$4.91B
– –
-52,320
Closed -$739K
COF icon
3128
CALL
Capital One
COF
$128B
– –
-16,000
Closed -$1.35M
COF icon
3129
PUT
Capital One
COF
$128B
– –
-16,800
Closed -$1.42M
COHR icon
3130
Coherent
COHR
$43.4B
– –
-382,910
Closed -$15.8M
COLB icon
3131
Columbia Banking Systems
COLB
$8.71B
– –
-137,514
Closed -$5.79M
COO icon
3132
Cooper Companies
COO
$14.2B
– –
-181,316
Closed -$10.7M
CP icon
3133
CALL
Canadian Pacific Kansas City
CP
$81B
– –
-190,000
Closed -$6.38M
CP icon
3134
PUT
Canadian Pacific Kansas City
CP
$81B
– –
-235,000
Closed -$7.9M
CPA icon
3135
CALL
Copa Holdings
CPA
$5.56B
– –
-2,000
Closed -$249K
CPA icon
3136
PUT
Copa Holdings
CPA
$5.56B
– –
-3,000
Closed -$374K
CPS icon
3137
Cooper-Standard Automotive
CPS
$517M
– –
-12,410
Closed -$1.44M
CRL icon
3138
Charles River Laboratories
CRL
$11.3B
– –
-51,564
Closed -$5.57M
CSGP icon
3139
CoStar Group
CSGP
$12.2B
– –
-318,320
Closed -$8.54M
CSX icon
3140
CALL
CSX Corp
CSX
$94B
– –
-60,900
Closed -$1.1M
CSX icon
3141
PUT
CSX Corp
CSX
$94B
– –
-77,400
Closed -$1.4M
CTRA
3142
DELISTED
Coterra Energy
CTRA
– –
-1,313,626
Closed -$36.1M
CVCO icon
3143
Cavco Industries
CVCO
$4.36B
– –
-5,000
Closed -$738K
CXW icon
3144
CALL
CoreCivic
CXW
$2.94B
– –
-26,400
Closed -$707K
CXW icon
3145
PUT
CoreCivic
CXW
$2.94B
– –
-45,300
Closed -$1.21M
CYBR
3146
CALL
DELISTED
CyberArk
CYBR
– –
-5,500
Closed -$226K
CYBR
3147
PUT
DELISTED
CyberArk
CYBR
– –
-6,000
Closed -$246K
D icon
3148
Dominion Energy
D
$62.1B
– –
-99,720
Closed -$8.08M
DAR icon
3149
Darling Ingredients
DAR
$9.32B
– –
-15,383
Closed -$270K
DB icon
3150
Deutsche Bank
DB
$66.6B
– –
-216,563
Closed -$3.74M
124 125
126
127 128

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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.