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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 | |
|---|---|---|---|---|---|---|
1151
ProPetro Holding
PUMP
$1.35B
| $3.55M | 0.01% |
223,444
-657,135
| -75% | -$11.9M |
|
1152
El Pollo Loco
LOCO
$517M
| $3.55M | 0.01% |
373,387
+146,026
| +64% | +$1.45M |
|
1153
TransAlta
TAC
$4.01B
| $3.54M | 0.01% |
+653,697
| New | +$3.61M |
|
|
HF
1154
DELISTED
HFF Inc.
HF
| $3.54M | 0.01% |
71,132
+65,153
| +1,090% | +$3.12M |
|
1155
Axcelis
ACLS
$4.2B
| $3.53M | 0.01% |
143,674
-79,834
| -36% | -$2.1M |
|
1156
CALL
Advance Auto Parts
AAP
$3.59B
| $3.53M | 0.01% |
29,800
+26,800
| +893% | +$3.06M |
|
1157
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.71B
| $3.53M | 0.01% |
58,500
+52,500
| +875% | +$3.26M |
|
1158
Waters Corp
WAT
$39.3B
| $3.51M | 0.01% |
17,691
+16,438
| +1,312% | +$3.4M |
|
|
SCS
1159
DELISTED
Steelcase
SCS
| $3.49M | 0.01% |
256,543
-29,077
| -10% | -$426K |
|
1160
CALL
SL Green Realty
SLG
$3.9B
| $3.48M | 0.01% |
+37,085
| New | +$3.48M |
|
1161
BlackRock TCP Capital
TCPC
$294M
| $3.46M | 0.01% |
243,662
+21,091
| +9% | +$310K |
|
1162
PUT
Carnival Corporation Ltd
CCL
$40.6B
| $3.46M | 0.01% |
52,800
+20,800
| +65% | +$1.41M |
|
1163
Covenant Logistics
CVLG
$900M
| $3.45M | 0.01% |
231,148
+16,862
| +8% | +$236K |
|
1164
Essent Group
ESNT
$6.13B
| $3.44M | 0.01% |
80,918
-145,798
| -64% | -$6.61M |
|
1165
ProShares Ultra S&P500
SSO
$8.29B
| $3.44M | 0.01% |
260,800
-1,308,800
| -83% | -$18.6M |
|
|
STI
1166
DELISTED
SunTrust Banks, Inc.
STI
| $3.42M | 0.01% |
50,321
-333,589
| -87% | -$23.1M |
|
1167
Alarm.com
ALRM
$2.8B
| $3.42M | 0.01% |
90,710
+18,756
| +26% | +$707K |
|
1168
CALL
Ameren
AEE
$30.2B
| $3.42M | 0.01% |
60,400
+41,900
| +226% | +$2.32M |
|
1169
PUT
Applied Materials
AMAT
$424B
| $3.41M | 0.01% |
61,400
-39,000
| -39% | -$2.17M |
|
1170
CALL
CarMax
KMX
$8.04B
| $3.41M | 0.01% |
+55,000
| New | +$3.6M |
|
1171
Annaly Capital Management
NLY
$17.1B
| $3.41M | 0.01% |
81,646
-1,580,476
| -95% | -$67.4M |
|
1172
CALL
Sempra
SRE
$55.3B
| $3.38M | 0.01% |
+60,800
| New | +$3.28M |
|
1173
Penske Automotive Group
PAG
$14.2B
| $3.37M | 0.01% |
76,100
+59,432
| +357% | +$2.88M |
|
1174
CALL
First Solar
FSLR
$25.4B
| $3.37M | 0.01% |
+47,500
| New | +$3.23M |
|
|
1175
PUT
Sempra
SRE
$55.3B
| $3.37M | 0.01% |
+60,600
| New | +$3.27M |
|
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.