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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 | |
|---|---|---|---|---|---|---|
|
CETV
2101
DELISTED
Central European Media Enterprises Ltd
CETV
| $813K | ﹤0.01% |
174,932
+74,830
| +75% | +$343K |
|
|
XBKS
2102
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
| $812K | ﹤0.01% |
23,995
-13,798
| -37% | -$458K |
|
2103
PUT
C.H. Robinson
CHRW
$17.4B
| $811K | ﹤0.01% |
9,100
+2,100
| +30% | +$171K |
|
2104
PUT
Middleby
MIDD
$6.04B
| $810K | ﹤0.01% |
+6,000
| New | +$734K |
|
2105
KBR
KBR
$4.62B
| $809K | ﹤0.01% |
40,776
-281,589
| -87% | -$5.33M |
|
2106
CALL
Signet Jewelers
SIG
$3.61B
| $809K | ﹤0.01% |
14,300
-13,700
| -49% | -$837K |
|
2107
PUT
PBF Energy
PBF
$8.57B
| $808K | ﹤0.01% |
22,800
+8,800
| +63% | +$272K |
|
|
CORI
2108
DELISTED
Corium International, Inc.
CORI
| $807K | ﹤0.01% |
83,925
+54,083
| +181% | +$577K |
|
2109
Foster
FSTR
$430M
| $804K | ﹤0.01% |
29,621
-22,367
| -43% | -$538K |
|
2110
Verastem
VSTM
$510M
| $804K | ﹤0.01% |
21,814
+12,478
| +134% | +$563K |
|
|
TEN
2111
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $804K | ﹤0.01% |
13,736
-2,600
| -16% | -$154K |
|
|
GNBC
2112
DELISTED
Green Bancorp, Inc
GNBC
| $804K | ﹤0.01% |
39,621
-116,388
| -75% | -$2.58M |
|
2113
PUT
Paycom
PAYC
$7.64B
| $803K | ﹤0.01% |
+10,000
| New | +$800K |
|
2114
PUT
Trane Technologies
TT
$100B
| $803K | ﹤0.01% |
+9,000
| New | +$793K |
|
|
FINV
2115
FinVolution Group
FINV
$1.15B
| $802K | ﹤0.01% |
+112,736
| New | +$1.02M |
|
2116
Celldex Therapeutics
CLDX
$2.99B
| $800K | ﹤0.01% |
+18,791
| New | +$805K |
|
2117
TETRA Technologies
TTI
$1.14B
| $800K | ﹤0.01% |
+187,412
| New | +$646K |
|
2118
PUT
Northern Trust
NTRS
$33.3B
| $799K | ﹤0.01% |
+8,000
| New | +$762K |
|
2119
Charter Communications
CHTR
$17.3B
| $798K | ﹤0.01% |
2,374
-378,182
| -99% | -$128M |
|
2120
Penske Automotive Group
PAG
$14.3B
| $798K | ﹤0.01% |
+16,668
| New | +$785K |
|
2121
Ceco Environmental
CECO
$3.85B
| $797K | ﹤0.01% |
+155,374
| New | +$1.05M |
|
|
WPRT
2122
Westport Fuel Systems
WPRT
$33.4M
| $796K | ﹤0.01% |
+21,166
| New | +$688K |
|
|
HPP
2123
Hudson Pacific Properties
HPP
$747M
| $795K | ﹤0.01% |
3,315
-1,171
| -26% | -$281K |
|
2124
United States Lime & Minerals
USLM
$3.16B
| $794K | ﹤0.01% |
+51,480
| New | +$887K |
|
2125
Liberty Global Class A
LBTYA
$3.62B
| $793K | ﹤0.01% |
22,133
-166,915
| -88% | -$5.31M |
|
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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.