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 | |
|---|---|---|---|---|---|---|
2376
PUT
Steel Dynamics
STLD
$38.5B
| $279K | ﹤0.01% |
12,400
-200
| -2% | -$5.47K |
|
2377
PUT
Apollo Global Management
APO
$76B
| $278K | ﹤0.01% |
8,300
-75,100
| -90% | -$3.23M |
|
2378
CALL
Cheniere Energy
LNG
$54.9B
| $278K | ﹤0.01% |
8,300
-700
| -8% | -$35.9K |
|
2379
CALL
Sysco
SYY
$40.1B
| $278K | ﹤0.01% |
6,100
+1,200
| +24% | +$83K |
|
2380
Western Union
WU
$2.19B
| $278K | ﹤0.01% |
+15,323
| New | +$376K |
|
2381
CALL
Danaher
DHR
$147B
| $277K | ﹤0.01% |
2,256
-677
| -23% | -$91.2K |
|
|
FL
2382
DELISTED
Foot Locker
FL
| $277K | ﹤0.01% |
+12,567
| New | +$427K |
|
2383
CorVel
CRVL
$3.12B
| $276K | ﹤0.01% |
+15,207
| New | +$395K |
|
2384
Equity Lifestyle Properties
ELS
$12.5B
| $276K | ﹤0.01% |
+4,800
| New | +$327K |
|
2385
CALL
Emerson Electric
EMR
$88.5B
| $276K | ﹤0.01% |
5,800
-6,200
| -52% | -$408K |
|
2386
PUT
Ichor Holdings
ICHR
$2.43B
| $276K | ﹤0.01% |
+14,400
| New | +$435K |
|
2387
MGE Energy Inc
MGEE
$3.04B
| $276K | ﹤0.01% |
4,214
-7,874
| -65% | -$587K |
|
2388
Vicor
VICR
$9.63B
| $276K | ﹤0.01% |
6,203
-9,200
| -60% | -$436K |
|
2389
Walker & Dunlop
WD
$1.49B
| $276K | ﹤0.01% |
+6,842
| New | +$431K |
|
|
DNR
2390
DELISTED
Denbury Resources, Inc.
DNR
| $276K | ﹤0.01% |
1,494,839
-10,609
| -0.7% | -$8.88K |
|
2391
Fossil Group
FOSL
$317M
| $275K | ﹤0.01% |
+83,712
| New | +$494K |
|
2392
CALL
Huntington Bancshares
HBAN
$35.6B
| $275K | ﹤0.01% |
33,500
+9,500
| +40% | +$117K |
|
2393
Modine Manufacturing
MOD
$10.1B
| $275K | ﹤0.01% |
84,481
-6,530
| -7% | -$43.4K |
|
2394
PUT
NIO
NIO
$12.1B
| $275K | ﹤0.01% |
+98,800
| New | +$368K |
|
|
GPOR
2395
DELISTED
Gulfport Energy Corp.
GPOR
| $275K | ﹤0.01% |
618,964
+523,100
| +546% | +$693K |
|
2396
Zai Lab
ZLAB
$2.65B
| $274K | ﹤0.01% |
5,330
-12,786
| -71% | -$666K |
|
2397
Distribution Solutions Group
DSGR
$1.61B
| $273K | ﹤0.01% |
20,406
-16,306
| -44% | -$356K |
|
2398
PUT
Trupanion
TRUP
$1.27B
| $273K | ﹤0.01% |
+10,500
| New | +$328K |
|
2399
PUT
Zions Bancorporation
ZION
$10.3B
| $273K | ﹤0.01% |
10,200
-8,100
| -44% | -$334K |
|
|
PDCO
2400
DELISTED
Patterson Companies, Inc.
PDCO
| $273K | ﹤0.01% |
17,833
-127,084
| -88% | -$2.75M |
|
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.