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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
(+8.9%)
Cap. Flow
+$1.06B
Cap. Flow
% of AUM
3.46%
Top 10 Holdings %
Top 10 Hldgs %
6.29%
Holding
3,708
New
1,026
Increased
1,078
Reduced
925
Closed
669
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
PG&E
PCG
|
+$208M |
| 2 |
Marriott International
MAR
|
+$168M |
| 3 |
SLB Ltd
SLB
|
+$154M |
| 4 |
Qualcomm
QCOM
|
+$143M |
| 5 |
Regeneron Pharmaceuticals
REGN
|
+$139M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Kroger
KR
|
+$203M |
| 2 |
Caterpillar
CAT
|
+$191M |
| 3 |
Boeing
BA
|
+$183M |
| 4 |
Target
TGT
|
+$173M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
676
CALL
Chipotle Mexican Grill
CMG
$43.9B
| $8.38M | 0.03% |
1,450,000
-2,050,000
| -59% | -$12.2M |
|
677
Vanguard Dividend Appreciation ETF
VIG
$111B
| $8.33M | 0.03% |
81,600
-86,300
| -51% | -$8.5M |
|
|
GPT
678
DELISTED
Gramercy Property Trust
GPT
| $8.31M | 0.03% |
311,651
+204,264
| +190% | +$5.93M |
|
|
VRS
679
DELISTED
Verso Corporation
VRS
| $8.3M | 0.03% |
472,364
+449,864
| +1,999% | +$4.3M |
|
680
First Solar
FSLR
$21.4B
| $8.29M | 0.03% |
+122,828
| New | +$7.2M |
|
|
YELL
681
DELISTED
Yellow Corporation Common Stock
YELL
| $8.29M | 0.03% |
576,704
+196,724
| +52% | +$2.59M |
|
682
CALL
Alibaba
BABA
$276B
| $8.28M | 0.03% |
48,000
| – | – |
|
683
Brinker International
EAT
$8.82B
| $8.25M | 0.03% |
+212,519
| New | +$7.33M |
|
|
PACW
684
DELISTED
PacWest Bancorp
PACW
| $8.24M | 0.03% |
163,537
-147,772
| -47% | -$7.05M |
|
685
Green Dot
GDOT
$750M
| $8.18M | 0.03% |
135,800
-122,996
| -48% | -$7.21M |
|
686
Huntington Ingalls Industries
HII
$11B
| $8.18M | 0.03% |
34,719
+25,966
| +297% | +$6.12M |
|
|
MULE
687
DELISTED
MuleSoft, Inc.
MULE
| $8.18M | 0.03% |
+351,621
| New | +$7.97M |
|
688
CALL
JD.com
JD
$43.5B
| $8.15M | 0.03% |
196,700
+44,000
| +29% | +$1.73M |
|
689
Hershey
HSY
$37.3B
| $8.14M | 0.03% |
71,755
-354,579
| -83% | -$39M |
|
690
Huazhu Hotels Group
HTHT
$13.3B
| $8.13M | 0.03% |
225,184
+30,324
| +16% | +$959K |
|
|
KRA
691
DELISTED
Kraton Corporation
KRA
| $8.05M | 0.03% |
+167,188
| New | +$7.74M |
|
692
Ambev
ABEV
$47.9B
| $8.05M | 0.03% |
1,246,334
+498,912
| +67% | +$3.19M |
|
|
MTOR
693
DELISTED
MERITOR, Inc.
MTOR
| $8.02M | 0.03% |
341,757
-401,799
| -54% | -$10.1M |
|
694
NetEase
NTES
$83B
| $8M | 0.03% |
+115,855
| New | +$7.24M |
|
695
Pan American Silver
PAAS
$17.9B
| $8M | 0.03% |
+513,486
| New | +$8.14M |
|
696
Abercrombie & Fitch
ANF
$4.55B
| $7.98M | 0.03% |
458,007
+210,345
| +85% | +$3.19M |
|
697
CALL
W.W. Grainger
GWW
$64.2B
| $7.96M | 0.03% |
33,700
-49,800
| -60% | -$10.3M |
|
698
Lamb Weston
LW
$7.42B
| $7.93M | 0.03% |
140,560
+93,800
| +201% | +$4.94M |
|
699
PUT
Coca-Cola
KO
$383B
| $7.91M | 0.03% |
172,400
+143,500
| +497% | +$6.6M |
|
700
FIVE9
FIVN
$2.08B
| $7.91M | 0.03% |
317,851
-62,986
| -17% | -$1.55M |
|
Similar funds
VAM
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.