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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 | |
|---|---|---|---|---|---|---|
26
Qualcomm
QCOM
$164B
| $136M | 0.45% |
2,446,708
-80,454
| -3% | -$5.13M |
|
27
PepsiCo
PEP
$196B
| $135M | 0.45% |
1,239,345
+955,832
| +337% | +$109M |
|
28
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
| $135M | 0.45% |
2,666,182
-672,112
| -20% | -$35M |
|
29
O'Reilly Automotive
ORLY
$75.1B
| $133M | 0.44% |
+8,075,310
| New | +$137M |
|
30
Wells Fargo
WFC
$254B
| $132M | 0.44% |
2,526,285
+2,167,080
| +603% | +$129M |
|
31
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
| $127M | 0.42% |
2,408,124
-300,838
| -11% | -$16.6M |
|
32
US Bancorp
USB
$97.9B
| $126M | 0.42% |
2,499,323
-564,092
| -18% | -$30.9M |
|
33
Caterpillar
CAT
$361B
| $125M | 0.42% |
850,230
+823,628
| +3,096% | +$130M |
|
34
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
| $125M | 0.42% |
1,680,578
+1,616,661
| +2,529% | +$125M |
|
|
35
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $124M | 0.41% |
472,333
-693,956
| -60% | -$189M |
|
36
Kohl's
KSS
$2.16B
| $123M | 0.41% |
1,881,169
+1,010,859
| +116% | +$64.1M |
|
37
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
| $123M | 0.41% |
4,861,356
-920,870
| -16% | -$23M |
|
38
Seagate
STX
$174B
| $123M | 0.41% |
2,093,607
-466,936
| -18% | -$24.8M |
|
|
PXD
39
DELISTED
Pioneer Natural Resource Co.
PXD
| $122M | 0.41% |
+712,365
| New | +$126M |
|
40
Allstate
ALL
$70.6B
| $122M | 0.41% |
1,287,853
+156,817
| +14% | +$15.2M |
|
41
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
| $122M | 0.41% |
1,498,076
-320,142
| -18% | -$27.3M |
|
42
Restaurant Brands International
QSR
$26.2B
| $120M | 0.4% |
2,100,187
+331,850
| +19% | +$19.7M |
|
|
CLR
43
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $114M | 0.38% |
1,937,478
+1,472,385
| +317% | +$79.4M |
|
44
Western Digital
WDC
$159B
| $114M | 0.38% |
1,630,714
-462,955
| -22% | -$31.2M |
|
45
Norwegian Cruise Line
NCLH
$9.53B
| $113M | 0.38% |
2,135,610
+1,756,585
| +463% | +$99.9M |
|
46
NRG Energy
NRG
$26.2B
| $113M | 0.38% |
3,690,396
+1,240,625
| +51% | +$34.4M |
|
47
Trane Technologies
TT
$98.8B
| $112M | 0.37% |
1,315,486
+428,075
| +48% | +$38.4M |
|
48
Coca-Cola
KO
$383B
| $112M | 0.37% |
2,571,715
+2,562,029
| +26,451% | +$115M |
|
49
Boeing
BA
$169B
| $111M | 0.37% |
339,420
+293,778
| +644% | +$99.2M |
|
50
Micron Technology
MU
$835B
| $110M | 0.37% |
2,112,331
-1,188,368
| -36% | -$56.9M |
|
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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.