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 | |
|---|---|---|---|---|---|---|
2851
BlueLinx
BXC
$719M
| $98K | ﹤0.01% |
19,854
+3,754
| +23% | +$42.2K |
|
2852
Tronox
TROX
$993M
| $97K | ﹤0.01% |
19,518
+9,029
| +86% | +$74.8K |
|
|
PVG
2853
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
| $96K | ﹤0.01% |
17,000
-44,700
| -72% | -$382K |
|
|
MNK
2854
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $94K | ﹤0.01% |
47,465
-746,307
| -94% | -$2.83M |
|
2855
PUT
Banco Bradesco
BBD
$36.3B
| $92K | ﹤0.01% |
+30,081
| New | +$155K |
|
|
OPTN
2856
DELISTED
OptiNose
OPTN
| $92K | ﹤0.01% |
1,369
-641
| -32% | -$64.6K |
|
2857
Ovid Therapeutics
OVID
$489M
| $92K | ﹤0.01% |
31,012
-137,590
| -82% | -$464K |
|
|
FLNA
2858
Filana Therapeutics
FLNA
$48.2M
| $92K | ﹤0.01% |
22,269
-57,798
| -72% | -$383K |
|
|
PVG
2859
PUT
DELISTED
PRETIUM RESOURCES INC.
PVG
| $92K | ﹤0.01% |
16,300
-14,500
| -47% | -$124K |
|
|
PFNX
2860
DELISTED
Pfenex Inc.
PFNX
| $92K | ﹤0.01% |
10,439
-70,497
| -87% | -$775K |
|
2861
DigitalBridge
DBRG
$2.95B
| $90K | ﹤0.01% |
+12,819
| New | +$203K |
|
2862
CALL
American Eagle Outfitters
AEO
$3.07B
| $86K | ﹤0.01% |
+10,800
| New | +$137K |
|
2863
PUT
CNX Resources
CNX
$5.32B
| $86K | ﹤0.01% |
16,200
-47,600
| -75% | -$316K |
|
|
HAPN
2864
Happen Inc
HAPN
$2.24B
| $86K | ﹤0.01% |
+10,952
| New | +$122K |
|
2865
Kopin
KOPN
$780M
| $85K | ﹤0.01% |
243,264
-61,106
| -20% | -$23.3K |
|
2866
Bloomin' Brands
BLMN
$944M
| $84K | ﹤0.01% |
+11,793
| New | +$205K |
|
2867
PUT
Coeur Mining
CDE
$18.7B
| $84K | ﹤0.01% |
+26,100
| New | +$136K |
|
2868
PUT
Smith & Wesson
SWBI
$636M
| $84K | ﹤0.01% |
13,140
-20,816
| -61% | -$147K |
|
|
CHK
2869
DELISTED
Chesapeake Energy Corporation
CHK
| $84K | ﹤0.01% |
2,422
+2,180
| +901% | +$191K |
|
2870
PUT
G-III Apparel Group
GIII
$1.48B
| $83K | ﹤0.01% |
10,800
+2,100
| +24% | +$47.8K |
|
2871
Genco Shipping & Trading
GNK
$1.09B
| $83K | ﹤0.01% |
12,999
-77,255
| -86% | -$589K |
|
2872
KLX Energy Services
KLXE
$46M
| $83K | ﹤0.01% |
23,841
+12,867
| +117% | +$207K |
|
2873
PUT
Targa Resources
TRGP
$57.1B
| $83K | ﹤0.01% |
12,000
-700
| -6% | -$20.8K |
|
|
INFN
2874
PUT
DELISTED
Infinera Corporation Common Stock
INFN
| $83K | ﹤0.01% |
15,600
-35,200
| -69% | -$241K |
|
|
CONN
2875
PUT
DELISTED
Conn's Inc.
CONN
| $83K | ﹤0.01% |
+19,900
| New | +$162K |
|
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.