We are live on
!
Find out more
Two Sigma Investments Portfolio holdings
AUM
$124B
1-Year Est. Return
33.93%
This Fund
S&P 500
This Quarter
Est. Return
-21.98%
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
$12.3B
AUM Growth
-$21B
(-63%)
Cap. Flow
-$15.4B
Cap. Flow
% of AUM
-125.7%
Top 10 Holdings %
Top 10 Hldgs %
11.23%
Holding
4,183
New
588
Increased
822
Reduced
1,576
Closed
1,188
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$153M |
| 2 |
Target
TGT
|
+$106M |
| 3 |
Altria Group
MO
|
+$74.3M |
| 4 |
Coca-Cola
KO
|
+$70.3M |
| 5 |
Procter & Gamble
PG
|
+$62.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
eBay
EBAY
|
+$233M |
| 2 |
McDonald's
MCD
|
+$214M |
| 3 |
Autodesk
ADSK
|
+$196M |
| 4 |
Johnson & Johnson
JNJ
|
+$193M |
| 5 |
HP
HPQ
|
+$192M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 13.81% |
| 2 | Consumer Discretionary | 11.05% |
| 3 | Technology | 10.34% |
| 4 | Consumer Staples | 8.4% |
| 5 | Financials | 6.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2601
Arbutus Biopharma
ABUS
$923M
| $215K | ﹤0.01% |
212,400
+121,536
| +134% | +$329K |
|
2602
Unifirst Corp
UNF
$5.27B
| $215K | ﹤0.01% |
1,422
-338
| -19% | -$63.8K |
|
|
WOW
2603
DELISTED
WideOpenWest
WOW
| $215K | ﹤0.01% |
45,103
-203,360
| -82% | -$1.23M |
|
|
DOOR
2604
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $215K | ﹤0.01% |
4,536
-72,938
| -94% | -$5.16M |
|
|
JKS
2605
PUT
JinkoSolar
JKS
$894M
| $214K | ﹤0.01% |
14,400
-1,000
| -6% | -$21K |
|
2606
CALL
Murphy Oil
MUR
$5.07B
| $214K | ﹤0.01% |
34,900
-31,800
| -48% | -$585K |
|
2607
First Merchants
FRME
$2.68B
| $213K | ﹤0.01% |
+8,028
| New | +$293K |
|
2608
CALL
NOV
NOV
$7.44B
| $213K | ﹤0.01% |
21,700
-57,500
| -73% | -$1.08M |
|
2609
PUT
Wolfspeed
WOLF
$1.56B
| $213K | ﹤0.01% |
6,000
-11,500
| -66% | -$517K |
|
2610
PUT
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$20.3B
| $213K | ﹤0.01% |
51,100
+40,300
| +373% | +$327K |
|
2611
CALL
Moody's
MCO
$82.7B
| $212K | ﹤0.01% |
+1,000
| New | +$243K |
|
2612
CALL
Teck Resources
TECK
$32.8B
| $212K | ﹤0.01% |
28,000
+14,300
| +104% | +$171K |
|
2613
UFP Industries
UFPI
$5.06B
| $212K | ﹤0.01% |
5,705
+1,508
| +36% | +$69.3K |
|
|
CSLT
2614
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
| $212K | ﹤0.01% |
292,974
-74,586
| -20% | -$83.1K |
|
2615
CALL
Cognex
CGNX
$10.7B
| $211K | ﹤0.01% |
+5,000
| New | +$250K |
|
2616
Adient
ADNT
$1.48B
| $210K | ﹤0.01% |
23,138
-39,768
| -63% | -$801K |
|
2617
PUT
Dycom Industries
DY
$12.2B
| $210K | ﹤0.01% |
+8,200
| New | +$290K |
|
2618
CALL
Fox Class A
FOXA
$26.5B
| $210K | ﹤0.01% |
8,900
-4,500
| -34% | -$148K |
|
2619
Southern Company
SO
$105B
| $210K | ﹤0.01% |
+3,879
| New | +$246K |
|
|
XOMA
2620
DELISTED
Xoma
XOMA
| $210K | ﹤0.01% |
10,299
-8,724
| -46% | -$201K |
|
|
NGHC
2621
DELISTED
National General Holdings Corp
NGHC
| $210K | ﹤0.01% |
12,670
-49,128
| -79% | -$984K |
|
2622
Accuray
ARAY
$35.1M
| $209K | ﹤0.01% |
110,046
-229,714
| -68% | -$664K |
|
2623
PUT
Box
BOX
$4.68B
| $209K | ﹤0.01% |
+14,900
| New | +$222K |
|
2624
Corvus Pharmaceuticals
CRVS
$1.2B
| $209K | ﹤0.01% |
99,258
-9,341
| -9% | -$37.9K |
|
|
EEX
2625
DELISTED
Emerald Holding
EEX
| $209K | ﹤0.01% |
+80,792
| New | +$636K |
|
Similar funds
VAM
Two Sigma Investments's Q1 2020 Portfolio in Review
As of Q1 2020, Two Sigma Investments held 4,183 positions worth $12.3B, down 63% from $33.2B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Two Sigma Investments withdrew a net $15.4B in Q1 2020, closing 1,188 positions and reducing 1,576 holdings. Its most notable exit was Johnson & Johnson, an estimated $193M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 14% of assets, up from 11% a quarter earlier, followed by Consumer Discretionary and Technology.
Against the trend, Two Sigma Investments opened a new position in iShares iBoxx $ Investment Grade Corporate Bond ETF worth $148M.
- Two Sigma Investments's largest Q1 2020 buy was iShares iBoxx $ Investment Grade Corporate Bond ETF: 1,200,000 shares worth $148M.
- Two Sigma Investments added most to Target in Q1 2020, an estimated $106M increase.
- Two Sigma Investments's biggest Q1 2020 reduction was eBay, cutting an estimated $233M.
- Two Sigma Investments fully exited Johnson & Johnson in Q1 2020, selling an estimated $193M.
- Two Sigma Investments's ten largest holdings make up 11% of its $12.3B portfolio in Q1 2020.
- Two Sigma Investments opened 588 new positions and closed 1,188 in Q1 2020.
- Two Sigma Investments's portfolio value fell 63% quarter-over-quarter to $12.3B.
Based on Two Sigma Investments's 13F filing for Q1 2020, filed 15 May 2020.