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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 | |
|---|---|---|---|---|---|---|
401
Murphy Oil
MUR
$5.55B
| $18.2M | 0.06% |
586,443
+465,484
| +385% | +$13M |
|
|
AHL
402
DELISTED
ASPEN Insurance Holding Limited
AHL
| $18.1M | 0.06% |
445,818
+226,519
| +103% | +$9.37M |
|
403
Lazard
LAZ
$4B
| $17.9M | 0.06% |
340,971
+146,603
| +75% | +$7.02M |
|
404
CALL
GE Aerospace
GE
$364B
| $17.8M | 0.06% |
212,835
+184,060
| +640% | +$17.6M |
|
|
ORBK
405
DELISTED
Orbotech Ltd
ORBK
| $17.8M | 0.06% |
354,166
+123,691
| +54% | +$6.02M |
|
406
Phillips 66
PSX
$82.9B
| $17.8M | 0.06% |
175,567
-473,269
| -73% | -$45M |
|
407
ProPetro Holding
PUMP
$1.25B
| $17.8M | 0.06% |
880,579
+838,679
| +2,002% | +$14.2M |
|
408
Toronto Dominion Bank
TD
$193B
| $17.4M | 0.06% |
+296,191
| New | +$16.9M |
|
409
Autohome
ATHM
$2.62B
| $17.4M | 0.06% |
268,792
-73,112
| -21% | -$4.41M |
|
410
Lincoln Electric
LECO
$14.1B
| $17.4M | 0.06% |
189,523
+98,412
| +108% | +$9M |
|
411
PUT
Invesco QQQ Trust
QQQ
$436B
| $17.3M | 0.06% |
111,100
+70,900
| +176% | +$10.8M |
|
412
Cabot Corp
CBT
$4.72B
| $17.2M | 0.06% |
279,982
+210,457
| +303% | +$12.6M |
|
|
KL
413
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $17.2M | 0.06% |
1,120,312
-209,831
| -16% | -$2.89M |
|
|
414
CALL
Invesco QQQ Trust
QQQ
$436B
| $17.2M | 0.06% |
110,500
+70,300
| +175% | +$10.7M |
|
|
ATH
415
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $17.1M | 0.06% |
331,600
-448,042
| -57% | -$22.9M |
|
|
OSB
416
DELISTED
Norbord Inc.
OSB
| $17.1M | 0.06% |
502,739
+211,651
| +73% | +$7.57M |
|
|
XEC
417
DELISTED
CIMAREX ENERGY CO
XEC
| $17.1M | 0.06% |
139,795
+108,517
| +347% | +$12.7M |
|
418
Sherwin-Williams
SHW
$84.8B
| $17M | 0.06% |
+124,401
| New | +$16.4M |
|
419
Ingevity
NGVT
$2.46B
| $16.9M | 0.05% |
239,239
+174,555
| +270% | +$12.6M |
|
|
LQ
420
DELISTED
La Quinta Holdings Inc.
LQ
| $16.6M | 0.05% |
900,566
+805,466
| +847% | +$14.3M |
|
421
Old Republic International
ORI
$10.9B
| $16.6M | 0.05% |
777,236
+331,377
| +74% | +$6.77M |
|
|
S
422
DELISTED
Sprint Corporation
S
| $16.6M | 0.05% |
+2,818,096
| New | +$17.9M |
|
423
Avnet
AVT
$6.86B
| $16.5M | 0.05% |
417,599
+37,321
| +10% | +$1.49M |
|
424
Kimco Realty
KIM
$17.5B
| $16.4M | 0.05% |
+906,360
| New | +$17M |
|
|
PARA
425
CALL
DELISTED
Paramount Global Class B
PARA
| $16.3M | 0.05% |
276,100
+268,900
| +3,735% | +$15.5M |
|
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.