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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 | |
|---|---|---|---|---|---|---|
1
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $311M | 1.01% |
1,166,289
+517,891
| +80% | +$135M |
|
2
Home Depot
HD
$332B
| $206M | 0.67% |
1,085,064
-152,889
| -12% | -$26.4M |
|
3
McDonald's
MCD
$188B
| $192M | 0.62% |
1,115,190
-166,335
| -13% | -$27.9M |
|
4
Lowe's Companies
LOW
$116B
| $186M | 0.6% |
1,998,229
-523,228
| -21% | -$43.3M |
|
|
5
Marriott International
MAR
$98.7B
| $185M | 0.6% |
+1,364,979
| New | +$168M |
|
6
Pfizer
PFE
$140B
| $175M | 0.57% |
5,101,781
+1,434,589
| +39% | +$48.9M |
|
|
7
PG&E
PCG
$47.8B
| $175M | 0.57% |
3,893,700
+3,712,223
| +2,046% | +$208M |
|
8
GE Aerospace
GE
$367B
| $171M | 0.56% |
2,041,314
+1,358,514
| +199% | +$130M |
|
9
Halliburton
HAL
$27.9B
| $168M | 0.55% |
3,431,954
+683,906
| +25% | +$30.1M |
|
10
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.3B
| $165M | 0.54% |
3,338,294
+557,086
| +20% | +$26.2M |
|
11
US Bancorp
USB
$99.6B
| $164M | 0.53% |
3,063,415
+263,128
| +9% | +$14.2M |
|
|
12
Qualcomm
QCOM
$176B
| $162M | 0.53% |
2,527,162
+2,363,788
| +1,447% | +$143M |
|
13
Netflix
NFLX
$292B
| $161M | 0.53% |
8,410,770
+638,920
| +8% | +$12.3M |
|
|
14
SLB Ltd
SLB
$77.8B
| $160M | 0.52% |
+2,374,981
| New | +$154M |
|
15
Becton Dickinson
BDX
$43.1B
| $157M | 0.51% |
750,860
+552,963
| +279% | +$116M |
|
16
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.1B
| $154M | 0.5% |
2,708,962
-151,741
| -5% | -$8.34M |
|
17
State Street Utilities Select Sector SPDR ETF
XLU
$23.8B
| $152M | 0.5% |
5,782,226
+42,084
| +0.7% | +$1.15M |
|
18
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $152M | 0.5% |
614,830
-137,570
| -18% | -$32.6M |
|
19
State Street Health Care Select Sector SPDR ETF
XLV
$42B
| $150M | 0.49% |
1,818,218
-332
| -0% | -$27.4K |
|
20
Chevron
CVX
$388B
| $146M | 0.48% |
1,165,851
+108,156
| +10% | +$12.8M |
|
21
IBM
IBM
$202B
| $144M | 0.47% |
979,717
+948,710
| +3,060% | +$138M |
|
22
SBA Communications
SBAC
$18.4B
| $141M | 0.46% |
865,525
+469,180
| +118% | +$74.5M |
|
23
Baxter International
BAX
$11.6B
| $140M | 0.46% |
2,172,145
-25,221
| -1% | -$1.62M |
|
24
Palo Alto Networks
PANW
$264B
| $140M | 0.45% |
5,776,008
-403,926
| -7% | -$9.83M |
|
25
iShares US Real Estate ETF
IYR
$4.75B
| $138M | 0.45% |
+1,706,361
| New | +$139M |
|
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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.