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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 | |
|---|---|---|---|---|---|---|
551
Agilent Technologies
A
$38.8B
| $10.8M | 0.04% |
161,613
-254,380
| -61% | -$17.8M |
|
|
VXX
552
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $10.8M | 0.04% |
+228,282
| New | +$8.65M |
|
553
CALL
Fastenal
FAST
$55.6B
| $10.8M | 0.04% |
+790,400
| New | +$10.9M |
|
554
PUT
FedEx
FDX
$74B
| $10.7M | 0.04% |
+44,600
| New | +$11.3M |
|
555
CALL
Texas Instruments
TXN
$255B
| $10.7M | 0.04% |
103,000
+101,000
| +5,050% | +$10.9M |
|
556
PUT
United Airlines
UAL
$42.5B
| $10.7M | 0.04% |
154,000
+56,600
| +58% | +$3.91M |
|
557
Cincinnati Financial
CINF
$27.3B
| $10.6M | 0.04% |
+143,180
| New | +$10.7M |
|
558
PUT
Invesco QQQ Trust
QQQ
$479B
| $10.6M | 0.04% |
66,400
-44,700
| -40% | -$7.38M |
|
559
Atkore
ATKR
$3.15B
| $10.6M | 0.04% |
535,143
+297,530
| +125% | +$6.39M |
|
560
PUT
Duke Energy
DUK
$96.2B
| $10.6M | 0.04% |
136,800
+100,800
| +280% | +$7.79M |
|
|
LLL
561
DELISTED
L3 Technologies, Inc.
LLL
| $10.6M | 0.04% |
50,939
-201,538
| -80% | -$41.8M |
|
|
DYN
562
DELISTED
Dynegy, Inc.
DYN
| $10.6M | 0.04% |
782,070
-121,173
| -13% | -$1.51M |
|
563
PUT
AutoZone
AZO
$48.8B
| $10.5M | 0.04% |
16,200
-4,800
| -23% | -$3.44M |
|
564
Royal Gold
RGLD
$17.4B
| $10.5M | 0.03% |
121,931
-44,827
| -27% | -$3.78M |
|
565
Shutterstock
SSTK
$212M
| $10.5M | 0.03% |
+217,249
| New | +$10.3M |
|
566
PUT
Teck Resources
TECK
$31.4B
| $10.4M | 0.03% |
404,300
+393,300
| +3,575% | +$11.1M |
|
|
MCRN
567
DELISTED
Milacron Holdings Corp.
MCRN
| $10.4M | 0.03% |
516,212
+25,905
| +5% | +$512K |
|
|
OSB
568
DELISTED
Norbord Inc.
OSB
| $10.4M | 0.03% |
286,571
-216,168
| -43% | -$7.72M |
|
|
MSCC
569
DELISTED
Microsemi Corp
MSCC
| $10.4M | 0.03% |
+160,514
| New | +$9.91M |
|
570
PTC
PTC
$15.3B
| $10.4M | 0.03% |
133,021
+38,569
| +41% | +$2.81M |
|
571
CALL
Procter & Gamble
PG
$340B
| $10.4M | 0.03% |
130,600
+54,700
| +72% | +$4.56M |
|
572
HEICO Corp
HEI
$51.1B
| $10.3M | 0.03% |
148,830
-231,863
| -61% | -$15.2M |
|
573
BJ's Restaurants
BJRI
$1.43B
| $10.3M | 0.03% |
228,931
+144,039
| +170% | +$5.8M |
|
|
MPT
574
Medical Properties Trust
MPT
$2.75B
| $10.2M | 0.03% |
788,406
-36,354
| -4% | -$465K |
|
575
PUT
Phillips 66
PSX
$82.6B
| $10.2M | 0.03% |
106,800
+39,500
| +59% | +$3.85M |
|
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.