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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 | |
|---|---|---|---|---|---|---|
|
MOMO
1201
Hello Group
MOMO
$878M
| $3.03M | 0.01% |
123,893
+74,212
| +149% | +$2.14M |
|
|
SFLY
1202
DELISTED
Shutterfly, Inc.
SFLY
| $3.03M | 0.01% |
60,896
+6,600
| +12% | +$299K |
|
1203
PUT
Duke Energy
DUK
$98B
| $3.03M | 0.01% |
36,000
-14,000
| -28% | -$1.22M |
|
|
KMG
1204
DELISTED
KMG Chemicals Inc
KMG
| $3.02M | 0.01% |
+45,777
| New | +$2.59M |
|
|
CBM
1205
DELISTED
Cambrex Corporation
CBM
| $3.02M | 0.01% |
+62,844
| New | +$3.11M |
|
1206
Primoris Services
PRIM
$4.57B
| $3.01M | 0.01% |
110,747
-45,144
| -29% | -$1.26M |
|
|
RVNC
1207
DELISTED
Revance Therapeutics, Inc.
RVNC
| $3.01M | 0.01% |
+84,142
| New | +$2.42M |
|
|
SHOE
1208
Shoe Station Group
SHOE
$416M
| $3M | 0.01% |
224,416
+40,330
| +22% | +$467K |
|
1209
CF Industries
CF
$19.2B
| $3M | 0.01% |
+70,475
| New | +$2.66M |
|
|
SPR
1210
DELISTED
Spirit AeroSystems
SPR
| $3M | 0.01% |
34,366
-254,151
| -88% | -$20.9M |
|
|
EMBJ
1211
Embraer S.A. ADS
EMBJ
$11.9B
| $3M | 0.01% |
125,138
-205,609
| -62% | -$4.21M |
|
|
XEC
1212
PUT
DELISTED
CIMAREX ENERGY CO
XEC
| $2.99M | 0.01% |
24,500
-3,400
| -12% | -$396K |
|
1213
CALL
Travelers Companies
TRV
$78.6B
| $2.98M | 0.01% |
22,000
+18,600
| +547% | +$2.45M |
|
1214
PUT
Deere & Co
DE
$160B
| $2.97M | 0.01% |
19,000
+7,000
| +58% | +$979K |
|
1215
First Hawaiian
FHB
$3.39B
| $2.97M | 0.01% |
101,777
-38,297
| -27% | -$1.12M |
|
1216
John Wiley & Sons Class A
WLY
$2.63B
| $2.96M | 0.01% |
+44,987
| New | +$2.6M |
|
1217
PUT
Salesforce
CRM
$149B
| $2.95M | 0.01% |
28,900
+4,200
| +17% | +$428K |
|
1218
PUT
Factset
FDS
$9.35B
| $2.95M | 0.01% |
15,300
-41,400
| -73% | -$7.94M |
|
|
COHR
1219
DELISTED
Coherent Inc
COHR
| $2.94M | 0.01% |
+10,436
| New | +$2.91M |
|
1220
Pilgrim's Pride
PPC
$6.64B
| $2.94M | 0.01% |
94,779
-312,478
| -77% | -$10.2M |
|
1221
Everest Group
EG
$14.5B
| $2.94M | 0.01% |
+13,279
| New | +$2.99M |
|
1222
Extreme Networks
EXTR
$3.89B
| $2.94M | 0.01% |
234,526
-1,277,340
| -84% | -$15.8M |
|
1223
PennantPark Floating Rate Capital
PFLT
$691M
| $2.93M | 0.01% |
213,306
+61,209
| +40% | +$863K |
|
1224
Altisource Portfolio Solutions
ASPS
$60M
| $2.92M | 0.01% |
+13,057
| New | +$2.79M |
|
1225
PUT
Macy's
M
$6.49B
| $2.92M | 0.01% |
116,100
-23,600
| -17% | -$518K |
|
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.