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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 | |
|---|---|---|---|---|---|---|
|
FL
1651
PUT
DELISTED
Foot Locker
FL
| $1.57M | 0.01% |
+33,600
| New | +$1.25M |
|
1652
KRONOS Worldwide
KRO
$693M
| $1.57M | 0.01% |
61,059
+47,536
| +352% | +$1.25M |
|
1653
PUT
Equifax
EFX
$20.3B
| $1.57M | 0.01% |
13,300
-70,500
| -84% | -$7.92M |
|
1654
Inogen
INGN
$175M
| $1.57M | 0.01% |
13,164
+3,276
| +33% | +$361K |
|
1655
CALL
Deere & Co
DE
$160B
| $1.56M | 0.01% |
10,000
-3,000
| -23% | -$420K |
|
1656
PUT
Nike
NKE
$61.9B
| $1.56M | 0.01% |
25,000
-30,900
| -55% | -$1.78M |
|
|
ASNA
1657
DELISTED
Ascena Retail Group, Inc.
ASNA
| $1.56M | 0.01% |
33,158
-8,098
| -20% | -$341K |
|
1658
Canadian Natural Resources
CNQ
$99.4B
| $1.56M | 0.01% |
89,033
-427,295
| -83% | -$7.18M |
|
|
VAR
1659
CALL
DELISTED
Varian Medical Systems, Inc.
VAR
| $1.56M | 0.01% |
+14,000
| New | +$1.5M |
|
|
MRCC
1660
DELISTED
Monroe Capital Corp
MRCC
| $1.55M | 0.01% |
112,579
+27,846
| +33% | +$399K |
|
|
RST
1661
DELISTED
ROSETTA STONE INC
RST
| $1.55M | 0.01% |
123,969
+38,244
| +45% | +$427K |
|
1662
CALL
Realty Income
O
$59.6B
| $1.54M | 0.01% |
27,967
-5,160
| -16% | -$280K |
|
|
PPL
1663
CALL
PPL Corp
PPL
$26.5B
| $1.54M | 0.01% |
49,800
+4,000
| +9% | +$144K |
|
1664
Kemper
KMPR
$1.67B
| $1.54M | 0.01% |
22,351
-50,282
| -69% | -$3.24M |
|
1665
CALL
Vulcan Materials
VMC
$34.8B
| $1.54M | 0.01% |
+12,000
| New | +$1.47M |
|
1666
CALL
Affiliated Managers Group
AMG
$9.69B
| $1.54M | 0.01% |
7,500
+1,500
| +25% | +$291K |
|
1667
AtriCure
ATRC
$1.92B
| $1.54M | 0.01% |
84,360
-33,836
| -29% | -$670K |
|
|
NUVA
1668
DELISTED
NuVasive, Inc.
NUVA
| $1.54M | 0.01% |
+26,319
| New | +$1.49M |
|
1669
Triumph Financial Inc
TFIN
$1.81B
| $1.53M | 0.01% |
48,718
-17,825
| -27% | -$563K |
|
|
SNBC
1670
DELISTED
Sun Bancorp Inc
SNBC
| $1.53M | 0.01% |
63,148
+16,339
| +35% | +$409K |
|
1671
PUT
Avis
CAR
$4.86B
| $1.53M | 0.01% |
+34,900
| New | +$1.39M |
|
1672
CVR Energy
CVI
$3.58B
| $1.53M | 0.01% |
41,121
+15,947
| +63% | +$496K |
|
1673
CALL
Marathon Petroleum
MPC
$92.4B
| $1.53M | 0.01% |
23,200
+3,600
| +18% | +$220K |
|
1674
Sanmina
SANM
$9.95B
| $1.53M | 0.01% |
+46,383
| New | +$1.62M |
|
1675
Tilly's
TLYS
$116M
| $1.53M | 0.01% |
103,743
+74,972
| +261% | +$1.01M |
|
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.