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 | |
|---|---|---|---|---|---|---|
2626
CALL
Prudential Financial
PRU
$42.1B
| $209K | ﹤0.01% |
4,000
-17,200
| -81% | -$1.37M |
|
|
DCOM
2627
DELISTED
Dime Community Bancshares
DCOM
| $209K | ﹤0.01% |
15,226
-42,294
| -74% | -$750K |
|
2628
CALL
Assurant
AIZ
$14.2B
| $208K | ﹤0.01% |
2,000
-3,600
| -64% | -$444K |
|
2629
PUT
Iridium Communications
IRDM
$5.23B
| $208K | ﹤0.01% |
+9,300
| New | +$241K |
|
2630
PUT
State Street SPDR S&P Retail ETF
XRT
$652M
| $208K | ﹤0.01% |
7,000
-7,700
| -52% | -$312K |
|
2631
CALL
Crocs
CROX
$6.63B
| $207K | ﹤0.01% |
+12,200
| New | +$389K |
|
2632
Marchex
MCHX
$79.3M
| $207K | ﹤0.01% |
142,763
-21,169
| -13% | -$60.9K |
|
|
TGP
2633
DELISTED
Teekay LNG Partners L.P.
TGP
| $207K | ﹤0.01% |
21,185
-55,571
| -72% | -$686K |
|
2634
PUT
Copart
CPRT
$27.4B
| $206K | ﹤0.01% |
12,000
-8,000
| -40% | -$178K |
|
2635
PUT
Under Armour
UAA
$2.52B
| $206K | ﹤0.01% |
22,400
-11,800
| -35% | -$190K |
|
|
PHX
2636
DELISTED
PHX Minerals
PHX
| $205K | ﹤0.01% |
55,688
+40,272
| +261% | +$269K |
|
2637
CALL
SSR Mining
SSRM
$6.4B
| $205K | ﹤0.01% |
+18,000
| New | +$296K |
|
|
UCTT
2638
Ultra Clean Holdings
UCTT
$3.72B
| $205K | ﹤0.01% |
14,838
-129,936
| -90% | -$2.76M |
|
2639
PUT
AGNC Investment
AGNC
$12.8B
| $204K | ﹤0.01% |
19,300
-79,600
| -80% | -$1.33M |
|
2640
PUT
Avery Dennison
AVY
$13.5B
| $204K | ﹤0.01% |
2,000
-1,200
| -38% | -$147K |
|
2641
PUT
Elanco Animal Health
ELAN
$11.1B
| $204K | ﹤0.01% |
9,100
-5,800
| -39% | -$159K |
|
2642
KALA BIO
KALA
$14.6M
| $204K | ﹤0.01% |
+9
| New | +$144K |
|
2643
CALL
Zillow
ZG
$7.66B
| $204K | ﹤0.01% |
+6,000
| New | +$275K |
|
2644
Capital City Bank Group
CCBG
$881M
| $203K | ﹤0.01% |
10,105
-6,450
| -39% | -$169K |
|
2645
PUT
New York Times
NYT
$10.5B
| $203K | ﹤0.01% |
6,600
-4,900
| -43% | -$168K |
|
2646
Perrigo
PRGO
$1.75B
| $203K | ﹤0.01% |
4,219
-269,537
| -98% | -$14.5M |
|
|
CMA
2647
CALL
DELISTED
Comerica
CMA
| $202K | ﹤0.01% |
6,900
-2,000
| -22% | -$109K |
|
2648
CALL
Genuine Parts
GPC
$18.5B
| $202K | ﹤0.01% |
3,000
-6,200
| -67% | -$552K |
|
2649
Metropolitan Bank Holding Corp
MCB
$1.15B
| $202K | ﹤0.01% |
7,490
-11,001
| -59% | -$458K |
|
2650
PRA Group
PRAA
$714M
| $202K | ﹤0.01% |
+7,293
| New | +$254K |
|
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.