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 | |
|---|---|---|---|---|---|---|
|
XLNX
351
PUT
DELISTED
Xilinx Inc
XLNX
| $7.42M | 0.06% |
95,200
+68,100
| +251% | +$5.93M |
|
|
TMX
352
DELISTED
Terminix Global Holdings, Inc.
TMX
| $7.36M | 0.06% |
272,517
-170,786
| -39% | -$5.83M |
|
|
TWOU
353
DELISTED
2U Inc
TWOU
| $7.34M | 0.06% |
11,533
+4,141
| +56% | +$2.8M |
|
354
Cenovus Energy
CVE
$52.1B
| $7.34M | 0.06% |
3,634,016
+152,953
| +4% | +$1.07M |
|
355
Ligand Pharmaceuticals
LGND
$6.36B
| $7.34M | 0.06% |
161,788
-114,417
| -41% | -$6.49M |
|
|
GAP
356
The Gap Inc
GAP
$7.37B
| $7.34M | 0.06% |
1,042,538
-1,388,851
| -57% | -$20.6M |
|
357
CALL
Alphabet (Google) Class A
GOOGL
$4.33T
| $7.32M | 0.06% |
126,000
-494,000
| -80% | -$33.5M |
|
358
Estee Lauder
EL
$32B
| $7.31M | 0.06% |
45,869
+10,348
| +29% | +$2M |
|
|
DFS
359
DELISTED
Discover Financial Services
DFS
| $7.27M | 0.06% |
+203,764
| New | +$13.5M |
|
360
PUT
VanEck Gold Miners ETF
GDX
$27.4B
| $7.26M | 0.06% |
315,200
+306,200
| +3,402% | +$8.38M |
|
361
ArcelorMittal
MT
$55.3B
| $7.24M | 0.06% |
775,901
+201,262
| +35% | +$2.82M |
|
362
CALL
Bank of America
BAC
$442B
| $7.23M | 0.06% |
340,400
-600,100
| -64% | -$18M |
|
363
Goodyear
GT
$1.85B
| $7.21M | 0.06% |
1,238,176
+645,527
| +109% | +$7.05M |
|
364
CALL
lululemon athletica
LULU
$14.6B
| $7.17M | 0.06% |
37,800
+18,800
| +99% | +$4.21M |
|
|
TWNK
365
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $7.11M | 0.06% |
667,339
+298,646
| +81% | +$3.79M |
|
|
ABMD
366
PUT
DELISTED
Abiomed Inc
ABMD
| $7.11M | 0.06% |
49,000
+32,100
| +190% | +$5.33M |
|
|
STMP
367
DELISTED
Stamps.com, Inc.
STMP
| $7.09M | 0.06% |
54,538
-76,733
| -58% | -$8.04M |
|
|
WW
368
DELISTED
WW International
WW
| $7.09M | 0.06% |
+419,318
| New | +$13M |
|
369
W.W. Grainger
GWW
$60.2B
| $7.08M | 0.06% |
28,497
-163,137
| -85% | -$48.2M |
|
370
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.2B
| $7.08M | 0.06% |
339,900
+332,900
| +4,756% | +$9.17M |
|
371
Rio Tinto
RIO
$164B
| $7.07M | 0.06% |
155,120
-718,641
| -82% | -$36.9M |
|
372
Hecla Mining
HL
$11.3B
| $6.99M | 0.06% |
3,839,554
+1,608,109
| +72% | +$4.45M |
|
|
WBA
373
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $6.97M | 0.06% |
152,400
+143,800
| +1,672% | +$7.3M |
|
374
Pultegroup
PHM
$25.3B
| $6.89M | 0.06% |
308,887
+301,679
| +4,185% | +$11.7M |
|
375
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $6.87M | 0.06% |
126,200
+106,200
| +531% | +$6.45M |
|
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.