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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
BMTC
3551
DELISTED
Bryn Mawr Bank Corp
BMTC
– –
-12,479
Closed -$547K
USCR
3552
DELISTED
U S Concrete, Inc.
USCR
– –
-7,203
Closed -$567K
ALXN
3553
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-173,418
Closed -$21.1M
MSGN
3554
DELISTED
MSG Networks Inc.
MSGN
– –
-13,758
Closed -$292K
CCRC
3555
DELISTED
China Customer Relations Centers, Inc
CCRC
– –
-13,095
Closed -$220K
PRAH
3556
DELISTED
PRA Health Sciences, Inc.
PRAH
– –
-123,229
Closed -$9.39M
GRUB
3557
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-2,000
Closed -$211K
FFG
3558
DELISTED
FBL Financial Group
FFG
– –
-6,483
Closed -$483K
FLIR
3559
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
-166,413
Closed -$6.47M
RNET
3560
DELISTED
RigNet, Inc.
RNET
– –
-15,350
Closed -$264K
CRHM
3561
DELISTED
CRH Medical Corporation
CRHM
– –
-26,309
Closed -$68K
RP
3562
DELISTED
RealPage, Inc.
RP
– –
-74,526
Closed -$2.97M
MIK
3563
DELISTED
Michaels Stores, Inc
MIK
– –
-147,351
Closed -$3.16M
QEP
3564
CALL
DELISTED
QEP RESOURCES, INC.
QEP
– –
-57,400
Closed -$492K
TNAV
3565
DELISTED
Telenav Inc.
TNAV
– –
-26,421
Closed -$168K
FIT
3566
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-92,900
Closed -$647K
FIT
3567
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-84,100
Closed -$585K
WPX
3568
CALL
DELISTED
WPX Energy, Inc.
WPX
– –
-48,100
Closed -$553K
WPX
3569
PUT
DELISTED
WPX Energy, Inc.
WPX
– –
-88,500
Closed -$1.02M
TCO
3570
DELISTED
Taubman Centers Inc.
TCO
– –
-120,649
Closed -$6M
HDS
3571
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-10,800
Closed -$390K
DNKN
3572
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-53,000
Closed -$2.81M
DNKN
3573
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-939,878
Closed -$49.9M
DNKN
3574
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-46,100
Closed -$2.45M
FRAN
3575
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-8,075
Closed -$713K
141 142
143
144 145

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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.