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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 | |
|---|---|---|---|---|---|---|
2201
Bassett Furniture
BSET
$164M
| $708K | ﹤0.01% |
18,833
+2,636
| +16% | +$101K |
|
|
OBE
2202
Obsidian Energy
OBE
$716M
| $708K | ﹤0.01% |
+81,533
| New | +$660K |
|
|
BSTC
2203
DELISTED
BioSpecifics Technologies Corp.
BSTC
| $707K | ﹤0.01% |
16,325
+9,382
| +135% | +$422K |
|
|
ALXN
2204
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $706K | ﹤0.01% |
5,900
-20,200
| -77% | -$2.46M |
|
2205
PUT
Molina Healthcare
MOH
$10.2B
| $705K | ﹤0.01% |
+9,200
| New | +$664K |
|
2206
PUT
Automatic Data Processing
ADP
$106B
| $703K | ﹤0.01% |
6,000
-16,000
| -73% | -$1.83M |
|
2207
Sierra Bancorp
BSRR
$528M
| $703K | ﹤0.01% |
26,477
+14,146
| +115% | +$379K |
|
2208
Ducommun
DCO
$2.7B
| $702K | ﹤0.01% |
24,659
+6,320
| +34% | +$189K |
|
|
HIFR
2209
DELISTED
InfraREIT, Inc.
HIFR
| $701K | ﹤0.01% |
37,703
-58,214
| -61% | -$1.24M |
|
|
LAYN
2210
DELISTED
Layne Christensen Co
LAYN
| $700K | ﹤0.01% |
55,797
-103,186
| -65% | -$1.32M |
|
2211
CALL
Cboe Global Markets
CBOE
$32.5B
| $698K | ﹤0.01% |
5,600
-8,300
| -60% | -$972K |
|
|
FSCT
2212
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
| $698K | ﹤0.01% |
+21,881
| New | +$587K |
|
2213
PUT
ASML
ASML
$626B
| $695K | ﹤0.01% |
+4,000
| New | +$706K |
|
2214
PUT
Las Vegas Sands
LVS
$31.7B
| $695K | ﹤0.01% |
10,000
-7,000
| -41% | -$467K |
|
|
ITG
2215
DELISTED
Investment Technology Group Inc
ITG
| $695K | ﹤0.01% |
+36,105
| New | +$731K |
|
2216
PUT
Altisource Portfolio Solutions
ASPS
$63.6M
| $694K | ﹤0.01% |
+3,100
| New | +$663K |
|
2217
Amtech Systems
ASYS
$268M
| $691K | ﹤0.01% |
+68,627
| New | +$839K |
|
|
GLDD
2218
DELISTED
Great Lakes Dredge & Dock
GLDD
| $689K | ﹤0.01% |
127,602
-55,420
| -30% | -$282K |
|
|
OCSI
2219
DELISTED
Oaktree Strategic Income Corporation
OCSI
| $688K | ﹤0.01% |
+81,868
| New | +$708K |
|
2220
Standard BioTools
LAB
$340M
| $687K | ﹤0.01% |
116,607
+83,330
| +250% | +$456K |
|
2221
Dorian LPG
LPG
$2.03B
| $687K | ﹤0.01% |
+83,597
| New | +$642K |
|
|
QVCGA
2222
CALL
DELISTED
QVC Group Inc Series A
QVCGA
| $684K | ﹤0.01% |
+577
| New | +$669K |
|
2223
Azenta
AZTA
$1.3B
| $683K | ﹤0.01% |
28,645
+5,750
| +25% | +$163K |
|
2224
PUT
AGNC Investment
AGNC
$12.4B
| $682K | ﹤0.01% |
+33,800
| New | +$695K |
|
2225
PUT
Hershey
HSY
$35.2B
| $681K | ﹤0.01% |
+6,000
| New | +$660K |
|
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.