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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 | |
|---|---|---|---|---|---|---|
401
CALL
Salesforce
CRM
$158B
| $6.46M | 0.05% |
44,900
-38,000
| -46% | -$6.52M |
|
402
CALL
PayPal
PYPL
$50.5B
| $6.44M | 0.05% |
67,300
-27,700
| -29% | -$3.06M |
|
|
403
PUT
PayPal
PYPL
$50.5B
| $6.44M | 0.05% |
67,300
-10,200
| -13% | -$1.13M |
|
404
JD.com
JD
$44.5B
| $6.44M | 0.05% |
+159,069
| New | +$6.36M |
|
405
Live Nation Entertainment
LYV
$42.1B
| $6.43M | 0.05% |
+141,471
| New | +$8.74M |
|
406
Impinj
PI
$5.6B
| $6.42M | 0.05% |
384,342
+225,928
| +143% | +$6.09M |
|
407
Knight Transportation
KNX
$11.4B
| $6.38M | 0.05% |
+194,581
| New | +$6.88M |
|
|
HI
408
DELISTED
Hillenbrand
HI
| $6.38M | 0.05% |
333,738
-309,943
| -48% | -$8.06M |
|
409
Banco Bradesco
BBD
$36.7B
| $6.37M | 0.05% |
2,087,671
+1,527,611
| +273% | +$7.86M |
|
|
CADE
410
DELISTED
Cadence Bancorporation
CADE
| $6.36M | 0.05% |
970,875
+202,450
| +26% | +$2.79M |
|
|
GRFS
411
Grifois
GRFS
$5.4B
| $6.33M | 0.05% |
314,304
-597,977
| -66% | -$13.4M |
|
|
AMED
412
DELISTED
Amedisys
AMED
| $6.25M | 0.05% |
+34,035
| New | +$6.06M |
|
413
TSMC
TSM
$2.18T
| $6.24M | 0.05% |
+130,597
| New | +$7.14M |
|
|
414
CALL
JD.com
JD
$44.5B
| $6.23M | 0.05% |
153,900
+97,800
| +174% | +$3.91M |
|
415
VanEck Gold Miners ETF
GDX
$27.4B
| $6.21M | 0.05% |
269,730
-2,087,074
| -89% | -$57.1M |
|
416
Workiva
WK
$3.54B
| $6.21M | 0.05% |
191,937
-112,237
| -37% | -$4.67M |
|
417
PUT
Intuitive Surgical
ISRG
$134B
| $6.19M | 0.05% |
37,500
+26,400
| +238% | +$4.84M |
|
418
Atlassian
TEAM
$37.8B
| $6.08M | 0.05% |
+44,310
| New | +$6.2M |
|
|
ETFC
419
DELISTED
E*Trade Financial Corporation
ETFC
| $6.08M | 0.05% |
177,026
-151,788
| -46% | -$6.42M |
|
420
Lumen
LUMN
$6.44B
| $6.07M | 0.05% |
641,165
+536,446
| +512% | +$6.71M |
|
|
SJR
421
DELISTED
Shaw Communications Inc.
SJR
| $6.05M | 0.05% |
373,407
+251,238
| +206% | +$4.56M |
|
|
SGMO
422
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $6.04M | 0.05% |
947,804
+477,097
| +101% | +$3.54M |
|
|
MNTV
423
DELISTED
Momentive Global Inc. Common Stock
MNTV
| $6.01M | 0.05% |
444,789
-344,743
| -44% | -$5.93M |
|
424
PUT
DexCom
DXCM
$32B
| $6M | 0.05% |
89,200
+43,600
| +96% | +$2.71M |
|
425
S&P Global
SPGI
$120B
| $5.99M | 0.05% |
24,423
-198,032
| -89% | -$54.3M |
|
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.