TWO SIGMA INVESTMENTS, LP

Quant stat arb Low signal CIK 1179392
League rank
#66
in Quant stat arb · #1646 overall
Long book
$117.13B
Q1 2026
Positions
3593
Top-10 weight
10%
concentration
Last quarter
+14.9%
SPY +14.8%
Turnover
27%
of book per quarter

Strategy in plain words

auto-generated from filings

TWO SIGMA INVESTMENTS, LP is a quantitative fund whose holdings reflect models, not opinions, running a $117.13B US long book across 3593 positions.

The portfolio is broadly diversified across 3593 positions (top 10 only 10%). The portfolio is actively managed, with meaningful quarterly turnover. Current anchor positions: NVIDIA CORP, APPLE INC, AMAZON.COM INC, ALPHABET INC-CL A, TESLA INC.

Over the last 9 quarters its long book ran on average 0.1pp per quarter ahead of the S&P 500, beating the index in 6 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
-0.2%
Q2 2024
+7.8%
Q3 2024
+1.2%
Q4 2024
-3.3%
Q1 2025
+11.8%
Q2 2025
+8.3%
Q3 2025
+2.0%
Q4 2025
-0.7%
Q1 2026
+14.9%

Sector allocation

Technology
26%
Financials
15%
Industrials
13%
Healthcare
11%
Consumer discretionary
8%
Services media
5%
Utilities
5%
Materials
5%

Long book by quarter

$39.66B
Q1 2024
$40.95B
Q2 2024
$43.03B
Q3 2024
$41.95B
Q4 2024
$44.47B
Q1 2025
$53.59B
Q2 2025
$62.27B
Q3 2025
$63.67B
Q4 2025
$117.13B
Q1 2026

What does TWO SIGMA own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
NVDA NVIDIA CORPTechnology11.2M$1.96B1.7%+831.8%
AAPL APPLE INCTechnology5.9M$1.51B1.3%+566.5%
AMZN AMAZON.COM INCConsumer discretionary6.3M$1.32B1.1%+451.7%
GOOGL ALPHABET INC-CL ATechnology4.4M$1.27B1.1%+16686.5%
TSLA TESLA INCIndustrials2.9M$1.08B0.9%+412.5%
JPM JPMORGAN CHASE & COFinancials3.3M$973.9M0.8%+733.9%
PLTR PALANTIR TECHNOLOGIES INC-ATechnology6.4M$940.7M0.8%+311.1%
COST COSTCO WHOLESALE CORPConsumer discretionary874.8K$871.7M0.7%+237.6%
TJX TJX COMPANIES INCConsumer discretionary5.2M$837.3M0.7%+212.0%
MA MASTERCARD INC - AServices media1.7M$837.0M0.7%+279.4%
TMUS T-MOBILE US INCCommunications3.9M$817.3M0.7%+228.7%
LMT LOCKHEED MARTIN CORPIndustrials1.3M$815.4M0.7%+178.5%
BRK/B BERKSHIRE HATHAWAY INC-CL BFinancials1.6M$777.1M0.7%+275.2%
MU MICRON TECHNOLOGY INCTechnology2.3M$773.8M0.7%+120.3%
ADBE ADOBE INCTechnology3.1M$760.6M0.6%+321.7%
BMY BRISTOL-MYERS SQUIBB COHealthcare11.5M$699.6M0.6%+147.4%
PGR PROGRESSIVE CORPFinancials3.5M$699.4M0.6%+272.8%
AVGO BROADCOM INCTechnology2.2M$688.7M0.6%New
RBLX ROBLOX CORP -CLASS ATechnology12.0M$681.2M0.6%+300.5%
ALNY ALNYLAM PHARMACEUTICALS INCHealthcare2.0M$659.3M0.6%+223.4%
ABT ABBOTT LABORATORIESHealthcare6.4M$655.9M0.6%New
ISRG INTUITIVE SURGICAL INCHealthcare1.4M$647.8M0.6%+205.6%
REGN REGENERON PHARMACEUTICALSHealthcare812.2K$627.6M0.5%+188.9%
MS MORGAN STANLEYFinancials3.7M$615.4M0.5%+234.8%
ROST ROSS STORES INCConsumer discretionary2.8M$609.2M0.5%+344.1%
BSX BOSTON SCIENTIFIC CORPHealthcare9.4M$590.6M0.5%+280.8%
NET CLOUDFLARE INC - CLASS ATechnology2.8M$581.8M0.5%+124.2%
WCN WASTE CONNECTIONS INCUtilities3.4M$559.5M0.5%+219.1%
IBKR INTERACTIVE BROKERS GRO-CL AFinancials8.3M$557.6M0.5%+135.7%
MSFT MICROSOFT CORPTechnology1.4M$511.1M0.4%+156.5%
SCHW SCHWAB (CHARLES) CORPFinancials5.4M$503.8M0.4%+107.8%
ASML ASML HOLDING NV-NY REG SHSIndustrials378.9K$500.5M0.4%+547.5%
KMB KIMBERLY-CLARK CORPOther5.2M$499.2M0.4%+144.5%
DELL DELL TECHNOLOGIES -CTechnology3.0M$497.9M0.4%+105.7%
C CITIGROUP INCFinancials4.3M$487.9M0.4%+150.5%
AER AERCAP HOLDINGS NVServices media3.5M$485.0M0.4%+129.7%
NOW SERVICENOW INCTechnology4.6M$484.7M0.4%+187.4%
SNDK SANDISK CORPTechnology762.7K$484.6M0.4%+6.6%
BE BLOOM ENERGY CORP- AIndustrials3.5M$480.7M0.4%+83.1%
WM WASTE MANAGEMENT INCUtilities2.0M$468.6M0.4%+125.0%
MRNA MODERNA INCHealthcare9.1M$461.6M0.4%+23.8%
ANET ARISTA NETWORKS INCTechnology3.8M$461.4M0.4%+130.5%
UNH UNITEDHEALTH GROUP INCFinancials1.7M$460.1M0.4%+6899.3%
META META PLATFORMS INC-CLASS ATechnology783.2K$448.1M0.4%+8506.9%
GM GENERAL MOTORS COIndustrials5.9M$442.1M0.4%+79.7%
IONS IONIS PHARMACEUTICALS INCHealthcare5.9M$439.8M0.4%+120.3%
ABNB AIRBNB INC-CLASS AServices media3.5M$436.8M0.4%+80.8%
ALB ALBEMARLE CORPMaterials2.3M$416.7M0.4%+84.0%
HSY HERSHEY CO/THEConsumer staples2.0M$410.6M0.4%+958.8%
NBIX NEUROCRINE BIOSCIENCES INCHealthcare3.1M$403.2M0.3%+210.8%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 15, 20264546$123.93B canonicalSEC ↗
Q4 202513F-HRFeb 17, 20264041$70.90B canonicalSEC ↗
Q3 202513F-HRNov 14, 20253628$67.17B canonicalSEC ↗
Q2 202513F-HRAug 14, 20253150$56.47B canonicalSEC ↗
Q1 202513F-HRMay 15, 20253162$46.79B canonicalSEC ↗
Q4 202413F-HRFeb 14, 20253161$45.85B canonicalSEC ↗
Q3 202413F-HRNov 14, 20243085$45.63B canonicalSEC ↗
Q2 202413F-HRAug 14, 20242989$43.90B canonicalSEC ↗
Q1 202413F-HRMay 15, 20242986$42.61B canonicalSEC ↗