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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 | |
|---|---|---|---|---|---|---|
651
PUT
JD.com
JD
$44.5B
| $8.8M | 0.03% |
217,300
-46,300
| -18% | -$2.1M |
|
652
PUT
Intuitive Surgical
ISRG
$130B
| $8.79M | 0.03% |
+63,900
| New | +$8.92M |
|
653
PUT
American Electric Power
AEP
$69.9B
| $8.77M | 0.03% |
127,800
+122,400
| +2,267% | +$8.24M |
|
|
TPC
654
Tutor Perini Cor
TPC
$4.51B
| $8.74M | 0.03% |
396,599
+261,078
| +193% | +$6.18M |
|
|
VRS
655
DELISTED
Verso Corporation
VRS
| $8.74M | 0.03% |
519,320
+46,956
| +10% | +$785K |
|
|
AGN
656
CALL
DELISTED
Allergan plc
AGN
| $8.73M | 0.03% |
51,900
+37,900
| +271% | +$6.36M |
|
657
PUT
Amazon
AMZN
$2.99T
| $8.68M | 0.03% |
120,000
-120,000
| -50% | -$8.58M |
|
|
TMX
658
DELISTED
Terminix Global Holdings, Inc.
TMX
| $8.68M | 0.03% |
254,718
-504,995
| -66% | -$17.6M |
|
659
AB InBev
BUD
$167B
| $8.63M | 0.03% |
+78,472
| New | +$8.7M |
|
|
WWE
660
DELISTED
World Wrestling Entertainment
WWE
| $8.62M | 0.03% |
239,240
+97,229
| +68% | +$3.42M |
|
|
661
PUT
Home Depot
HD
$347B
| $8.61M | 0.03% |
48,300
+37,300
| +339% | +$7M |
|
662
PUT
Regeneron Pharmaceuticals
REGN
$78.3B
| $8.61M | 0.03% |
25,000
+22,300
| +826% | +$7.76M |
|
|
SIX
663
DELISTED
Six Flags Entertainment Corp.
SIX
| $8.59M | 0.03% |
137,930
-266,923
| -66% | -$17.4M |
|
664
PUT
FirstEnergy
FE
$27.9B
| $8.58M | 0.03% |
252,400
+30,300
| +14% | +$973K |
|
665
Realty Income
O
$58.7B
| $8.57M | 0.03% |
170,952
-685,630
| -80% | -$34.2M |
|
666
ING
ING
$101B
| $8.56M | 0.03% |
505,935
-735,880
| -59% | -$13.6M |
|
667
Moody's
MCO
$83.8B
| $8.53M | 0.03% |
+52,910
| New | +$8.57M |
|
668
CALL
Paychex
PAYX
$42.2B
| $8.52M | 0.03% |
138,400
+129,400
| +1,438% | +$8.55M |
|
669
NextEra Energy
NEE
$182B
| $8.51M | 0.03% |
+208,512
| New | +$8.04M |
|
670
CALL
Alphabet (Google) Class A
GOOGL
$4.62T
| $8.51M | 0.03% |
164,000
-474,000
| -74% | -$26.3M |
|
671
PUT
Thermo Fisher Scientific
TMO
$209B
| $8.46M | 0.03% |
41,000
+39,000
| +1,950% | +$8.19M |
|
672
Mercury Insurance
MCY
$5.9B
| $8.46M | 0.03% |
184,319
+48,749
| +36% | +$2.32M |
|
|
673
CALL
American Electric Power
AEP
$69.9B
| $8.39M | 0.03% |
122,400
+19,600
| +19% | +$1.32M |
|
674
PUT
Helmerich & Payne
HP
$3.45B
| $8.38M | 0.03% |
125,900
+10,900
| +9% | +$735K |
|
675
CALL
CSX Corp
CSX
$94.5B
| $8.37M | 0.03% |
+450,900
| New | +$8.43M |
|
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.