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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 | |
|---|---|---|---|---|---|---|
501
CALL
Costco
COST
$432B
| $13M | 0.04% |
70,000
-52,300
| -43% | -$9.03M |
|
502
Weyerhaeuser
WY
$17.6B
| $13M | 0.04% |
368,621
+233,477
| +173% | +$8.26M |
|
|
HSNI
503
DELISTED
HSN, Inc.
HSNI
| $13M | 0.04% |
321,613
-13,057
| -4% | -$516K |
|
|
ESL
504
DELISTED
Esterline Technologies
ESL
| $13M | 0.04% |
173,644
+166,659
| +2,386% | +$13.7M |
|
505
Franco-Nevada
FNV
$41.3B
| $13M | 0.04% |
161,794
+72,015
| +80% | +$5.78M |
|
506
Nucor
NUE
$58.3B
| $13M | 0.04% |
203,833
-37,860
| -16% | -$2.21M |
|
507
Stratasys
SSYS
$666M
| $12.9M | 0.04% |
647,333
+332,425
| +106% | +$7.24M |
|
508
Greif
GEF
$4.95B
| $12.9M | 0.04% |
212,853
+201,816
| +1,829% | +$11.5M |
|
509
Canadian National Railway
CNI
$78.5B
| $12.9M | 0.04% |
155,829
-225,840
| -59% | -$18.2M |
|
510
Pitney Bowes
PBI
$2.39B
| $12.9M | 0.04% |
1,151,539
+1,061,211
| +1,175% | +$12.5M |
|
511
CALL
Amazon
AMZN
$2.44T
| $12.9M | 0.04% |
+220,000
| New | +$12.1M |
|
|
BIVV
512
DELISTED
Bioverativ Inc. Common Stock
BIVV
| $12.7M | 0.04% |
+235,300
| New | +$12.9M |
|
|
PCH
513
DELISTED
PotlatchDeltic
PCH
| $12.6M | 0.04% |
253,426
+215,547
| +569% | +$11.1M |
|
514
Sensata Technologies
ST
$6.69B
| $12.6M | 0.04% |
+247,126
| New | +$12.2M |
|
515
PUT
Pfizer
PFE
$143B
| $12.6M | 0.04% |
367,530
-2,002
| -0.5% | -$68.3K |
|
516
WPP
WPP
$4.67B
| $12.6M | 0.04% |
139,295
+17,639
| +14% | +$1.56M |
|
|
MFA
517
MFA Financial
MFA
$932M
| $12.6M | 0.04% |
397,687
-14,466
| -4% | -$477K |
|
|
CUK
518
DELISTED
Carnival PLC
CUK
| $12.6M | 0.04% |
+189,656
| New | +$12.6M |
|
519
AbbVie
ABBV
$465B
| $12.5M | 0.04% |
129,714
-22,571
| -15% | -$2.13M |
|
520
CGI
GIB
$15.6B
| $12.5M | 0.04% |
230,394
+213,733
| +1,283% | +$11.4M |
|
|
VGR
521
DELISTED
Vector Group Ltd.
VGR
| $12.5M | 0.04% |
869,040
+192,906
| +29% | +$2.68M |
|
522
Radian Group
RDN
$5.28B
| $12.5M | 0.04% |
606,116
+500,586
| +474% | +$10.3M |
|
523
Jones Lang LaSalle
JLL
$15.8B
| $12.5M | 0.04% |
83,808
+24,886
| +42% | +$3.52M |
|
|
SKX
524
DELISTED
Skechers
SKX
| $12.4M | 0.04% |
+328,855
| New | +$10.6M |
|
|
VNTR
525
DELISTED
Venator Materials PLC
VNTR
| $12.4M | 0.04% |
561,462
+461,001
| +459% | +$10.6M |
|
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.