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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
WMGI
3576
DELISTED
Wright Medical Group Inc
WMGI
– –
-431,382
Closed -$11.2M
APEX
3577
DELISTED
Apex Global Brands Inc. Common Stock
APEX
– –
-845
Closed -$70K
IMMU
3578
DELISTED
Immunomedics Inc
IMMU
– –
-662,014
Closed -$9.26M
AIMT
3579
DELISTED
Aimmune Therapeutics
AIMT
– –
-10,100
Closed -$250K
VSLR
3580
DELISTED
VIVINT SOLAR, INC.
VSLR
– –
-50,285
Closed -$171K
AMTD
3581
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-18,000
Closed -$878K
NBL
3582
CALL
DELISTED
Noble Energy, Inc.
NBL
– –
-40,600
Closed -$1.15M
NBL
3583
PUT
DELISTED
Noble Energy, Inc.
NBL
– –
-77,500
Closed -$2.2M
CCMP
3584
CALL
DELISTED
CMC Materials, Inc. Common Stock
CCMP
– –
-10,100
Closed -$807K
CCMP
3585
PUT
DELISTED
CMC Materials, Inc. Common Stock
CCMP
– –
-19,400
Closed -$1.55M
LOGM
3586
CALL
DELISTED
LogMein, Inc.
LOGM
– –
-2,000
Closed -$220K
LOGM
3587
PUT
DELISTED
LogMein, Inc.
LOGM
– –
-2,000
Closed -$220K
CSFL
3588
DELISTED
CenterState Bank Corporation Common Stock
CSFL
– –
-39,811
Closed -$1.07M
LBY
3589
DELISTED
Libbey, Inc.
LBY
– –
-80,682
Closed -$747K
I
3590
DELISTED
INTELSAT S. A.
I
– –
-79,645
Closed -$374K
JCP
3591
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-44,600
Closed -$170K
JCP
3592
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-125,600
Closed -$479K
ARCH
3593
PUT
DELISTED
Arch Resources, Inc.
ARCH
– –
-2,800
Closed -$201K
CARO
3594
DELISTED
Carolina Financial Corp.
CARO
– –
-23,977
Closed -$860K
JMEI
3595
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
– –
-1,046
Closed -$30K
AKS
3596
CALL
DELISTED
AK Steel Holding Corp
AKS
– –
-729,600
Closed -$4.08M
AKS
3597
PUT
DELISTED
AK Steel Holding Corp
AKS
– –
-665,800
Closed -$3.72M
LTXB
3598
DELISTED
LegacyTexas Financial Group Inc
LTXB
– –
-14,000
Closed -$559K
NCI
3599
DELISTED
Navigant Consulting, Inc.
NCI
– –
-92,879
Closed -$1.57M
TYPE
3600
DELISTED
Monotype Imaging Holdings Inc.
TYPE
– –
-173,130
Closed -$3.33M
142 143
144
145 146

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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.