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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 | |
|---|---|---|---|---|---|---|
101
CVS Health
CVS
$137B
| $75.5M | 0.25% |
1,041,455
+939,920
| +926% | +$68.3M |
|
102
Cummins
CMI
$91.3B
| $74.7M | 0.24% |
422,770
+200,511
| +90% | +$34.3M |
|
103
Canadian Pacific Kansas City
CP
$81.1B
| $74.4M | 0.24% |
2,033,805
-728,235
| -26% | -$25.4M |
|
104
Vodafone
VOD
$36.4B
| $74.3M | 0.24% |
2,330,252
+1,676,535
| +256% | +$50.2M |
|
105
Lam Research
LRCX
$365B
| $74.2M | 0.24% |
4,029,050
+3,360,860
| +503% | +$66M |
|
106
FedEx
FDX
$73.5B
| $73.7M | 0.24% |
295,142
+189,105
| +178% | +$43.2M |
|
107
iShares Russell 1000 Value ETF
IWD
$81.5B
| $73M | 0.24% |
587,100
+568,000
| +2,974% | +$68.8M |
|
|
AGN
108
DELISTED
Allergan plc
AGN
| $72.8M | 0.24% |
+444,832
| New | +$79.8M |
|
109
Teradyne
TER
$52.4B
| $71.8M | 0.23% |
1,713,826
+1,704,953
| +19,215% | +$70.3M |
|
|
FDC
110
DELISTED
First Data Corporation
FDC
| $71.3M | 0.23% |
4,267,260
| – | – |
|
|
WP
111
DELISTED
Worldpay, Inc.
WP
| $70.7M | 0.23% |
960,585
-113,716
| -11% | -$8.13M |
|
|
TWTR
112
DELISTED
Twitter, Inc.
TWTR
| $70.4M | 0.23% |
2,931,107
+2,819,966
| +2,537% | +$57.9M |
|
113
NRG Energy
NRG
$28.8B
| $69.8M | 0.23% |
2,449,771
+94,967
| +4% | +$2.58M |
|
114
Howmet Aerospace
HWM
$115B
| $69.4M | 0.23% |
3,322,966
+519,144
| +19% | +$10.1M |
|
115
PPG Industries
PPG
$26.4B
| $69.3M | 0.23% |
593,046
+269,541
| +83% | +$31.1M |
|
116
Incyte
INCY
$23.7B
| $69.1M | 0.22% |
729,107
+426,181
| +141% | +$44.5M |
|
117
Yum China
YUMC
$15.3B
| $69M | 0.22% |
1,724,081
-324,591
| -16% | -$13.4M |
|
118
Freeport-McMoran
FCX
$90.2B
| $68.4M | 0.22% |
3,606,583
+1,823,658
| +102% | +$27.5M |
|
119
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $67.1M | 0.22% |
251,500
-15,500
| -6% | -$4.03M |
|
120
AutoZone
AZO
$50.2B
| $66.9M | 0.22% |
93,976
-99,975
| -52% | -$63.9M |
|
121
Capri Holdings
CPRI
$1.82B
| $66.9M | 0.22% |
1,061,992
+465,577
| +78% | +$25.5M |
|
|
COL
122
DELISTED
Rockwell Collins
COL
| $66M | 0.21% |
486,317
+278,054
| +134% | +$37.3M |
|
123
EOG Resources
EOG
$74.7B
| $65.8M | 0.21% |
610,121
+296,054
| +94% | +$29.8M |
|
124
Xcel Energy
XEL
$50.4B
| $65.6M | 0.21% |
1,363,000
+749,343
| +122% | +$37.2M |
|
125
KLA
KLAC
$266B
| $65.2M | 0.21% |
6,209,670
+4,226,010
| +213% | +$44.6M |
|
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.