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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
+538.88%
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 | |
|---|---|---|---|---|---|---|
1976
CAE Inc. Common Shares
CAE
$8.61B
| $1.05M | ﹤0.01% |
56,560
+6,777
| +14% | +$124K |
|
1977
MillerKnoll
MLKN
$1.61B
| $1.05M | ﹤0.01% |
32,749
-74,926
| -70% | -$2.84M |
|
1978
Encompass Health
EHC
$12.4B
| $1.04M | ﹤0.01% |
+22,979
| New | +$985K |
|
|
HSII
1979
DELISTED
Heidrick & Struggles
HSII
| $1.04M | ﹤0.01% |
33,387
-55,376
| -62% | -$1.51M |
|
1980
Kosmos Energy
KOS
$1.47B
| $1.04M | ﹤0.01% |
165,626
-238,058
| -59% | -$1.49M |
|
1981
PUT
Kroger
KR
$35.1B
| $1.04M | ﹤0.01% |
43,500
-217,200
| -83% | -$5.9M |
|
1982
PUT
AES
AES
$10.5B
| $1.04M | ﹤0.01% |
+91,400
| New | +$994K |
|
|
HOUS
1983
CALL
DELISTED
Anywhere Real Estate
HOUS
| $1.04M | ﹤0.01% |
38,000
+29,000
| +322% | +$761K |
|
1984
PUT
ManpowerGroup
MAN
$2.57B
| $1.04M | ﹤0.01% |
9,000
+3,000
| +50% | +$371K |
|
1985
CALL
Vornado Realty Trust
VNO
$7.27B
| $1.04M | ﹤0.01% |
15,400
+7,000
| +83% | +$485K |
|
1986
PUT
L3Harris
LHX
$53.9B
| $1.03M | ﹤0.01% |
+6,400
| New | +$978K |
|
|
VBTX
1987
DELISTED
Veritex Holdings
VBTX
| $1.03M | ﹤0.01% |
37,300
-11,921
| -24% | -$337K |
|
1988
CALL
Sinclair Inc
SBGI
$1.07B
| $1.03M | ﹤0.01% |
32,900
+1,700
| +5% | +$60.4K |
|
1989
PUT
Aflac
AFL
$64.5B
| $1.03M | ﹤0.01% |
+23,500
| New | +$1.04M |
|
|
1990
CALL
Domino's
DPZ
$11.9B
| $1.03M | ﹤0.01% |
4,400
-16,200
| -79% | -$3.53M |
|
|
CZZ
1991
DELISTED
Cosan Limited
CZZ
| $1.02M | ﹤0.01% |
98,579
-251,538
| -72% | -$2.76M |
|
|
TAST
1992
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $1.02M | ﹤0.01% |
91,303
-131,339
| -59% | -$1.65M |
|
1993
PUT
Dycom Industries
DY
$12B
| $1.02M | ﹤0.01% |
+9,500
| New | +$1.08M |
|
|
MOBL
1994
DELISTED
MobileIron, Inc.
MOBL
| $1.02M | ﹤0.01% |
206,222
+127,222
| +161% | +$579K |
|
1995
PUT
Aptiv
APTV
$9.61B
| $1.02M | ﹤0.01% |
+12,000
| New | +$1.09M |
|
1996
CALL
Cracker Barrel
CBRL
$1.3B
| $1.02M | ﹤0.01% |
6,400
+2,400
| +60% | +$398K |
|
1997
CALL
CME Group
CME
$95B
| $1.02M | ﹤0.01% |
6,300
-23,200
| -79% | -$3.69M |
|
|
VRTV
1998
DELISTED
VERITIV CORPORATION
VRTV
| $1.02M | ﹤0.01% |
25,945
-43,386
| -63% | -$1.32M |
|
1999
AngloGold Ashanti
AU
$44.3B
| $1.02M | ﹤0.01% |
107,058
-558,965
| -84% | -$5.7M |
|
2000
PUT
KLA
KLAC
$252B
| $1.01M | ﹤0.01% |
93,000
+4,000
| +4% | +$44.5K |
|
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.