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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
KMX icon
3276
CALL
CarMax
KMX
$8.39B
– –
-95,000
Closed -$7.2M
KMX icon
3277
CarMax
KMX
$8.39B
– –
-32,060
Closed -$2.43M
KMX icon
3278
PUT
CarMax
KMX
$8.39B
– –
-101,700
Closed -$7.71M
KNSL icon
3279
Kinsale Capital Group
KNSL
$8.58B
– –
-26,714
Closed -$1.15M
KR icon
3280
Kroger
KR
$36.7B
– –
-8,710,226
Closed -$203M
KVHI icon
3281
KVH Industries
KVHI
$171M
– –
-10,604
Closed -$127K
MZTI
3282
The Marzetti Company
MZTI
$3.05B
– –
-5,911
Closed -$710K
LBTYA icon
3283
PUT
Liberty Global Class A
LBTYA
$3.59B
– –
-8,000
Closed -$271K
HAPN
3284
Happen Inc
HAPN
$2.14B
– –
-12,038
Closed -$367K
LEA icon
3285
Lear
LEA
$7.39B
– –
-19,136
Closed -$3.31M
LEA icon
3286
PUT
Lear
LEA
$7.39B
– –
-2,000
Closed -$346K
LEN icon
3287
CALL
Lennar Class A
LEN
$20.4B
– –
-74,905
Closed -$3.77M
LEN icon
3288
PUT
Lennar Class A
LEN
$20.4B
– –
-81,944
Closed -$4.12M
LFCR icon
3289
Lifecore Biomedical
LFCR
$162M
– –
-12,935
Closed -$168K
LFUS icon
3290
Littelfuse
LFUS
$10.4B
– –
-36,768
Closed -$7.2M
LGND icon
3291
Ligand Pharmaceuticals
LGND
$5.77B
– –
-94,415
Closed -$8.02M
LHX icon
3292
L3Harris
LHX
$55.4B
– –
-93,075
Closed -$12.3M
LITE icon
3293
CALL
Lumentum
LITE
$46.9B
– –
-7,000
Closed -$380K
LKQ icon
3294
LKQ Corp
LKQ
$6.72B
– –
-46,255
Closed -$1.77M
LNG icon
3295
CALL
Cheniere Energy
LNG
$54.2B
– –
-17,000
Closed -$766K
LNN icon
3296
Lindsay Corp
LNN
$1.14B
– –
-3,962
Closed -$364K
LOPE icon
3297
Grand Canyon Education
LOPE
$4.22B
– –
-11,256
Closed -$1.02M
LOW icon
3298
CALL
Lowe's Companies
LOW
$121B
– –
-28,400
Closed -$2.27M
LULU icon
3299
CALL
lululemon athletica
LULU
$13.5B
– –
-25,800
Closed -$1.61M
LULU icon
3300
PUT
lululemon athletica
LULU
$13.5B
– –
-20,100
Closed -$1.25M
130 131
132
133 134

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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.