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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
NWLI
3526
DELISTED
National Western Life Group, Inc. Class A
NWLI
– –
-1,040
Closed -$363K
ERF
3527
DELISTED
Enerplus Corporation
ERF
– –
-107,848
Closed -$1.06M
PXD
3528
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-14,566
Closed -$2.24M
MDC
3529
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-55,097
Closed -$1.45M
MDRX
3530
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-247,378
Closed -$3.52M
AVTA
3531
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-88,671
Closed -$2.24M
NATI
3532
DELISTED
National Instruments Corp
NATI
– –
-6,695
Closed -$282K
TRTN
3533
CALL
DELISTED
Triton International Limited
TRTN
– –
-6,800
Closed -$226K
TRTN
3534
PUT
DELISTED
Triton International Limited
TRTN
– –
-10,200
Closed -$339K
AJRD
3535
DELISTED
Aerojet Rocketdyne Holdings
AJRD
– –
-441,036
Closed -$15.4M
LSI
3536
CALL
DELISTED
Life Storage, Inc.
LSI
– –
-18,900
Closed -$1.03M
LSI
3537
PUT
DELISTED
Life Storage, Inc.
LSI
– –
-23,550
Closed -$1.28M
OTIC
3538
DELISTED
Otonomy, Inc.
OTIC
– –
-18,000
Closed -$59K
CLVS
3539
CALL
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-60,300
Closed -$4.97M
CLVS
3540
PUT
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-78,700
Closed -$6.49M
EXTN
3541
DELISTED
Exterran Corporation
EXTN
– –
-19,854
Closed -$628K
CTXS
3542
DELISTED
Citrix Systems Inc
CTXS
– –
-307,990
Closed -$23.7M
MNDT
3543
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-33,000
Closed -$553K
MNDT
3544
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-29,900
Closed -$501K
SAFM
3545
DELISTED
Sanderson Farms Inc
SAFM
– –
-92,811
Closed -$14.3M
TSC
3546
DELISTED
TriState Capital Holdings, Inc.
TSC
– –
-25,470
Closed -$583K
ATRS
3547
DELISTED
Antares Pharma, Inc.
ATRS
– –
-455,720
Closed -$1.48M
ISBC
3548
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-11,350
Closed -$155K
PBCT
3549
CALL
DELISTED
People's United Financial Inc
PBCT
– –
-12,400
Closed -$225K
SC
3550
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-124,259
Closed -$1.91M
140 141
142
143 144

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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.