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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
+3.03%
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
$30B
AUM Growth
-$673M
(-2.2%)
Cap. Flow
-$837M
Cap. Flow
% of AUM
-2.79%
Top 10 Holdings %
Top 10 Hldgs %
5.73%
Holding
3,845
New
807
Increased
1,057
Reduced
1,203
Closed
766
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Target
TGT
|
+$187M |
| 2 |
TJX Companies
TJX
|
+$177M |
| 3 |
Dominion Energy
D
|
+$150M |
| 4 |
Citigroup
C
|
+$150M |
| 5 |
Domino's
DPZ
|
+$144M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$189M |
| 2 |
Lowe's Companies
LOW
|
+$177M |
| 3 |
Home Depot
HD
|
+$168M |
| 4 |
Becton Dickinson
BDX
|
+$149M |
| 5 |
Vertex Pharmaceuticals
VRTX
|
+$142M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 13.29% |
| 2 | Technology | 12.72% |
| 3 | Industrials | 10.66% |
| 4 | Healthcare | 8.71% |
| 5 | Consumer Staples | 7.14% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
Bank of N.T. Butterfield & Son
NTB
$2.46B
| $18.4M | 0.06% |
408,963
+27,643
| +7% | +$1.18M |
|
377
CALL
Bank of America
BAC
$438B
| $18.3M | 0.06% |
611,300
+291,000
| +91% | +$9.14M |
|
|
GPT
378
DELISTED
Gramercy Property Trust
GPT
| $18.2M | 0.06% |
839,300
+527,649
| +169% | +$12.5M |
|
379
PUT
Union Pacific
UNP
$173B
| $18.1M | 0.06% |
+135,000
| New | +$18.2M |
|
380
Pool Corp
POOL
$7.11B
| $18.1M | 0.06% |
124,045
+112,411
| +966% | +$15.5M |
|
|
CMA
381
DELISTED
Comerica
CMA
| $18M | 0.06% |
187,743
+176,404
| +1,556% | +$16.8M |
|
382
Sprouts Farmers Market
SFM
$8.28B
| $18M | 0.06% |
766,645
+580,780
| +312% | +$14.9M |
|
383
Sensata Technologies
ST
$6.81B
| $17.9M | 0.06% |
345,584
+98,458
| +40% | +$5.25M |
|
384
PTC Therapeutics
PTCT
$5.68B
| $17.8M | 0.06% |
657,654
+405,956
| +161% | +$10.3M |
|
385
Gentex
GNTX
$4.99B
| $17.6M | 0.06% |
764,536
+747,986
| +4,520% | +$17M |
|
386
International Flavors & Fragrances
IFF
$20.6B
| $17.6M | 0.06% |
+128,527
| New | +$18.6M |
|
387
Ford
F
$57.5B
| $17.5M | 0.06% |
1,577,374
-7,751,742
| -83% | -$87.4M |
|
388
CBRE Group
CBRE
$43B
| $17.5M | 0.06% |
369,784
+329,949
| +828% | +$15M |
|
389
PUT
Intel
INTC
$459B
| $17.4M | 0.06% |
334,100
+251,700
| +305% | +$12M |
|
|
MFA
390
MFA Financial
MFA
$931M
| $17.3M | 0.06% |
573,844
+176,157
| +44% | +$5.23M |
|
391
Scotiabank
BNS
$108B
| $17.3M | 0.06% |
280,359
-88,020
| -24% | -$5.58M |
|
392
PUT
Exelon
EXC
$47B
| $17.2M | 0.06% |
619,824
+553,229
| +831% | +$14.9M |
|
393
Portland General Electric
POR
$5.9B
| $17.2M | 0.06% |
424,128
-126,933
| -23% | -$5.21M |
|
394
CALL
SLB Ltd
SLB
$73.2B
| $17.2M | 0.06% |
265,200
+194,700
| +276% | +$13.6M |
|
395
Knight Transportation
KNX
$11.1B
| $17M | 0.06% |
369,646
-62,408
| -14% | -$2.96M |
|
396
CALL
Merck
MRK
$316B
| $17M | 0.06% |
327,186
+240,202
| +276% | +$13M |
|
397
Lam Research
LRCX
$369B
| $16.9M | 0.06% |
832,990
-3,196,060
| -79% | -$63.3M |
|
398
PUT
Delta Air Lines
DAL
$60.2B
| $16.9M | 0.06% |
308,600
+266,100
| +626% | +$14.7M |
|
399
Zimmer Biomet
ZBH
$18.8B
| $16.8M | 0.06% |
159,019
-202,337
| -56% | -$23.5M |
|
400
Equifax
EFX
$20.5B
| $16.8M | 0.06% |
142,639
-348,127
| -71% | -$41.8M |
|
Similar funds
VAM
Two Sigma Investments's Q1 2018 Portfolio in Review
As of Q1 2018, Two Sigma Investments held 3,845 positions worth $30B, down 2.2% from $30.7B the previous quarter. Its ten largest holdings account for 5.7% of the portfolio.
Two Sigma Investments's Q1 2018 filing shows 807 new, 1,057 increased, 1,203 reduced and 766 closed positions. Its largest new stake was TJX Companies: 4,481,478 shares worth $183M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $189M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 13% of assets, up from 13% a quarter earlier, followed by Technology and Industrials.
- Two Sigma Investments's largest Q1 2018 buy was TJX Companies: 4,481,478 shares worth $183M.
- Two Sigma Investments added most to Target in Q1 2018, an estimated $187M increase.
- Two Sigma Investments's biggest Q1 2018 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $189M.
- Two Sigma Investments fully exited Walgreens Boots Alliance in Q1 2018, selling an estimated $129M.
- Two Sigma Investments's ten largest holdings make up 5.7% of its $30B portfolio in Q1 2018.
- Two Sigma Investments opened 807 new positions and closed 766 in Q1 2018.
- Two Sigma Investments's portfolio value fell 2.2% quarter-over-quarter to $30B.
Based on Two Sigma Investments's 13F filing for Q1 2018, filed 15 May 2018.