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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 | |
|---|---|---|---|---|---|---|
|
CS
2076
DELISTED
Credit Suisse Group
CS
| $839K | ﹤0.01% |
46,995
+8,266
| +21% | +$137K |
|
2077
CALL
Allstate
ALL
$68B
| $838K | ﹤0.01% |
8,000
+5,000
| +167% | +$492K |
|
|
JE
2078
DELISTED
Just Energy Group Inc
JE
| $838K | ﹤0.01% |
5,912
-5,893
| -50% | -$962K |
|
|
BRKL
2079
DELISTED
Brookline Bancorp
BRKL
| $837K | ﹤0.01% |
53,325
-95,287
| -64% | -$1.49M |
|
|
USCR
2080
CALL
DELISTED
U S Concrete, Inc.
USCR
| $837K | ﹤0.01% |
10,000
+7,000
| +233% | +$551K |
|
2081
PUT
Lowe's Companies
LOW
$117B
| $836K | ﹤0.01% |
9,000
-16,900
| -65% | -$1.4M |
|
2082
Korn Ferry
KFY
$4.18B
| $835K | ﹤0.01% |
20,172
-31,881
| -61% | -$1.32M |
|
2083
Axalta
AXTA
$7.66B
| $833K | ﹤0.01% |
+25,727
| New | +$815K |
|
2084
CALL
Automatic Data Processing
ADP
$106B
| $832K | ﹤0.01% |
7,100
-6,900
| -49% | -$789K |
|
|
NSA
2085
DELISTED
National Storage Affiliates Trust
NSA
| $832K | ﹤0.01% |
+30,524
| New | +$786K |
|
|
OSG
2086
DELISTED
Overseas Shipholding Group Inc.
OSG
| $832K | ﹤0.01% |
303,765
+200,146
| +193% | +$520K |
|
2087
PUT
Lumentum
LITE
$55.5B
| $831K | ﹤0.01% |
17,000
+12,000
| +240% | +$669K |
|
|
PTVCB
2088
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
| $829K | ﹤0.01% |
34,621
-11,585
| -25% | -$270K |
|
2089
Wave Life Sciences
WVE
$1.09B
| $828K | ﹤0.01% |
+23,601
| New | +$688K |
|
|
SIOX
2090
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
| $827K | ﹤0.01% |
+19,625
| New | +$881K |
|
|
MIME
2091
DELISTED
Mimecast Limited
MIME
| $827K | ﹤0.01% |
28,837
-205,528
| -88% | -$6.13M |
|
2092
PUT
Cencora
COR
$60.6B
| $826K | ﹤0.01% |
9,000
-7,200
| -44% | -$596K |
|
2093
J. Jill
JILL
$272M
| $826K | ﹤0.01% |
+25,231
| New | +$701K |
|
2094
iRhythm Holdings
IRTC
$3.85B
| $825K | ﹤0.01% |
14,713
+9,191
| +166% | +$480K |
|
|
MITL
2095
DELISTED
Mitel Networks Corporation
MITL
| $824K | ﹤0.01% |
100,065
-267,082
| -73% | -$2.18M |
|
|
ATVI
2096
PUT
DELISTED
Activision Blizzard
ATVI
| $823K | ﹤0.01% |
13,000
-90,500
| -87% | -$5.72M |
|
2097
G-III Apparel Group
GIII
$1.54B
| $813K | ﹤0.01% |
+22,048
| New | +$644K |
|
2098
Nomura Holdings
NMR
$28.3B
| $813K | ﹤0.01% |
+139,734
| New | +$809K |
|
2099
PUT
Southern Company
SO
$109B
| $813K | ﹤0.01% |
16,900
+10,900
| +182% | +$555K |
|
|
SUP
2100
DELISTED
Superior Industries International
SUP
| $813K | ﹤0.01% |
54,718
-36,076
| -40% | -$576K |
|
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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.