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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 | |
|---|---|---|---|---|---|---|
|
SBBP
2751
DELISTED
Strongbridge Biopharma plc.
SBBP
| $148K | ﹤0.01% |
+78,047
| New | +$203K |
|
2752
CALL
Banco Bradesco
BBD
$36.3B
| $147K | ﹤0.01% |
+48,049
| New | +$247K |
|
2753
CALL
Williams Companies
WMB
$87.9B
| $147K | ﹤0.01% |
10,400
-87,000
| -89% | -$1.68M |
|
|
ASRT
2754
DELISTED
Assertio
ASRT
| $146K | ﹤0.01% |
3,746
-4,002
| -52% | -$254K |
|
|
REVG
2755
DELISTED
REV Group
REVG
| $146K | ﹤0.01% |
+35,084
| New | +$308K |
|
|
VSTO
2756
DELISTED
Vista Outdoor Inc.
VSTO
| $146K | ﹤0.01% |
16,589
-453,967
| -96% | -$3.46M |
|
2757
PUT
JetBlue
JBLU
$2.13B
| $145K | ﹤0.01% |
16,200
-19,800
| -55% | -$328K |
|
2758
Exicure
XCUR
$8.73M
| $145K | ﹤0.01% |
+655
| New | +$207K |
|
2759
CALL
The Mosaic Company
MOS
$7.46B
| $143K | ﹤0.01% |
13,200
-36,700
| -74% | -$623K |
|
2760
CALL
Coeur Mining
CDE
$18.7B
| $142K | ﹤0.01% |
+44,100
| New | +$229K |
|
2761
TherapeuticsMD
TXMD
$24M
| $142K | ﹤0.01% |
2,675
-21,469
| -89% | -$2.13M |
|
|
ZUO
2762
PUT
DELISTED
Zuora, Inc.
ZUO
| $142K | ﹤0.01% |
+17,600
| New | +$232K |
|
|
PROF
2763
Profound Medical
PROF
$267M
| $141K | ﹤0.01% |
+14,500
| New | +$188K |
|
2764
Sonic Automotive
SAH
$2.53B
| $141K | ﹤0.01% |
+10,581
| New | +$276K |
|
2765
Mammoth Energy Services
TUSK
$162M
| $141K | ﹤0.01% |
187,790
-291,461
| -61% | -$384K |
|
2766
Greenlight Captial
GLRE
$501M
| $140K | ﹤0.01% |
23,522
-101,436
| -81% | -$873K |
|
|
PCOM
2767
DELISTED
Points.com Inc. Common Shares
PCOM
| $140K | ﹤0.01% |
17,032
-20,931
| -55% | -$306K |
|
|
OBSV
2768
DELISTED
ObsEva SA Ordinary Shares
OBSV
| $139K | ﹤0.01% |
57,500
+30,700
| +115% | +$99.2K |
|
|
NBL
2769
CALL
DELISTED
Noble Energy, Inc.
NBL
| $139K | ﹤0.01% |
23,000
-38,300
| -62% | -$615K |
|
2770
CALL
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$20B
| $138K | ﹤0.01% |
+33,100
| New | +$268K |
|
2771
ING
ING
$101B
| $137K | ﹤0.01% |
26,628
-273,855
| -91% | -$2.64M |
|
|
PTN
2772
Palatin Technologies
PTN
$13.1M
| $137K | ﹤0.01% |
259
-17
| -6% | -$12.5K |
|
|
NBL
2773
PUT
DELISTED
Noble Energy, Inc.
NBL
| $137K | ﹤0.01% |
22,700
-42,800
| -65% | -$687K |
|
|
VNTR
2774
DELISTED
Venator Materials PLC
VNTR
| $136K | ﹤0.01% |
79,063
-292,827
| -79% | -$825K |
|
2775
PUT
Cleveland-Cliffs
CLF
$7.13B
| $135K | ﹤0.01% |
34,300
+7,600
| +28% | +$47.8K |
|
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.