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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
BT
3601
DELISTED
BT Group plc (ADR)
BT
– –
-257,060
Closed -$4.95M
USG
3602
DELISTED
Usg
USG
– –
-12,726
Closed -$416K
ARRS
3603
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-8,324
Closed -$237K
NCOM
3604
DELISTED
National Commerce Corporation
NCOM
– –
-23,646
Closed -$1.01M
TFCFA
3605
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-97,000
Closed -$2.56M
CIVI
3606
DELISTED
Civitas Solutions, Inc.
CIVI
– –
-13,436
Closed -$248K
BNCL
3607
DELISTED
Beneficial Bancorp, Inc.
BNCL
– –
-17,572
Closed -$292K
P
3608
CALL
DELISTED
Pandora Media Inc
P
– –
-577,100
Closed -$4.44M
P
3609
PUT
DELISTED
Pandora Media Inc
P
– –
-471,200
Closed -$3.63M
TSRO
3610
CALL
DELISTED
TESARO, Inc.
TSRO
– –
-23,100
Closed -$2.98M
TSRO
3611
PUT
DELISTED
TESARO, Inc.
TSRO
– –
-35,700
Closed -$4.61M
FCB
3612
DELISTED
FCB Financial Holdings, Inc.
FCB
– –
-23,135
Closed -$1.12M
ECYT
3613
DELISTED
Endocyte, Inc. Common Stock
ECYT
– –
-68,777
Closed -$97K
ESRX
3614
CALL
DELISTED
Express Scripts Holding Company
ESRX
– –
-4,000
Closed -$253K
ESRX
3615
PUT
DELISTED
Express Scripts Holding Company
ESRX
– –
-8,000
Closed -$507K
COL
3616
CALL
DELISTED
Rockwell Collins
COL
– –
-30,600
Closed -$4M
COL
3617
PUT
DELISTED
Rockwell Collins
COL
– –
-23,500
Closed -$3.07M
PX
3618
DELISTED
Praxair Inc
PX
– –
-115,368
Closed -$16.1M
ANDV
3619
CALL
DELISTED
Andeavor
ANDV
– –
-9,000
Closed -$928K
MSCC
3620
DELISTED
Microsemi Corp
MSCC
– –
-18,201
Closed -$937K
CSRA
3621
DELISTED
CSRA Inc.
CSRA
– –
-22,337
Closed -$721K
LNCE
3622
DELISTED
Snyders-Lance, Inc.
LNCE
– –
-152,170
Closed -$5.8M
JUNO
3623
CALL
DELISTED
Juno Therapeutics, Inc.
JUNO
– –
-10,000
Closed -$449K
JUNO
3624
PUT
DELISTED
Juno Therapeutics, Inc.
JUNO
– –
-33,600
Closed -$1.51M
STRP
3625
DELISTED
Straight Path Communications Inc.
STRP
– –
-5,700
Closed -$1.03M
143 144
145
146 147

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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.