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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 | |
|---|---|---|---|---|---|---|
2351
PUT
SM Energy
SM
$6.88B
| $613K | ﹤0.01% |
34,000
-67,500
| -67% | -$1.46M |
|
|
PVG
2352
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
| $613K | ﹤0.01% |
+92,000
| New | +$724K |
|
|
JE
2353
DELISTED
Just Energy Group Inc
JE
| $613K | ﹤0.01% |
4,220
-1,692
| -29% | -$252K |
|
2354
Horizon Bancorp
HBNC
$1.05B
| $612K | ﹤0.01% |
+30,603
| New | +$597K |
|
2355
CALL
Celanese
CE
$4.82B
| $611K | ﹤0.01% |
+6,100
| New | +$644K |
|
2356
PUT
XPO
XPO
$23B
| $611K | ﹤0.01% |
17,348
+8,674
| +100% | +$289K |
|
2357
CALL
ATI
ATI
$30.5B
| $609K | ﹤0.01% |
25,700
+14,700
| +134% | +$394K |
|
2358
CALL
Capri Holdings
CPRI
$1.72B
| $608K | ﹤0.01% |
9,800
-12,500
| -56% | -$795K |
|
|
ATVI
2359
CALL
DELISTED
Activision Blizzard
ATVI
| $607K | ﹤0.01% |
9,000
-32,000
| -78% | -$2.26M |
|
2360
PUT
Wolfspeed
WOLF
$1.43B
| $605K | ﹤0.01% |
+15,000
| New | +$565K |
|
|
AAV
2361
DELISTED
Advantage Oil & Gas Ltd
AAV
| $604K | ﹤0.01% |
204,894
+129,724
| +173% | +$419K |
|
|
EGN
2362
PUT
DELISTED
Energen
EGN
| $603K | ﹤0.01% |
9,600
-12,400
| -56% | -$696K |
|
|
PCSB
2363
DELISTED
PCSB Financial Corporation
PCSB
| $602K | ﹤0.01% |
+28,672
| New | +$574K |
|
2364
Kelly Services Class A
KELYA
$542M
| $601K | ﹤0.01% |
20,695
-73,990
| -78% | -$2.15M |
|
2365
Bruker
BRKR
$7.8B
| $600K | ﹤0.01% |
+20,065
| New | +$651K |
|
|
DHIL
2366
DELISTED
Diamond Hill
DHIL
| $600K | ﹤0.01% |
2,903
-2,801
| -49% | -$584K |
|
|
DRNA
2367
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
| $600K | ﹤0.01% |
+62,777
| New | +$677K |
|
|
XIN
2368
DELISTED
Xinyuan Real Estate
XIN
| $596K | ﹤0.01% |
11,280
-39,433
| -78% | -$2.65M |
|
2369
PUT
VF Corp
VFC
$5.8B
| $593K | ﹤0.01% |
+8,496
| New | +$614K |
|
2370
PUT
Honeywell
HON
$76.3B
| $592K | ﹤0.01% |
+4,539
| New | +$628K |
|
2371
Tilly's
TLYS
$126M
| $590K | ﹤0.01% |
52,249
-51,494
| -50% | -$694K |
|
|
SPLK
2372
CALL
DELISTED
Splunk Inc
SPLK
| $590K | ﹤0.01% |
+6,000
| New | +$573K |
|
2373
Liquidity Services
LQDT
$1.31B
| $589K | ﹤0.01% |
90,554
+67,484
| +293% | +$426K |
|
2374
PUT
Take-Two Interactive
TTWO
$43.5B
| $587K | ﹤0.01% |
+6,000
| New | +$672K |
|
2375
Ciena
CIEN
$57.2B
| $585K | ﹤0.01% |
+22,584
| New | +$531K |
|
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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.