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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 | |
|---|---|---|---|---|---|---|
701
CALL
Phillips 66
PSX
$82.5B
| $7.88M | 0.03% |
82,100
+22,500
| +38% | +$2.19M |
|
702
PUT
Lennar Class A
LEN
$21B
| $7.86M | 0.03% |
+137,699
| New | +$8.31M |
|
|
AHL
703
DELISTED
ASPEN Insurance Holding Limited
AHL
| $7.84M | 0.03% |
174,862
-270,956
| -61% | -$10.6M |
|
704
PUT
Digital Realty Trust
DLR
$71.7B
| $7.84M | 0.03% |
74,400
+69,400
| +1,388% | +$7.32M |
|
|
VVC
705
DELISTED
Vectren Corporation
VVC
| $7.81M | 0.03% |
+122,172
| New | +$7.55M |
|
706
Bloomin' Brands
BLMN
$764M
| $7.8M | 0.03% |
+321,168
| New | +$7.27M |
|
|
XYZ
707
PUT
Block Inc
XYZ
$50.4B
| $7.79M | 0.03% |
158,400
+14,700
| +10% | +$675K |
|
708
PUT
Viatris
VTRS
$20.6B
| $7.79M | 0.03% |
189,100
+151,100
| +398% | +$6.44M |
|
709
Equity Residential
EQR
$25.4B
| $7.77M | 0.03% |
+126,129
| New | +$7.49M |
|
|
AZPN
710
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $7.76M | 0.03% |
98,340
-112,877
| -53% | -$8.9M |
|
711
Blackstone Mortgage Trust
BXMT
$2.43B
| $7.72M | 0.03% |
245,664
-174,897
| -42% | -$5.48M |
|
|
LTC
712
LTC Properties
LTC
$1.97B
| $7.7M | 0.03% |
202,717
+38,107
| +23% | +$1.5M |
|
713
PUT
Procter & Gamble
PG
$345B
| $7.7M | 0.03% |
97,100
+5,100
| +6% | +$425K |
|
714
Pan American Silver
PAAS
$18.9B
| $7.68M | 0.03% |
475,787
-37,699
| -7% | -$600K |
|
715
PUT
Omnicom Group
OMC
$22.4B
| $7.67M | 0.03% |
+105,600
| New | +$7.92M |
|
|
KANG
716
DELISTED
iKang Healthcare Group, Inc.
KANG
| $7.67M | 0.03% |
384,359
+246,832
| +179% | +$4.15M |
|
717
CALL
Align Technology
ALGN
$12.4B
| $7.66M | 0.03% |
30,500
+27,500
| +917% | +$7.06M |
|
718
CALL
APA Corp
APA
$12.7B
| $7.66M | 0.03% |
199,000
+116,000
| +140% | +$4.67M |
|
719
CALL
Martin Marietta Materials
MLM
$33.4B
| $7.65M | 0.03% |
36,900
+33,900
| +1,130% | +$7.35M |
|
720
ADT
ADT
$5.73B
| $7.64M | 0.03% |
+963,529
| New | +$10.5M |
|
721
Chemours
CC
$2.7B
| $7.64M | 0.03% |
156,846
+122,781
| +360% | +$6.14M |
|
|
PGTI
722
DELISTED
PGT, Inc.
PGTI
| $7.63M | 0.03% |
409,215
+292,236
| +250% | +$5.06M |
|
723
CALL
Vulcan Materials
VMC
$36.9B
| $7.63M | 0.03% |
66,800
+54,800
| +457% | +$6.9M |
|
|
PR
724
Permian Resources
PR
$17.2B
| $7.61M | 0.03% |
414,564
+226,416
| +120% | +$4.37M |
|
725
Diodes
DIOD
$4.06B
| $7.59M | 0.03% |
249,300
+43,070
| +21% | +$1.29M |
|
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.