PEAK6 Investments, L.P.

CIK 0001389957 · Q2 2018

13F Equity AUM

$23.4T

+101801.3% QoQ

Positions

1,989

+60 QoQ

AUM Rank

—

Skill Alpha (FF)

+1.4%/yr^ns

No Clear Edge

Rank #1,623 · Top 20%

vs S&P +1.2%/yr (unadj.)

Quarters Tracked

~5 years

Portfolio Concentration

Top 5: 20.2%Top 10: 27.4%Top 20: 35.0%

AMZN9.0%

NFLX3.3%

NVDA3.0%

META2.6%

BABA2.3%

AAPL2.0%

GOOGL1.6%

BIDUN1.2%

TSLA1.2%

GOOG1.2%

Others (1979)72.6%

HHI (Herfindahl-Hirschman Index) measures portfolio concentration. Low (<1500) = diversified, Moderate (1500-2500), High (>2500) = concentrated bets.

Sector Allocation

Consumer Cyclical22.6%

Technology18.2%

Communication Services13.9%

Financial Services10.3%

Unclassified7.8%

Industrials5.8%

Energy5.5%

Healthcare5.4%

Other10.4%

Portfolio weight by GICS sector based on latest 13F filing. Sectors below 2% are grouped as “Other.”

Position Sizing

Positions: 1989Median: 0.01%Avg: 0.05%

0–0.5%

1962(61.2%)

0.5–1%

17(11.3%)

1–3%

8(15.2%)

3–5%

1(3.3%)

5%+

1(9.0%)

Count of positions per weight bucket — (%) = combined portfolio weight

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Portfolio Overlap

Shared: 1,945Unique: 44vs 20 funds

40.7%High

1,989

Fund positions

4,735

Consensus CUSIPs

Jaccard similarity of this fund’s portfolio vs the consensus of top 20 funds by AUM. Low (<15%) = contrarian, Moderate (15-40%), High (>40%) = follows the crowd.

Most Similar Funds

Top 10 benchmark funds with highest portfolio overlap (Jaccard similarity)

PARAMETRIC PORTFOLIO ASSOCIATES LLC

45.1%

TIAA CREF INVESTMENT MANAGEMENT LLC

49.2%

TEACHERS ADVISORS, LLC

49.1%

Aperio Group, LLC

56.4%

OppenheimerFunds, Inc.

51.8%

AMUNDI ASSET MANAGEMENT US, INC.

44.9%

Marshall Wace North America L.P.

33.8%

EATON VANCE MANAGEMENT

36%

PICTET ASSET MANAGEMENT LTD

31.7%

WADDELL & REED FINANCIAL INC

20.7%

Jaccard similarity per fund: shared CUSIPs / (fund A + fund B − shared). Higher values indicate more similar portfolios.

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Position Changes This Quarter

New408Increased711Decreased862Exited349

New Positions

IWM0.8%

+1.2M

NDQ0.4%

+600K

AVGO0.4%

+415K

EWZ0.3%

+2.5M

IQ0.2%

+1.6M

EEM0.2%

+1.1M

XLE0.1%

+298K

PAGS0.1%

+467K

SPOT0.1%

+90K

JPX0.1%

+201K

Increased

BBD0.2%

+5.1M(+404%)

BVXB0.2%

+2.5M(+91%)

SYMCEUR0.2%

+1.3M(+214%)

IBN0.1%

+1.3M(+63%)

NXPI0.7%

+1.2M(+351%)

NVDA3.0%

+1.2M(+70%)

GGB0.0%

+1.1M(+149%)

BB0.1%

+1.0M(+88%)

SDRL0.0%

+1.0M(+177%)

FXI0.2%

+999K(+1997%)

Decreased

AMD0.4%

-4,571,944(-45%)

BABA2.3%

-3,688,465(-56%)

BAC0.4%

-3,611,155(-52%)

GE0.1%

-2,421,583(-59%)

WFC0.2%

-2,134,296(-68%)

META2.6%

-2,068,518(-39%)

SNAP0.1%

-1,932,678(-49%)

KRE0.1%

-1,351,428(-87%)

INTC0.1%

-1,247,973(-69%)

HBC20.1%

-1,118,628(-74%)

Exited

POWERSHARES QQQ TRUS…

-968,150

-630,184

-143,200

-127,259

-140,100

ON ASSIGNMENT INC

-110,200

HSIC

-143,582

KKR & CO L P DEL

-503,400

ALNY

-56,800

VRSK

-57,872

Quarter-over-quarter changes compared to prior 13F filing. New = first appearance; Exited = no longer held.

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Holdings

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