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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 | |
|---|---|---|---|---|---|---|
|
926
CALL
SLB Ltd
SLB
$72.6B
| $4.75M | 0.02% |
70,500
-240,200
| -77% | -$15.6M |
|
927
Illinois Tool Works
ITW
$81.6B
| $4.75M | 0.02% |
+28,460
| New | +$4.54M |
|
928
Hercules Capital
HTGC
$2.98B
| $4.73M | 0.02% |
360,430
+37,354
| +12% | +$488K |
|
|
ALOG
929
DELISTED
Analogic Corp
ALOG
| $4.72M | 0.02% |
56,345
-8,472
| -13% | -$700K |
|
930
SandRidge Energy
SD
$501M
| $4.71M | 0.02% |
223,530
+210,930
| +1,674% | +$3.93M |
|
931
PUT
Simon Property Group
SPG
$74.7B
| $4.71M | 0.02% |
27,400
+18,400
| +204% | +$2.99M |
|
932
Jack in the Box
JACK
$312M
| $4.7M | 0.02% |
47,924
-64,214
| -57% | -$6.53M |
|
|
XYZ
933
CALL
Block Inc
XYZ
$49.2B
| $4.7M | 0.02% |
+135,600
| New | +$4.96M |
|
|
PGRE
934
DELISTED
Paramount Group
PGRE
| $4.69M | 0.02% |
+295,801
| New | +$4.74M |
|
|
DEA
935
Easterly Government Properties
DEA
$1.15B
| $4.68M | 0.02% |
87,806
+78,995
| +897% | +$4.12M |
|
|
XENT
936
DELISTED
Intersect ENT, Inc
XENT
| $4.68M | 0.02% |
144,500
+42,558
| +42% | +$1.28M |
|
937
PUT
Chubb
CB
$135B
| $4.68M | 0.02% |
+32,000
| New | +$4.78M |
|
938
CALL
Merck
MRK
$321B
| $4.67M | 0.02% |
+86,984
| New | +$4.82M |
|
939
Sabra Healthcare REIT
SBRA
$5.38B
| $4.67M | 0.02% |
248,702
-342,499
| -58% | -$6.81M |
|
|
940
PUT
Merck
MRK
$321B
| $4.67M | 0.02% |
+86,879
| New | +$4.82M |
|
|
ECHO
941
EchoStar
ECHO
$25B
| $4.65M | 0.02% |
95,850
+41,171
| +75% | +$1.91M |
|
|
PDCE
942
PUT
DELISTED
PDC Energy, Inc.
PDCE
| $4.64M | 0.02% |
90,100
+5,800
| +7% | +$275K |
|
943
PUT
AerCap
AER
$24.1B
| $4.63M | 0.02% |
88,000
+65,000
| +283% | +$3.38M |
|
944
BGC Group
BGC
$5.6B
| $4.6M | 0.02% |
473,428
-212,692
| -31% | -$2.15M |
|
945
Titan Machinery
TITN
$413M
| $4.58M | 0.01% |
216,489
+156,062
| +258% | +$2.68M |
|
946
CALL
JPMorgan Chase
JPM
$933B
| $4.58M | 0.01% |
42,800
-152,100
| -78% | -$15.4M |
|
|
AYX
947
DELISTED
Alteryx Inc
AYX
| $4.57M | 0.01% |
180,752
+141,152
| +356% | +$3.41M |
|
948
Ball Corp
BALL
$17.4B
| $4.57M | 0.01% |
+120,609
| New | +$4.89M |
|
949
PUT
AvalonBay Communities
AVB
$26.8B
| $4.55M | 0.01% |
+25,500
| New | +$4.63M |
|
|
INVX
950
Innovex International
INVX
$1.85B
| $4.53M | 0.01% |
+94,979
| New | +$4.24M |
|
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.