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 | |
|---|---|---|---|---|---|---|
|
SINA
1351
PUT
DELISTED
Sina Corp
SINA
| $1.08M | 0.01% |
33,900
+24,000
| +242% | +$883K |
|
|
1352
PUT
Procter & Gamble
PG
$339B
| $1.08M | 0.01% |
9,800
-83,300
| -89% | -$10M |
|
1353
PUT
Insulet
PODD
$9.79B
| $1.08M | 0.01% |
+6,500
| New | +$1.19M |
|
|
CIT
1354
DELISTED
CIT Group Inc.
CIT
| $1.07M | 0.01% |
62,177
-6,728
| -10% | -$254K |
|
1355
SM Energy
SM
$6.87B
| $1.07M | 0.01% |
+877,340
| New | +$6.2M |
|
1356
PUT
Etsy
ETSY
$7.85B
| $1.07M | 0.01% |
27,800
-90,000
| -76% | -$4.4M |
|
1357
PUT
Nutanix
NTNX
$16.9B
| $1.06M | 0.01% |
67,400
+32,900
| +95% | +$925K |
|
1358
Kearny Financial
KRNY
$599M
| $1.06M | 0.01% |
123,753
-140,175
| -53% | -$1.61M |
|
|
ZEN
1359
CALL
DELISTED
ZENDESK INC
ZEN
| $1.06M | 0.01% |
16,600
-600
| -3% | -$46.8K |
|
1360
PUT
National Beverage
FIZZ
$3.01B
| $1.06M | 0.01% |
49,800
+600
| +1% | +$13.1K |
|
|
FL
1361
PUT
DELISTED
Foot Locker
FL
| $1.06M | 0.01% |
48,100
+12,700
| +36% | +$432K |
|
1362
PUT
Dropbox
DBX
$8.12B
| $1.06M | 0.01% |
58,500
+36,500
| +166% | +$664K |
|
1363
AngioDynamics
ANGO
$649M
| $1.06M | 0.01% |
101,455
-85,920
| -46% | -$1.08M |
|
1364
PUT
US Bancorp
USB
$99.6B
| $1.06M | 0.01% |
30,700
+15,000
| +96% | +$723K |
|
1365
CALL
Becton Dickinson
BDX
$48.2B
| $1.06M | 0.01% |
4,715
-2,460
| -34% | -$607K |
|
1366
PBF Energy
PBF
$7.31B
| $1.06M | 0.01% |
149,168
-456,534
| -75% | -$10.2M |
|
1367
State Street SPDR S&P Regional Banking ETF
KRE
$4.57B
| $1.05M | 0.01% |
32,378
+22,420
| +225% | +$1.1M |
|
1368
SI-BONE Inc
SIBN
$834M
| $1.05M | 0.01% |
88,293
+54,519
| +161% | +$1M |
|
1369
Pediatrix Medical
MD
$2.2B
| $1.05M | 0.01% |
90,390
-285,035
| -76% | -$5.88M |
|
1370
CALL
AT&T
T
$163B
| $1.05M | 0.01% |
47,796
-436,391
| -90% | -$11.9M |
|
1371
Hackett Group
HCKT
$287M
| $1.05M | 0.01% |
82,661
-6,434
| -7% | -$96.6K |
|
|
DSPG
1372
DELISTED
DSP Group Inc
DSPG
| $1.05M | 0.01% |
78,316
+19,210
| +33% | +$275K |
|
1373
PUT
Cal-Maine
CALM
$3.99B
| $1.05M | 0.01% |
23,800
-19,200
| -45% | -$726K |
|
1374
First Community Bankshares
FCBC
$911M
| $1.04M | 0.01% |
44,825
+32,033
| +250% | +$883K |
|
|
PNNT
1375
Pennant Park Investment Corp
PNNT
$241M
| $1.04M | 0.01% |
403,097
-360,900
| -47% | -$2M |
|
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.