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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 | |
|---|---|---|---|---|---|---|
251
CALL
Pfizer
PFE
$151B
| $10.1M | 0.08% |
325,370
+59,340
| +22% | +$2.02M |
|
252
Natera
NTRA
$45B
| $10.1M | 0.08% |
337,015
-93,604
| -22% | -$3.13M |
|
253
Credicorp
BAP
$30.9B
| $10M | 0.08% |
70,200
+46,076
| +191% | +$8.71M |
|
254
Avnet
AVT
$7.77B
| $9.99M | 0.08% |
398,211
-222,877
| -36% | -$7.6M |
|
|
MNTA
255
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $9.97M | 0.08% |
366,613
-264,462
| -42% | -$7.36M |
|
256
Cracker Barrel
CBRL
$1.29B
| $9.96M | 0.08% |
119,723
+69,791
| +140% | +$9.59M |
|
257
CGI
GIB
$15.3B
| $9.94M | 0.08% |
182,767
+158,591
| +656% | +$11.5M |
|
258
Abercrombie & Fitch
ANF
$4.96B
| $9.94M | 0.08% |
1,093,408
+835,649
| +324% | +$12.1M |
|
259
CALL
Okta
OKTA
$25.7B
| $9.87M | 0.08% |
80,700
+3,700
| +5% | +$464K |
|
260
PUT
Zoom
ZM
$30.5B
| $9.8M | 0.08% |
67,100
+31,900
| +91% | +$3.15M |
|
261
Yelp
YELP
$1.44B
| $9.79M | 0.08% |
543,057
-293,673
| -35% | -$8.93M |
|
262
CF Industries
CF
$17.5B
| $9.76M | 0.08% |
+358,781
| New | +$13.3M |
|
263
Quest Diagnostics
DGX
$26.3B
| $9.76M | 0.08% |
121,477
-96,162
| -44% | -$9.96M |
|
264
CALL
Trade Desk
TTD
$6.53B
| $9.75M | 0.08% |
505,000
+167,000
| +49% | +$4.32M |
|
265
CRISPR Therapeutics
CRSP
$5.19B
| $9.73M | 0.08% |
229,389
-229,617
| -50% | -$11.9M |
|
266
Stellantis
STLA
$20.8B
| $9.69M | 0.08% |
1,347,340
-6,715,873
| -83% | -$79.6M |
|
|
PRMW
267
DELISTED
Primo Water Corporation
PRMW
| $9.67M | 0.08% |
1,067,630
+831,765
| +353% | +$11.3M |
|
268
Zymeworks
ZYME
$1.75B
| $9.64M | 0.08% |
271,914
-107,042
| -28% | -$4.38M |
|
269
Franklin Resources
BEN
$17.1B
| $9.59M | 0.08% |
574,666
+520,156
| +954% | +$11.9M |
|
270
lululemon athletica
LULU
$14.4B
| $9.56M | 0.08% |
50,436
-227,950
| -82% | -$51M |
|
271
Cheesecake Factory
CAKE
$5.32B
| $9.56M | 0.08% |
559,493
+385,087
| +221% | +$13M |
|
272
Jack Henry & Associates
JKHY
$11B
| $9.52M | 0.08% |
61,299
+36,348
| +146% | +$5.65M |
|
273
CALL
Twilio
TWLO
$38.2B
| $9.5M | 0.08% |
106,200
+32,200
| +44% | +$3.54M |
|
274
Public Storage
PSA
$61.2B
| $9.46M | 0.08% |
+47,658
| New | +$10.2M |
|
275
Canadian National Railway
CNI
$76.7B
| $9.46M | 0.08% |
121,813
-122,181
| -50% | -$10.7M |
|
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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.