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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 | |
|---|---|---|---|---|---|---|
|
HDP
551
DELISTED
Hortonworks, Inc.
HDP
| $11.6M | 0.04% |
577,981
+46,742
| +9% | +$857K |
|
552
Builders FirstSource
BLDR
$7.29B
| $11.6M | 0.04% |
530,697
+355,461
| +203% | +$6.74M |
|
553
PUT
iShares Russell 2000 ETF
IWM
$79.1B
| $11.5M | 0.04% |
+75,700
| New | +$11.4M |
|
554
Citizens Financial Group
CFG
$30.1B
| $11.5M | 0.04% |
274,542
+146,306
| +114% | +$5.72M |
|
555
Owens Corning
OC
$11B
| $11.5M | 0.04% |
124,829
+13,651
| +12% | +$1.15M |
|
556
Genuine Parts
GPC
$17.9B
| $11.5M | 0.04% |
+120,587
| New | +$11M |
|
557
Crown Castle
CCI
$34.6B
| $11.4M | 0.04% |
+102,915
| New | +$11.1M |
|
558
PUT
Micron Technology
MU
$835B
| $11.4M | 0.04% |
277,700
+37,600
| +16% | +$1.62M |
|
559
Check Point Software Technologies
CHKP
$14.3B
| $11.4M | 0.04% |
+110,116
| New | +$12M |
|
560
FS KKR Capital
FSK
$3.01B
| $11.4M | 0.04% |
386,727
+227,385
| +143% | +$7.31M |
|
|
MPT
561
Medical Properties Trust
MPT
$2.84B
| $11.4M | 0.04% |
824,760
+242,989
| +42% | +$3.28M |
|
|
COUP
562
DELISTED
Coupa Software Incorporated
COUP
| $11.3M | 0.04% |
362,960
+75,596
| +26% | +$2.57M |
|
563
CALL
Duke Energy
DUK
$101B
| $11.3M | 0.04% |
134,700
+54,900
| +69% | +$4.8M |
|
564
MGM Resorts International
MGM
$11.7B
| $11.3M | 0.04% |
+338,069
| New | +$10.9M |
|
|
565
CALL
iShares Russell 2000 ETF
IWM
$79.1B
| $11.2M | 0.04% |
+73,700
| New | +$11.1M |
|
|
ATHN
566
DELISTED
Athenahealth, Inc.
ATHN
| $11.2M | 0.04% |
+84,232
| New | +$10.8M |
|
567
Prospect Capital
PSEC
$1.08B
| $11.2M | 0.04% |
1,658,719
+1,609,964
| +3,302% | +$10.5M |
|
568
LivaNova
LIVN
$4.47B
| $11.2M | 0.04% |
139,612
-74,834
| -35% | -$5.94M |
|
|
APC
569
CALL
DELISTED
Anadarko Petroleum
APC
| $11.1M | 0.04% |
207,800
+29,900
| +17% | +$1.47M |
|
|
LADR
570
Ladder Capital
LADR
$1.24B
| $11.1M | 0.04% |
812,807
+705,891
| +660% | +$9.66M |
|
571
Western Union
WU
$2.53B
| $11.1M | 0.04% |
582,783
-55,579
| -9% | -$1.09M |
|
572
CALL
Occidental Petroleum
OXY
$55.7B
| $11M | 0.04% |
149,000
-272,500
| -65% | -$18.5M |
|
573
Euronet Worldwide
EEFT
$3.19B
| $11M | 0.04% |
130,219
-35,930
| -22% | -$3.33M |
|
|
PDM
574
Piedmont Realty Trust
PDM
$1.24B
| $11M | 0.04% |
558,839
+162,482
| +41% | +$3.24M |
|
|
ESIO
575
DELISTED
Electro Scientific Industries
ESIO
| $11M | 0.04% |
511,184
+215,574
| +73% | +$4.33M |
|
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.