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 | |
|---|---|---|---|---|---|---|
901
MasTec
MTZ
$21.9B
| $2.27M | 0.02% |
+69,382
| New | +$3.53M |
|
902
BioCryst Pharmaceuticals
BCRX
$2.4B
| $2.26M | 0.02% |
1,131,521
-293,934
| -21% | -$809K |
|
903
American Express
AXP
$230B
| $2.26M | 0.02% |
26,402
-83,556
| -76% | -$9.72M |
|
904
iShares Select Dividend ETF
DVY
$23.6B
| $2.25M | 0.02% |
30,609
-18,991
| -38% | -$1.81M |
|
905
PUT
Morgan Stanley
MS
$340B
| $2.25M | 0.02% |
66,200
-75,200
| -53% | -$3.54M |
|
|
ACRE
906
Ares Commercial Real Estate
ACRE
$270M
| $2.25M | 0.02% |
321,757
+182,024
| +130% | +$2.58M |
|
|
TTM
907
DELISTED
Tata Motors Limited
TTM
| $2.25M | 0.02% |
476,493
+222,655
| +88% | +$2.23M |
|
908
PUT
Cummins
CMI
$88.7B
| $2.25M | 0.02% |
16,600
-13,300
| -44% | -$2.07M |
|
|
STMP
909
CALL
DELISTED
Stamps.com, Inc.
STMP
| $2.24M | 0.02% |
17,200
+13,800
| +406% | +$1.45M |
|
910
Cardlytics
CDLX
$21.5M
| $2.24M | 0.02% |
6,397
-3,539
| -36% | -$2.51M |
|
911
Expedia Group
EXPE
$37.3B
| $2.24M | 0.02% |
+39,730
| New | +$3.82M |
|
|
912
PUT
Autodesk
ADSK
$52.6B
| $2.23M | 0.02% |
14,300
+9,700
| +211% | +$1.78M |
|
|
913
CALL
Expedia Group
EXPE
$37.3B
| $2.23M | 0.02% |
39,600
+12,600
| +47% | +$1.21M |
|
|
WWE
914
CALL
DELISTED
World Wrestling Entertainment
WWE
| $2.23M | 0.02% |
65,600
-3,500
| -5% | -$170K |
|
915
RLI Corp
RLI
$5.89B
| $2.22M | 0.02% |
50,590
+26,198
| +107% | +$1.15M |
|
|
WIFI
916
DELISTED
Boingo Wireless, Inc.
WIFI
| $2.22M | 0.02% |
209,133
-412,470
| -66% | -$4.78M |
|
917
Mercury Insurance
MCY
$6.07B
| $2.21M | 0.02% |
54,392
+47,197
| +656% | +$2.15M |
|
918
PUT
Dollar Tree
DLTR
$25.2B
| $2.21M | 0.02% |
30,100
-8,900
| -23% | -$758K |
|
919
Analog Devices
ADI
$190B
| $2.21M | 0.02% |
24,615
-96,846
| -80% | -$10.6M |
|
920
Constellation Brands
STZ
$23.2B
| $2.21M | 0.02% |
15,385
-187,131
| -92% | -$33M |
|
|
GOOD
921
Gladstone Commercial Corp
GOOD
$627M
| $2.2M | 0.02% |
153,256
-47,432
| -24% | -$903K |
|
922
CALL
Teladoc Health
TDOC
$1.3B
| $2.2M | 0.02% |
14,200
-6,500
| -31% | -$756K |
|
923
CALL
Qualcomm
QCOM
$176B
| $2.2M | 0.02% |
32,500
-13,400
| -29% | -$1.1M |
|
924
PUT
Yeti Holdings
YETI
$3.95B
| $2.2M | 0.02% |
112,500
+97,700
| +660% | +$2.9M |
|
925
PUT
C.H. Robinson
CHRW
$17.5B
| $2.19M | 0.02% |
33,100
-6,300
| -16% | -$453K |
|
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.