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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 | |
|---|---|---|---|---|---|---|
|
SCHW
1401
PUT
Charles Schwab
SCHW
$183B
| $2.21M | 0.01% |
43,000
+24,000
| +126% | +$1.13M |
|
1402
Sun Communities
SUI
$15.2B
| $2.21M | 0.01% |
23,785
-76,063
| -76% | -$6.97M |
|
|
ESND
1403
DELISTED
Essendant Inc.
ESND
| $2.21M | 0.01% |
237,999
+74,020
| +45% | +$762K |
|
|
GOOS
1404
Canada Goose Holdings
GOOS
$872M
| $2.2M | 0.01% |
+69,715
| New | +$1.71M |
|
1405
Invesco Mortgage Capital
IVR
$759M
| $2.2M | 0.01% |
12,338
-43,524
| -78% | -$7.68M |
|
|
HAYN
1406
DELISTED
Haynes International, Inc.
HAYN
| $2.2M | 0.01% |
68,624
+42,898
| +167% | +$1.46M |
|
1407
Marcus & Millichap
MMI
$1.16B
| $2.2M | 0.01% |
67,400
-5,488
| -8% | -$163K |
|
1408
Sempra
SRE
$57.9B
| $2.2M | 0.01% |
41,114
-26,244
| -39% | -$1.52M |
|
1409
PUT
TransDigm Group
TDG
$70.2B
| $2.2M | 0.01% |
+8,000
| New | +$2.17M |
|
1410
CALL
Macy's
M
$6.53B
| $2.19M | 0.01% |
86,900
+4,400
| +5% | +$96.5K |
|
|
ANH
1411
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $2.18M | 0.01% |
400,998
+17,660
| +5% | +$101K |
|
|
HSII
1412
DELISTED
Heidrick & Struggles
HSII
| $2.18M | 0.01% |
+88,763
| New | +$2.08M |
|
|
KANG
1413
DELISTED
iKang Healthcare Group, Inc.
KANG
| $2.17M | 0.01% |
137,527
+77,838
| +130% | +$1.12M |
|
1414
CALL
Cal-Maine
CALM
$4.12B
| $2.17M | 0.01% |
48,800
-8,400
| -15% | -$374K |
|
|
PSDO
1415
DELISTED
Presidio, Inc. Common Stock
PSDO
| $2.16M | 0.01% |
+112,462
| New | +$1.77M |
|
|
GOL
1416
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
| $2.15M | 0.01% |
245,203
+159,045
| +185% | +$1.4M |
|
|
WLL
1417
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $2.15M | 0.01% |
1,080
-805
| -43% | -$1.41M |
|
1418
Columbus McKinnon
CMCO
$553M
| $2.14M | 0.01% |
53,480
-33,353
| -38% | -$1.28M |
|
1419
HUB Group
HUBG
$2.85B
| $2.14M | 0.01% |
+89,224
| New | +$1.96M |
|
1420
CALL
J.M. Smucker
SJM
$12.7B
| $2.14M | 0.01% |
+17,200
| New | +$1.91M |
|
1421
B2Gold
BTG
$5B
| $2.14M | 0.01% |
+689,097
| New | +$1.86M |
|
|
ENV
1422
DELISTED
ENVESTNET, INC.
ENV
| $2.13M | 0.01% |
42,805
-14,564
| -25% | -$754K |
|
1423
PUT
Waters Corp
WAT
$37B
| $2.13M | 0.01% |
+11,000
| New | +$2.12M |
|
1424
PUT
Carnival Corporation Ltd
CCL
$38.1B
| $2.12M | 0.01% |
+32,000
| New | +$2.12M |
|
1425
PUT
Tapestry
TPR
$30.8B
| $2.12M | 0.01% |
+47,900
| New | +$1.97M |
|
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.