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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 | |
|---|---|---|---|---|---|---|
726
Medpace
MEDP
$16.1B
| $7.31M | 0.02% |
201,643
+167,165
| +485% | +$5.86M |
|
|
HIBB
727
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $7.26M | 0.02% |
355,719
-24,273
| -6% | -$401K |
|
728
Veeco
VECO
$2.95B
| $7.26M | 0.02% |
488,609
+466,207
| +2,081% | +$8.03M |
|
729
Caesarstone
CSTE
$71.6M
| $7.25M | 0.02% |
329,507
+249,378
| +311% | +$6.4M |
|
730
Mercury Insurance
MCY
$5.91B
| $7.25M | 0.02% |
135,570
+109,627
| +423% | +$6.03M |
|
|
PMT
731
PennyMac Mortgage Investment
PMT
$812M
| $7.23M | 0.02% |
449,870
+397,947
| +766% | +$6.45M |
|
|
ARGO
732
DELISTED
Argo Group International Holdings, Ltd.
ARGO
| $7.22M | 0.02% |
134,716
+46,710
| +53% | +$2.5M |
|
733
Graco
GGG
$13B
| $7.21M | 0.02% |
159,422
+8,177
| +5% | +$354K |
|
734
Norfolk Southern
NSC
$75B
| $7.2M | 0.02% |
49,696
-247,540
| -83% | -$33.2M |
|
735
First Industrial Realty Trust
FR
$8.75B
| $7.2M | 0.02% |
228,704
-23,925
| -9% | -$755K |
|
|
AAMI
736
Acadian Asset Management
AAMI
$2.99B
| $7.19M | 0.02% |
429,218
+68,071
| +19% | +$1.08M |
|
|
LTC
737
LTC Properties
LTC
$2.06B
| $7.17M | 0.02% |
164,610
+114,774
| +230% | +$5.31M |
|
|
738
PUT
Kroger
KR
$35.4B
| $7.16M | 0.02% |
+260,700
| New | +$6.07M |
|
739
Santander
BSBR
$37.8B
| $7.14M | 0.02% |
770,517
-277,242
| -26% | -$2.46M |
|
740
AerCap
AER
$24.1B
| $7.12M | 0.02% |
+135,253
| New | +$7.04M |
|
741
Sabesp
SBS
$19.2B
| $7.12M | 0.02% |
3,511,380
-531,509
| -13% | -$1.02M |
|
742
Jacobs Solutions
J
$15.7B
| $7.11M | 0.02% |
130,395
-135,869
| -51% | -$6.97M |
|
|
EGOV
743
DELISTED
NIC Inc
EGOV
| $7.11M | 0.02% |
428,106
+49,134
| +13% | +$829K |
|
744
Algonquin Power & Utilities
AQN
$4.6B
| $7.08M | 0.02% |
631,691
-30,880
| -5% | -$336K |
|
745
Lloyds Banking Group
LYG
$90.7B
| $7.08M | 0.02% |
1,888,841
-898,614
| -32% | -$3.24M |
|
746
Icon
ICLR
$12.8B
| $7.06M | 0.02% |
62,985
+16,080
| +34% | +$1.85M |
|
747
DNOW Inc
DNOW
$2.51B
| $7.01M | 0.02% |
635,515
+576,015
| +968% | +$6.58M |
|
748
PUT
Microsoft
MSFT
$3.35T
| $7.01M | 0.02% |
81,900
-275,200
| -77% | -$22.6M |
|
749
CALL
Procter & Gamble
PG
$335B
| $6.97M | 0.02% |
75,900
+22,500
| +42% | +$2.02M |
|
750
IAMGOLD
IAG
$8.42B
| $6.96M | 0.02% |
1,192,579
-330,988
| -22% | -$1.89M |
|
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.