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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 | |
|---|---|---|---|---|---|---|
426
Carlisle Companies
CSL
$14.8B
| $15.5M | 0.05% |
148,317
+90,323
| +156% | +$9.9M |
|
427
Dolby
DLB
$5.59B
| $15.4M | 0.05% |
242,934
-62,607
| -20% | -$4.03M |
|
428
State Street SPDR S&P Retail ETF
XRT
$329M
| $15.3M | 0.05% |
+344,463
| New | +$15.8M |
|
429
Constellation Brands
STZ
$22.4B
| $15.2M | 0.05% |
66,842
-108,880
| -62% | -$24M |
|
430
CALL
General Dynamics
GD
$103B
| $15.2M | 0.05% |
+68,800
| New | +$15M |
|
431
CALL
Southern Company
SO
$107B
| $15.2M | 0.05% |
340,300
+302,900
| +810% | +$13.4M |
|
432
Thomson Reuters
TRI
$44.4B
| $15.2M | 0.05% |
338,776
-473,209
| -58% | -$22.6M |
|
433
Automatic Data Processing
ADP
$107B
| $15.1M | 0.05% |
132,936
-564,573
| -81% | -$65.8M |
|
|
434
Becton Dickinson
BDX
$46.9B
| $15M | 0.05% |
71,097
-679,763
| -91% | -$149M |
|
435
Outfront Media
OUT
$5.61B
| $15M | 0.05% |
813,650
+131,799
| +19% | +$2.73M |
|
436
PUT
Philip Morris
PM
$292B
| $15M | 0.05% |
+150,500
| New | +$15.7M |
|
437
XPO
XPO
$23.1B
| $14.9M | 0.05% |
422,780
-642,063
| -60% | -$21.4M |
|
|
GOOS
438
Canada Goose Holdings
GOOS
$856M
| $14.7M | 0.05% |
440,829
+371,114
| +532% | +$12.5M |
|
439
CALL
Factset
FDS
$9.59B
| $14.7M | 0.05% |
73,800
+56,000
| +315% | +$11.3M |
|
440
Designer Brands
DBI
$331M
| $14.7M | 0.05% |
654,892
+604,066
| +1,188% | +$12.4M |
|
|
441
CALL
Dominion Energy
D
$60.5B
| $14.7M | 0.05% |
217,800
+132,800
| +156% | +$9.81M |
|
442
Caesars Entertainment
CZR
$6.06B
| $14.7M | 0.05% |
444,989
+11,376
| +3% | +$381K |
|
443
PUT
Merck
MRK
$316B
| $14.6M | 0.05% |
280,235
+193,356
| +223% | +$10.4M |
|
444
CoreCivic
CXW
$3B
| $14.5M | 0.05% |
741,607
+590,086
| +389% | +$12.8M |
|
445
Toro Company
TTC
$9.06B
| $14.4M | 0.05% |
230,508
-84,482
| -27% | -$5.38M |
|
446
PUT
O'Reilly Automotive
ORLY
$73.3B
| $14.3M | 0.05% |
867,000
+687,000
| +382% | +$11.6M |
|
447
BHP
BHP
$212B
| $14.3M | 0.05% |
360,666
-703,984
| -66% | -$29.6M |
|
448
MSCI
MSCI
$41.8B
| $14.3M | 0.05% |
95,482
-11,796
| -11% | -$1.69M |
|
449
Cheniere Energy
LNG
$54.1B
| $14.2M | 0.05% |
265,598
-942,949
| -78% | -$51.9M |
|
|
UN
450
DELISTED
Unilever NV New York Registry Shares
UN
| $14.2M | 0.05% |
+251,241
| New | +$13.8M |
|
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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.