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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
HBAN icon
3226
PUT
Huntington Bancshares
HBAN
$34B
– –
-32,900
Closed -$459K
HCA icon
3227
HCA Healthcare
HCA
$88.4B
– –
-5,226
Closed -$420K
HHH icon
3228
Howard Hughes
HHH
$3.94B
– –
-27,632
Closed -$3.11M
HLF icon
3229
Herbalife
HLF
$1.3B
– –
-9,400
Closed -$319K
HLI icon
3230
Houlihan Lokey
HLI
$9.72B
– –
-17,134
Closed -$670K
HLT icon
3231
CALL
Hilton Worldwide
HLT
$72.4B
– –
-13,000
Closed -$903K
HLT icon
3232
PUT
Hilton Worldwide
HLT
$72.4B
– –
-17,600
Closed -$1.22M
HMC icon
3233
Honda
HMC
$39.8B
– –
-101,377
Closed -$3M
HOMB icon
3234
Home BancShares
HOMB
$6.3B
– –
-970,830
Closed -$24.5M
HOPE icon
3235
Hope Bancorp
HOPE
$1.8B
– –
-58,554
Closed -$1.04M
HRL icon
3236
Hormel Foods
HRL
$14.2B
– –
-41,999
Closed -$1.41M
HST icon
3237
CALL
Host Hotels & Resorts
HST
$17.5B
– –
-17,000
Closed -$314K
HST icon
3238
PUT
Host Hotels & Resorts
HST
$17.5B
– –
-73,000
Closed -$1.35M
HTH icon
3239
Hilltop Holdings
HTH
$2.26B
– –
-57,907
Closed -$1.51M
IBM icon
3240
CALL
IBM
IBM
$213B
– –
-19,874
Closed -$2.76M
IBM icon
3241
PUT
IBM
IBM
$213B
– –
-34,623
Closed -$4.8M
ICE icon
3242
PUT
Intercontinental Exchange
ICE
$87.2B
– –
-4,000
Closed -$275K
ICHR icon
3243
Ichor Holdings
ICHR
$2.17B
– –
-118,082
Closed -$3.17M
IDT icon
3244
IDT Corp
IDT
$1.67B
– –
-15,011
Closed -$179K
IFF icon
3245
International Flavors & Fragrances
IFF
$20.3B
– –
-64,822
Closed -$9.74M
ILMN icon
3246
CALL
Illumina
ILMN
$29.5B
– –
-4,009
Closed -$777K
ILMN icon
3247
Illumina
ILMN
$29.5B
– –
-69,049
Closed -$13.4M
ILMN icon
3248
PUT
Illumina
ILMN
$29.5B
– –
-2,878
Closed -$558K
IMAX icon
3249
CALL
IMAX
IMAX
$2.67B
– –
-10,800
Closed -$245K
IMAX icon
3250
IMAX
IMAX
$2.67B
– –
-260,672
Closed -$5.9M
128 129
130
131 132

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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.