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§ 13F · FUND PROFILE

Two Sigma.

Two Sigma is a quantitative, data-driven hedge fund employing a tactical macro approach across a diversified portfolio of roughly 78 positions, with notable concentration in financial sector names such as Visa, PNC, JPMorgan, Charles Schwab, and Capital One. The fund is known for leveraging systematic, technology-driven models to inform its investment decisions rather than traditional fundamental analysis.
AUM · $38.5B (13F)Positions · 78Turnover · 87% · Q1Filed · May 15, 2026
BIG MOVE · Q1
Retail cut 4pp. Other lifted 2pp.
CONCENTRATION
35%
Top 10 holdings
NEW BUYS
+20
+$5.1B deployed
EXITS
0
No exits
SECTOR SHIFT
RETAIL → OTHER
-4pp · +2pp
3YR HIT RATE
Top-5 overlap
§ 01 · TOP HOLDINGS

The book · Q1 2026

FILED MAY 15, 2026
#TickerNameShares$ value% portΔ Q1
1VVISA INC6.33M$1.9B5.4%+59%
2TSMTAIWAN SEMICONDUCTOR MANUFAC4.47M$1.5B4.2%−9%
3SCHWSCHWAB CHARLES CORP14.66M$1.4B3.9%+6%
4DISDISNEY WALT CO13.30M$1.3B3.6%+19%
5FTVFORTIVE CORP22.48M$1.2B3.5%+17%
6APDAIR PRODUCTS AND CHEMICALS I4.10M$1.2B3.3%−14%
7MCDMCDONALDS CORP3.63M$1.1B3.2%±0%
8SHWSHERWIN WILLIAMS CO3.11M$998M2.8%−2%
9TSLATESLA INC2.49M$927M2.6%+47%
10AAPLAPPLE INC3.59M$912M2.6%NEW
§ 02 · SECTOR ALLOCATION

Where the money is

Other61.1% (+2pp)
Financial Services13.0% (±0)
Media8.2%
Chemicals6.1% (±0)
Biotechnology5.7%
Retail5.4% (4pp)
§ 03 · THE TWO SIGNAL

AC read

Two Sigma's latest 13F filing reveals a portfolio consistent with its reputation as a systematic, quantitatively-driven fund, though the filing's inherent 45-to-90-day lag means these snapshots reflect positioning as of the prior quarter's end rather than the fund's current book. Across 78 disclosed positions, the fund posted an 88% quarterly turnover rate, a figure that stands out even among tactical strategies and suggests the models were recalibrating exposures with unusual frequency during the period. Twenty-one new positions entered the portfolio with zero exits, a pattern that points to incremental position-building or overlapping cost-basis lots rather than wholesale rotation out of prior holdings. This is reinforced by the presence of duplicate-looking entries such as two separate PNC lines (4.2% and 4.0%) and two Visa lines (5.4% and 3.7%), which likely reflect different share classes, option-adjusted positions, or lots acquired at different points in the quarter rather than genuine double-counting.

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§ 04 · FILING HISTORY

Q-by-Q deltas

2 FILINGS
Q1 2026
Busy quarter
+20 buys · 0 exits · 47 changed
Q4 2025
Busy quarter
+21 buys · 0 exits · 46 changed
Q3 2025
Busy quarter
+78 buys · 0 exits · 0 changed