Two Sigma Investments — VNQ Trade History
Quarter-by-quarter changes in the VANGUARD INDEX FDS position · CUSIP 922908553
Currently held · 3 QFirst seen: 2017 Q1
| Quarter | Filed | Activity | Shares | Δ Shares | Δ % | Value | % Port. |
|---|---|---|---|---|---|---|---|
| 2026 Q2 | 2026-08-14 | Reduce | 280,100 | -3,380,500 | -92.3% | $27.0M | 0.02% |
| 2026 Q1 | 2026-05-15 | Add | 3,660,600 | 87,200 | +2.4% | $324.7M | 0.26% |
| 2025 Q4 | 2026-02-17 | New | 3,573,400 | 3,573,400 | — | $316.2M | 0.45% |
| 2025 Q3 | 2025-11-14 | — | — | — | — | — | — |
| 2025 Q2 | 2025-08-14 | — | — | — | — | — | — |
| 2025 Q1 | 2025-05-15 | — | — | — | — | — | — |
| 2024 Q4 | 2025-02-14 | — | — | — | — | — | — |
| 2024 Q3 | 2024-11-14 | Sold out | — | -228,536 | -100.0% | — | — |
| 2024 Q2 | 2024-08-14 | New | 228,536 | 228,536 | — | $19.1M | 0.04% |
| 2024 Q1 | 2024-05-15 | — | — | — | — | — | — |
| 2023 Q4 | 2024-02-14 | Sold out | — | -403,214 | -100.0% | — | — |
| 2023 Q3 | 2023-11-14 | Add | 403,214 | 202,678 | +101.1% | $30.5M | 0.08% |
| 2023 Q2 | 2023-08-14 | Reduce | 200,536 | -277,293 | -58.0% | $16.8M | 0.04% |
| 2023 Q1 | 2023-05-15 | Reduce | 477,829 | -49,979 | -9.5% | $39.7M | 0.11% |
| 2022 Q4 | 2023-02-14 | Add | 527,808 | 116,119 | +28.2% | $43.5M | 0.14% |
| 2022 Q3 | 2022-11-14 | Reduce | 411,689 | -95,996 | -18.9% | $33.0M | 0.11% |
| 2022 Q2 | 2022-08-15 | Reduce | 507,685 | -90,801 | -15.2% | $46.3M | 0.15% |
| 2022 Q1 | 2022-05-16 | Reduce | 598,486 | -129,133 | -17.7% | $64.9M | 0.19% |
| 2021 Q4 | 2022-02-14 | Add | 727,619 | 403,468 | +124.5% | $84.4M | 0.18% |
| 2021 Q3 | 2021-11-15 | Add | 324,151 | 319,720 | +7215.5% | $33.0M | 0.07% |
| 2021 Q2 | 2021-08-16 | New | 4,431 | 4,431 | — | $451.0K | 0.00% |
| 2021 Q1 | 2021-05-17 | — | — | — | — | — | — |
| 2020 Q4 | 2021-02-16 | — | — | — | — | — | — |
| 2020 Q3 | 2020-11-16 | — | — | — | — | — | — |
| 2020 Q2 | 2020-08-14 | — | — | — | — | — | — |
| 2020 Q1 | 2020-05-15 | Sold out | — | -11,541 | -100.0% | — | — |
| 2019 Q4 | 2020-02-14 | Reduce | 11,541 | -4,200 | -26.7% | $1.1M | 0.00% |
| 2019 Q3 | 2019-11-14 | Add | 15,741 | 9,000 | +133.5% | $1.5M | 0.01% |
| 2019 Q2 | 2019-08-14 | Reduce | 6,741 | -53,959 | -88.9% | $589.0K | 0.00% |
| 2019 Q1 | 2019-05-15 | Reduce | 60,700 | -109,395 | -64.3% | $5.3M | 0.02% |
| 2018 Q4 | 2019-02-14 | Reduce | 170,095 | -308,005 | -64.4% | $12.7M | 0.05% |
| 2018 Q3 | 2018-11-14 | Reduce | 478,100 | -161,600 | -25.3% | $38.6M | 0.10% |
| 2018 Q2 | 2018-08-14 | Add | 639,700 | 361,400 | +129.9% | $52.1M | 0.15% |
| 2018 Q1 | 2018-05-15 | Reduce | 278,300 | -773,300 | -73.5% | $21.0M | 0.07% |
| 2017 Q4 | 2018-02-14 | New | 1,051,600 | 1,051,600 | — | $87.3M | 0.28% |
| 2017 Q3 | 2017-11-14 | — | — | — | — | — | — |
| 2017 Q2 | 2017-08-14 | Sold out | — | -65,800 | -100.0% | — | — |
| 2017 Q1 | 2017-05-15 | New | 65,800 | 65,800 | — | $5.4M | 0.02% |
| 2016 Q4 | 2017-02-14 | — | — | — | — | — | — |
| 2016 Q3 | 2016-11-14 | — | — | — | — | — | — |
Share counts are split-adjusted. Time held counts consecutive quarters ending with the latest filing; more than ten years shows as ">10 Years".
13F data shows quarter-end positions, is delayed by up to 45 days and covers only long positions in US-listed securities; short positions, most derivatives and non-US assets are not reported.