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 | |
|---|---|---|---|---|---|---|
1476
PUT
State Street Technology Select Sector SPDR ETF
XLK
$123B
| $916K | 0.01% |
22,800
+4,800
| +27% | +$219K |
|
|
QTNT
1477
DELISTED
Quotient Limited Ordinary Shares
QTNT
| $916K | 0.01% |
5,797
-730
| -11% | -$191K |
|
1478
Descartes Systems
DSGX
$6.82B
| $914K | 0.01% |
26,576
+925
| +4% | +$38.5K |
|
|
TIVO
1479
DELISTED
Tivo Inc
TIVO
| $914K | 0.01% |
+129,117
| New | +$952K |
|
|
INOV
1480
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $912K | 0.01% |
+54,720
| New | +$1.04M |
|
1481
CALL
Conagra Brands
CAG
$7.23B
| $910K | 0.01% |
+31,000
| New | +$934K |
|
1482
Marathon Petroleum
MPC
$83.7B
| $908K | 0.01% |
38,447
+32,848
| +587% | +$1.51M |
|
1483
Gyre Therapeutics
GYRE
$744M
| $906K | 0.01% |
27,641
-2,737
| -9% | -$126K |
|
1484
BJ's Restaurants
BJRI
$1.48B
| $905K | 0.01% |
65,146
+6,051
| +10% | +$194K |
|
1485
G-III Apparel Group
GIII
$1.5B
| $901K | 0.01% |
+117,059
| New | +$2.67M |
|
1486
PUT
CF Industries
CF
$17.3B
| $900K | 0.01% |
33,100
+26,400
| +394% | +$980K |
|
|
PARA
1487
PUT
DELISTED
Paramount Global Class B
PARA
| $899K | 0.01% |
64,200
-15,200
| -19% | -$436K |
|
1488
PUT
Wayfair
W
$14.6B
| $898K | 0.01% |
16,800
-64,400
| -79% | -$4.93M |
|
1489
CALL
Fastenal
FAST
$59.5B
| $897K | 0.01% |
57,400
+6,200
| +12% | +$109K |
|
1490
CALL
GoDaddy
GDDY
$11.5B
| $897K | 0.01% |
15,700
+11,700
| +293% | +$774K |
|
|
CADE
1491
DELISTED
Cadence Bank
CADE
| $896K | 0.01% |
+47,374
| New | +$1.25M |
|
1492
Pitney Bowes
PBI
$2.39B
| $896K | 0.01% |
439,092
-295,192
| -40% | -$1.01M |
|
1493
Waters Corp
WAT
$39.9B
| $894K | 0.01% |
4,913
-46,395
| -90% | -$9.79M |
|
1494
CALL
Alcoa
AA
$13.2B
| $893K | 0.01% |
144,900
+46,000
| +47% | +$631K |
|
1495
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.8B
| $893K | 0.01% |
+18,200
| New | +$1.07M |
|
|
SP
1496
DELISTED
SP Plus Corporation
SP
| $893K | 0.01% |
43,014
+6,403
| +17% | +$234K |
|
1497
CALL
Abbott
ABT
$187B
| $892K | 0.01% |
11,300
-94,500
| -89% | -$7.89M |
|
1498
Korn Ferry
KFY
$4.28B
| $892K | 0.01% |
36,670
-174,790
| -83% | -$6.44M |
|
1499
PUT
EOG Resources
EOG
$70.7B
| $891K | 0.01% |
24,800
-21,400
| -46% | -$1.39M |
|
1500
PUT
KLA
KLAC
$259B
| $891K | 0.01% |
62,000
-11,000
| -15% | -$177K |
|
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.