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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 | |
|---|---|---|---|---|---|---|
1026
Enanta Pharmaceuticals
ENTA
$384M
| $4.39M | 0.01% |
54,295
-4,660
| -8% | -$359K |
|
1027
IMAX
IMAX
$2.78B
| $4.38M | 0.01% |
+228,376
| New | +$4.75M |
|
1028
PUT
Microsoft
MSFT
$3.62T
| $4.38M | 0.01% |
48,000
-33,900
| -41% | -$3.1M |
|
|
TEN
1029
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $4.38M | 0.01% |
79,830
+66,094
| +481% | +$3.77M |
|
1030
Alexandria Real Estate Equities
ARE
$8.73B
| $4.37M | 0.01% |
+34,993
| New | +$4.34M |
|
1031
Stepan Co
SCL
$1.46B
| $4.37M | 0.01% |
52,495
+32,461
| +162% | +$2.57M |
|
1032
Quad
QUAD
$529M
| $4.36M | 0.01% |
+172,053
| New | +$4.19M |
|
1033
Bank OZK
OZK
$5.63B
| $4.35M | 0.01% |
+90,173
| New | +$4.56M |
|
1034
PUT
McCormick & Company Non-Voting
MKC
$14.1B
| $4.34M | 0.01% |
81,600
+59,400
| +268% | +$3.12M |
|
1035
DNOW Inc
DNOW
$2.6B
| $4.33M | 0.01% |
423,677
-211,838
| -33% | -$2.31M |
|
1036
PUT
GE Aerospace
GE
$396B
| $4.33M | 0.01% |
67,022
-94,629
| -59% | -$7.01M |
|
1037
PUT
Cal-Maine
CALM
$4.02B
| $4.3M | 0.01% |
98,500
+24,100
| +32% | +$1.05M |
|
|
PPL
1038
PUT
PPL Corp
PPL
$26.3B
| $4.3M | 0.01% |
152,000
+88,000
| +138% | +$2.62M |
|
|
GWR
1039
DELISTED
Genesee & Wyoming Inc.
GWR
| $4.3M | 0.01% |
60,688
+39,074
| +181% | +$2.95M |
|
1040
PUT
HF Sinclair
DINO
$14.8B
| $4.29M | 0.01% |
87,900
+67,900
| +340% | +$3.23M |
|
1041
CALL
Quest Diagnostics
DGX
$26B
| $4.29M | 0.01% |
+42,800
| New | +$4.38M |
|
1042
CALL
Lockheed Martin
LMT
$133B
| $4.29M | 0.01% |
12,700
+8,700
| +218% | +$2.96M |
|
1043
Genpact
G
$5.98B
| $4.28M | 0.01% |
133,824
-620,343
| -82% | -$20.1M |
|
1044
CALL
Caterpillar
CAT
$401B
| $4.27M | 0.01% |
+29,000
| New | +$4.58M |
|
1045
Globe Life
GL
$14.3B
| $4.27M | 0.01% |
+50,747
| New | +$4.44M |
|
1046
Medpace
MEDP
$16.4B
| $4.27M | 0.01% |
122,330
-79,313
| -39% | -$2.9M |
|
|
QUOT
1047
DELISTED
Quotient Technology Inc
QUOT
| $4.26M | 0.01% |
325,487
-182,595
| -36% | -$2.31M |
|
1048
CALL
CVS Health
CVS
$126B
| $4.25M | 0.01% |
68,400
+60,400
| +755% | +$4.33M |
|
1049
Preferred Bank
PFBC
$1.26B
| $4.25M | 0.01% |
66,248
+19,364
| +41% | +$1.23M |
|
1050
CALL
Waste Management
WM
$89.7B
| $4.25M | 0.01% |
+50,500
| New | +$4.33M |
|
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.