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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 | |
|---|---|---|---|---|---|---|
2476
Oil States International
OIS
$534M
| $249K | ﹤0.01% |
+122,639
| New | +$1.13M |
|
|
FSCT
2477
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
| $249K | ﹤0.01% |
7,873
-100,675
| -93% | -$3.15M |
|
2478
Financial Institutions
FISI
$814M
| $248K | ﹤0.01% |
+13,657
| New | +$366K |
|
2479
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.56B
| $248K | ﹤0.01% |
7,600
-2,400
| -24% | -$117K |
|
2480
Primerica
PRI
$9.65B
| $248K | ﹤0.01% |
+2,800
| New | +$320K |
|
|
PRVL
2481
DELISTED
Prevail Therapeutics Inc. Common Stock
PRVL
| $248K | ﹤0.01% |
+20,311
| New | +$323K |
|
2482
Health Catalyst
HCAT
$129M
| $247K | ﹤0.01% |
+9,441
| New | +$288K |
|
2483
HDFC Bank
HDB
$120B
| $247K | ﹤0.01% |
+12,856
| New | +$346K |
|
|
PPL
2484
CALL
PPL Corp
PPL
$26.3B
| $247K | ﹤0.01% |
10,000
-4,000
| -29% | -$129K |
|
|
IMMU
2485
DELISTED
Immunomedics Inc
IMMU
| $247K | ﹤0.01% |
18,300
-74,626
| -80% | -$1.26M |
|
2486
PUT
Armstrong World Industries
AWI
$7.75B
| $246K | ﹤0.01% |
3,100
-6,900
| -69% | -$665K |
|
2487
Precigen
PGEN
$2.51B
| $246K | ﹤0.01% |
72,358
-257,710
| -78% | -$1.11M |
|
2488
CALL
Sunrun
RUN
$2.38B
| $246K | ﹤0.01% |
24,400
-6,000
| -20% | -$98.5K |
|
|
PFPT
2489
PUT
DELISTED
Proofpoint, Inc.
PFPT
| $246K | ﹤0.01% |
2,400
-8,800
| -79% | -$1.03M |
|
|
MRCC
2490
DELISTED
Monroe Capital Corp
MRCC
| $245K | ﹤0.01% |
34,463
-146,121
| -81% | -$1.46M |
|
|
AT
2491
DELISTED
Atlantic Power Corporation
AT
| $245K | ﹤0.01% |
114,620
-236,083
| -67% | -$537K |
|
2492
PUT
Baxter International
BAX
$14.4B
| $244K | ﹤0.01% |
3,000
-1,000
| -25% | -$86.3K |
|
2493
PUT
Lear
LEA
$8.05B
| $244K | ﹤0.01% |
3,000
-300
| -9% | -$34.6K |
|
|
WW
2494
PUT
DELISTED
WW International
WW
| $244K | ﹤0.01% |
14,400
+4,100
| +40% | +$128K |
|
|
WUBA
2495
CALL
DELISTED
58.com Inc
WUBA
| $244K | ﹤0.01% |
+5,000
| New | +$287K |
|
2496
Build-A-Bear
BBW
$467M
| $243K | ﹤0.01% |
169,665
-26,619
| -14% | -$95.5K |
|
|
OSG
2497
DELISTED
Overseas Shipholding Group Inc.
OSG
| $243K | ﹤0.01% |
106,898
-183,968
| -63% | -$371K |
|
|
AJRD
2498
PUT
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $243K | ﹤0.01% |
5,800
+400
| +7% | +$19.7K |
|
|
ACBI
2499
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
| $243K | ﹤0.01% |
20,500
-31,143
| -60% | -$523K |
|
2500
PUT
DMC Global
BOOM
$153M
| $242K | ﹤0.01% |
10,500
+4,200
| +67% | +$151K |
|
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.