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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 | |
|---|---|---|---|---|---|---|
|
ECOL
426
DELISTED
US Ecology, Inc.
ECOL
| $5.98M | 0.05% |
196,788
+115,467
| +142% | +$5.34M |
|
427
PUT
AbbVie
ABBV
$435B
| $5.98M | 0.05% |
78,500
-5,300
| -6% | -$451K |
|
|
BLUE
428
DELISTED
bluebird bio
BLUE
| $5.98M | 0.05% |
+10,046
| New | +$9.79M |
|
429
iShares MSCI USA Min Vol Factor ETF
USMV
$24.2B
| $5.97M | 0.05% |
110,600
-799,900
| -88% | -$50.7M |
|
430
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $5.94M | 0.05% |
158,300
-90,800
| -36% | -$3.7M |
|
|
WPX
431
DELISTED
WPX Energy, Inc.
WPX
| $5.94M | 0.05% |
1,948,373
+295,473
| +18% | +$2.79M |
|
|
DRNA
432
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
| $5.94M | 0.05% |
323,468
-234,139
| -42% | -$4.55M |
|
433
CALL
Costco
COST
$420B
| $5.93M | 0.05% |
20,800
-14,700
| -41% | -$4.46M |
|
434
Upwork
UPWK
$1.19B
| $5.89M | 0.05% |
913,066
+383,689
| +72% | +$3.29M |
|
435
NiSource
NI
$20.4B
| $5.89M | 0.05% |
235,739
-1,550,830
| -87% | -$42.9M |
|
436
American Eagle Outfitters
AEO
$3.01B
| $5.86M | 0.05% |
736,510
-175,497
| -19% | -$2.23M |
|
437
Federal Realty Investment Trust
FRT
$10.3B
| $5.85M | 0.05% |
78,429
+74,318
| +1,808% | +$8.55M |
|
438
ATI
ATI
$31.1B
| $5.82M | 0.05% |
684,440
+418,667
| +158% | +$6.69M |
|
439
BHP
BHP
$230B
| $5.8M | 0.05% |
177,304
+163,110
| +1,149% | +$6.81M |
|
440
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $5.79M | 0.05% |
98,100
+86,100
| +718% | +$6.49M |
|
441
Entergy
ETR
$50B
| $5.78M | 0.05% |
122,982
+11,762
| +11% | +$697K |
|
442
NetApp
NTAP
$37.2B
| $5.75M | 0.05% |
138,042
-647,861
| -82% | -$33.5M |
|
443
PUT
Pinterest
PINS
$13.4B
| $5.73M | 0.05% |
371,300
+286,200
| +336% | +$5.57M |
|
444
CALL
Spotify
SPOT
$100B
| $5.73M | 0.05% |
47,200
+10,100
| +27% | +$1.43M |
|
|
445
PUT
Costco
COST
$420B
| $5.73M | 0.05% |
20,100
-18,500
| -48% | -$5.61M |
|
|
SINA
446
DELISTED
Sina Corp
SINA
| $5.71M | 0.05% |
179,356
-15,645
| -8% | -$576K |
|
447
Advanced Drainage Systems
WMS
$11B
| $5.68M | 0.05% |
192,876
-295,294
| -60% | -$11.9M |
|
448
Chemours
CC
$2.37B
| $5.68M | 0.05% |
640,043
-631,998
| -50% | -$9.11M |
|
|
449
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $5.67M | 0.05% |
96,000
+85,000
| +773% | +$6.4M |
|
450
PUT
JD.com
JD
$44.5B
| $5.61M | 0.05% |
138,600
+67,000
| +94% | +$2.68M |
|
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.