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 | |
|---|---|---|---|---|---|---|
201
CALL
SPDR Gold Trust
GLD
$138B
| $12.7M | 0.1% |
+86,100
| New | +$12.8M |
|
202
US Bancorp
USB
$100B
| $12.7M | 0.1% |
369,948
+354,257
| +2,258% | +$17.1M |
|
|
XYZ
203
Block Inc
XYZ
$50.1B
| $12.6M | 0.1% |
240,887
-139,829
| -37% | -$9.56M |
|
204
PUT
Twilio
TWLO
$29.3B
| $12.6M | 0.1% |
140,800
+60,400
| +75% | +$6.63M |
|
205
Freeport-McMoran
FCX
$97.1B
| $12.5M | 0.1% |
1,847,235
-1,165,047
| -39% | -$12.2M |
|
|
PRO
206
DELISTED
PROS Holdings
PRO
| $12.5M | 0.1% |
401,631
+38,872
| +11% | +$1.94M |
|
|
PE
207
DELISTED
PARSLEY ENERGY INC
PE
| $12.4M | 0.1% |
2,170,825
+2,119,051
| +4,093% | +$28.6M |
|
208
Intuitive Surgical
ISRG
$133B
| $12.4M | 0.1% |
75,156
-86,880
| -54% | -$15.9M |
|
|
LK
209
PUT
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
| $12.3M | 0.1% |
+453,000
| New | +$16.7M |
|
210
Hexcel
HXL
$7.89B
| $12.3M | 0.1% |
330,935
+296,687
| +866% | +$19.2M |
|
211
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
| $12.3M | 0.1% |
443,438
-3,628,620
| -89% | -$116M |
|
212
PG&E
PCG
$37.9B
| $12.3M | 0.1% |
1,364,022
-4,562,573
| -77% | -$60.6M |
|
213
Paychex
PAYX
$42.1B
| $12.2M | 0.1% |
193,285
+92,947
| +93% | +$7.42M |
|
214
CAE Inc. Common Shares
CAE
$8.62B
| $12.2M | 0.1% |
962,975
+431,529
| +81% | +$10.9M |
|
|
QVCGA
215
DELISTED
QVC Group Inc Series A
QVCGA
| $12M | 0.1% |
40,569
-47,322
| -54% | -$16.9M |
|
216
PUT
Okta
OKTA
$25.6B
| $12M | 0.1% |
98,300
+5,900
| +6% | +$740K |
|
217
PUT
Trade Desk
TTD
$8.91B
| $11.9M | 0.1% |
618,000
+304,000
| +97% | +$7.87M |
|
218
PUT
Baidu
BIDU
$37.7B
| $11.9M | 0.1% |
118,200
+66,800
| +130% | +$8.14M |
|
219
AGNC Investment
AGNC
$12.6B
| $11.8M | 0.1% |
1,115,823
+908,343
| +438% | +$15.2M |
|
220
NRG Energy
NRG
$25.5B
| $11.8M | 0.1% |
431,018
-2,444,665
| -85% | -$84.2M |
|
|
NVRO
221
DELISTED
NEVRO CORP.
NVRO
| $11.7M | 0.1% |
116,807
-156,321
| -57% | -$18.8M |
|
222
Stanley Black & Decker
SWK
$15.6B
| $11.7M | 0.1% |
116,716
-102,371
| -47% | -$14.6M |
|
|
APLS
223
DELISTED
Apellis Pharmaceuticals
APLS
| $11.6M | 0.09% |
431,339
+214,562
| +99% | +$7.62M |
|
224
PUT
Micron Technology
MU
$1.01T
| $11.5M | 0.09% |
273,100
+159,400
| +140% | +$8.29M |
|
225
Ingevity
NGVT
$2.65B
| $11.5M | 0.09% |
325,558
+308,390
| +1,796% | +$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.