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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 | |
|---|---|---|---|---|---|---|
976
CALL
Ralph Lauren
RL
$22.8B
| $4.77M | 0.02% |
42,700
+19,700
| +86% | +$2.13M |
|
977
UFP Industries
UFPI
$5.24B
| $4.77M | 0.02% |
146,954
+12,976
| +10% | +$460K |
|
978
Olin
OLN
$2.13B
| $4.77M | 0.02% |
156,907
+23,133
| +17% | +$788K |
|
979
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
| $4.76M | 0.02% |
47,894
+39,121
| +446% | +$4M |
|
980
PUT
Core Laboratories
CLB
$503M
| $4.75M | 0.02% |
43,900
+13,900
| +46% | +$1.54M |
|
981
PUT
Mastercard
MA
$502B
| $4.73M | 0.02% |
27,000
+11,000
| +69% | +$1.88M |
|
982
CALL
Morgan Stanley
MS
$345B
| $4.71M | 0.02% |
87,200
+39,200
| +82% | +$2.17M |
|
983
Fabrinet
FN
$19B
| $4.68M | 0.02% |
149,271
-60,596
| -29% | -$1.79M |
|
984
State Street SPDR S&P Metals & Mining ETF
XME
$4.25B
| $4.68M | 0.02% |
137,444
+88,036
| +178% | +$3.24M |
|
985
Employers Holdings
EIG
$908M
| $4.68M | 0.02% |
+115,611
| New | +$4.8M |
|
986
ITT
ITT
$18.3B
| $4.66M | 0.02% |
95,129
-42,658
| -31% | -$2.25M |
|
|
PINC
987
DELISTED
Premier
PINC
| $4.66M | 0.02% |
148,795
-179,472
| -55% | -$5.79M |
|
988
ICF International
ICFI
$1.54B
| $4.66M | 0.02% |
79,655
+33,165
| +71% | +$1.87M |
|
989
CALL
Vail Resorts
MTN
$5.37B
| $4.66M | 0.02% |
+21,000
| New | +$4.6M |
|
|
JHG
990
DELISTED
Janus Henderson
JHG
| $4.66M | 0.02% |
140,662
-32,810
| -19% | -$1.21M |
|
|
PXD
991
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $4.64M | 0.02% |
27,000
-13,000
| -33% | -$2.29M |
|
992
CALL
NVIDIA
NVDA
$5.36T
| $4.63M | 0.02% |
800,000
-2,080,000
| -72% | -$12.2M |
|
993
PUT
Biogen
BIIB
$30.7B
| $4.63M | 0.02% |
16,900
+11,900
| +238% | +$3.69M |
|
994
PUT
Yelp
YELP
$1.43B
| $4.62M | 0.02% |
110,700
+21,900
| +25% | +$953K |
|
995
PUT
Boston Properties
BXP
$11.1B
| $4.62M | 0.02% |
37,500
+26,500
| +241% | +$3.22M |
|
996
PUT
Steel Dynamics
STLD
$38B
| $4.61M | 0.02% |
104,300
+89,100
| +586% | +$4.1M |
|
|
DCT
997
DELISTED
DCT Industrial Trust Inc.
DCT
| $4.61M | 0.02% |
81,806
+22,604
| +38% | +$1.28M |
|
998
CALL
McCormick & Company Non-Voting
MKC
$14.1B
| $4.61M | 0.02% |
86,600
+55,600
| +179% | +$2.92M |
|
999
Dine Brands
DIN
$454M
| $4.6M | 0.02% |
+70,083
| New | +$4.28M |
|
|
1000
PUT
Ralph Lauren
RL
$22.8B
| $4.58M | 0.02% |
41,000
+8,500
| +26% | +$920K |
|
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.