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 | |
|---|---|---|---|---|---|---|
1051
PUT
Illumina
ILMN
$28.4B
| $1.72M | 0.01% |
6,476
+5,448
| +530% | +$1.52M |
|
1052
PUT
Shake Shack
SHAK
$2.87B
| $1.72M | 0.01% |
45,600
-39,200
| -46% | -$2.32M |
|
|
TPC
1053
Tutor Perini Cor
TPC
$5.21B
| $1.72M | 0.01% |
255,674
-171,817
| -40% | -$1.84M |
|
1054
Cognizant
CTSH
$26B
| $1.72M | 0.01% |
36,902
-286,112
| -89% | -$17M |
|
1055
CALL
Elastic
ESTC
$7.81B
| $1.71M | 0.01% |
+30,700
| New | +$1.98M |
|
1056
Texas Capital Bancshares
TCBI
$4.32B
| $1.71M | 0.01% |
+76,903
| New | +$3.57M |
|
|
FLXN
1057
DELISTED
Flexion Therapeutics, Inc.
FLXN
| $1.7M | 0.01% |
216,163
+80,937
| +60% | +$1.22M |
|
1058
Myriad Genetics
MYGN
$312M
| $1.7M | 0.01% |
118,803
+104,917
| +756% | +$2.22M |
|
1059
CALL
iShares MSCI Japan ETF
EWJ
$23B
| $1.7M | 0.01% |
+34,400
| New | +$1.89M |
|
1060
PUT
Ubiquiti
UI
$34.3B
| $1.7M | 0.01% |
12,000
+7,500
| +167% | +$1.15M |
|
|
NOAH
1061
Noah Holdings
NOAH
$603M
| $1.7M | 0.01% |
65,637
-98,123
| -60% | -$3.09M |
|
|
1062
PUT
Coca-Cola
KO
$375B
| $1.7M | 0.01% |
38,300
-185,900
| -83% | -$10M |
|
|
SFIX
1063
PUT
Stitch Fix
SFIX
$560M
| $1.69M | 0.01% |
133,400
+77,800
| +140% | +$1.69M |
|
1064
JetBlue
JBLU
$2.29B
| $1.69M | 0.01% |
+189,214
| New | +$3.14M |
|
1065
PUT
New Oriental
EDU
$8.98B
| $1.68M | 0.01% |
15,500
+7,100
| +85% | +$912K |
|
1066
CALL
Teva Pharmaceuticals
TEVA
$41.2B
| $1.68M | 0.01% |
186,700
-304,900
| -62% | -$3.12M |
|
1067
Cooper-Standard Automotive
CPS
$558M
| $1.67M | 0.01% |
163,014
+102,787
| +171% | +$2.21M |
|
|
1068
PUT
iShares MSCI Japan ETF
EWJ
$23B
| $1.67M | 0.01% |
+33,900
| New | +$1.87M |
|
|
TWTR
1069
DELISTED
Twitter, Inc.
TWTR
| $1.67M | 0.01% |
+68,092
| New | +$2.2M |
|
1070
PJT Partners
PJT
$4.38B
| $1.67M | 0.01% |
38,461
-47,786
| -55% | -$2.09M |
|
|
EGIO
1071
DELISTED
Edgio, Inc. Common Stock
EGIO
| $1.67M | 0.01% |
7,316
-18,717
| -72% | -$3.72M |
|
1072
Wendy's
WEN
$1.46B
| $1.67M | 0.01% |
111,905
-3,916,322
| -97% | -$77M |
|
1073
W.P. Carey
WPC
$16.4B
| $1.66M | 0.01% |
29,152
-47,230
| -62% | -$3.58M |
|
1074
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $1.66M | 0.01% |
+21,400
| New | +$1.89M |
|
|
MOMO
1075
Hello Group
MOMO
$866M
| $1.65M | 0.01% |
76,233
-412,003
| -84% | -$12.3M |
|
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.