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 | |
|---|---|---|---|---|---|---|
1826
PUT
PNC Financial Services
PNC
$100B
| $574K | ﹤0.01% |
6,000
-10,400
| -63% | -$1.4M |
|
1827
PUT
Ventas
VTR
$47.7B
| $574K | ﹤0.01% |
21,400
-20,800
| -49% | -$1.03M |
|
|
FTCH
1828
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $573K | ﹤0.01% |
+72,500
| New | +$783K |
|
1829
CALL
Parker-Hannifin
PH
$135B
| $571K | ﹤0.01% |
4,400
+2,900
| +193% | +$525K |
|
1830
CALL
Medifast
MED
$140M
| $569K | ﹤0.01% |
9,100
+6,800
| +296% | +$619K |
|
1831
Pegasystems
PEGA
$5.34B
| $569K | ﹤0.01% |
+15,988
| New | +$671K |
|
1832
PUT
Pan American Silver
PAAS
$21.4B
| $567K | ﹤0.01% |
39,600
-88,100
| -69% | -$1.83M |
|
1833
TriCo Bancshares
TCBK
$1.83B
| $567K | ﹤0.01% |
+19,027
| New | +$665K |
|
|
RFP
1834
DELISTED
Resolute Forest Products Inc.
RFP
| $567K | ﹤0.01% |
450,202
-181,656
| -29% | -$543K |
|
|
SASR
1835
DELISTED
Sandy Spring Bancorp Inc
SASR
| $566K | ﹤0.01% |
24,988
+16,407
| +191% | +$522K |
|
1836
CALL
Humana
HUM
$46.2B
| $565K | ﹤0.01% |
1,800
-200
| -10% | -$67.5K |
|
|
SVM
1837
Silvercorp Metals
SVM
$2.53B
| $565K | ﹤0.01% |
172,765
+151,300
| +705% | +$643K |
|
1838
CALL
Qorvo
QRVO
$8.73B
| $564K | ﹤0.01% |
7,000
+5,000
| +250% | +$500K |
|
1839
PUT
Signet Jewelers
SIG
$3.71B
| $564K | ﹤0.01% |
87,400
+3,300
| +4% | +$67.6K |
|
1840
1st Source
SRCE
$2.11B
| $564K | ﹤0.01% |
+17,406
| New | +$753K |
|
1841
Allison Transmission
ALSN
$9.97B
| $562K | ﹤0.01% |
+17,227
| New | +$718K |
|
|
BNY
1842
CALL
Bank of New York Mellon
BNY
$107B
| $562K | ﹤0.01% |
16,700
+800
| +5% | +$33.6K |
|
1843
CALL
HealthEquity
HQY
$8.69B
| $562K | ﹤0.01% |
11,100
+5,100
| +85% | +$339K |
|
1844
Evertec
EVTC
$1.76B
| $560K | ﹤0.01% |
24,619
+17,919
| +267% | +$549K |
|
1845
PUT
Edison International
EIX
$26.3B
| $559K | ﹤0.01% |
10,200
-100
| -1% | -$6.93K |
|
1846
Maximus
MMS
$3.05B
| $559K | ﹤0.01% |
+9,613
| New | +$653K |
|
|
TNAV
1847
DELISTED
Telenav Inc.
TNAV
| $559K | ﹤0.01% |
129,401
-162,713
| -56% | -$838K |
|
1848
PUT
Chubb
CB
$135B
| $558K | ﹤0.01% |
5,000
-1,300
| -21% | -$186K |
|
1849
Comtech Telecommunications
CMTL
$52.4M
| $558K | ﹤0.01% |
42,001
+34,116
| +433% | +$959K |
|
1850
State Street Technology Select Sector SPDR ETF
XLK
$123B
| $558K | ﹤0.01% |
13,882
-91,640
| -87% | -$4.18M |
|
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.