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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
+538.83%
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 | |
|---|---|---|---|---|---|---|
26
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$822B
| $63.4M | 0.52% |
246,100
-496,900
| -67% | -$152M |
|
27
CALL
Amazon
AMZN
$3T
| $62.8M | 0.51% |
644,000
-610,000
| -49% | -$59M |
|
28
Restaurant Brands International
QSR
$25.6B
| $61.3M | 0.5% |
1,531,994
-1,757,059
| -53% | -$99.4M |
|
29
Electronic Arts
EA
$53B
| $61.2M | 0.5% |
610,998
-82,483
| -12% | -$8.68M |
|
|
ZNGA
30
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $60.8M | 0.49% |
8,869,980
-7,905,393
| -47% | -$52M |
|
|
31
Procter & Gamble
PG
$343B
| $57.4M | 0.47% |
+522,225
| New | +$62.7M |
|
32
Monster Beverage
MNST
$91.6B
| $57.3M | 0.47% |
2,036,398
-2,495,750
| -55% | -$80.2M |
|
33
Exelon
EXC
$47.2B
| $54.2M | 0.44% |
2,064,344
-2,815,436
| -58% | -$88.5M |
|
34
Invesco QQQ Trust
QQQ
$485B
| $52.5M | 0.43% |
275,862
-9,051
| -3% | -$1.92M |
|
35
Automatic Data Processing
ADP
$106B
| $51M | 0.42% |
373,305
-348,155
| -48% | -$56.1M |
|
|
AGN
36
DELISTED
Allergan plc
AGN
| $49.8M | 0.41% |
281,381
-375,056
| -57% | -$70.6M |
|
37
Texas Instruments
TXN
$258B
| $48.1M | 0.39% |
+480,896
| New | +$57.7M |
|
38
GSK
GSK
$103B
| $46.9M | 0.38% |
990,654
+448,849
| +83% | +$23.9M |
|
39
Mondelez International
MDLZ
$78.8B
| $45.3M | 0.37% |
904,873
+289,591
| +47% | +$15.7M |
|
40
PUT
Tesla
TSLA
$1.29T
| $45.2M | 0.37% |
1,293,000
+423,000
| +49% | +$17.5M |
|
|
DNKN
41
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $45.1M | 0.37% |
849,384
-34,997
| -4% | -$2.43M |
|
42
RingCentral
RNG
$5.06B
| $44.6M | 0.36% |
210,301
-324,888
| -61% | -$66.9M |
|
43
CALL
iShares Russell 2000 ETF
IWM
$83.1B
| $42.9M | 0.35% |
375,100
+299,800
| +398% | +$44.7M |
|
44
Simon Property Group
SPG
$73.4B
| $42.7M | 0.35% |
778,518
+179,086
| +30% | +$21.4M |
|
45
Boston Scientific
BSX
$70.5B
| $42.6M | 0.35% |
1,306,495
-261,060
| -17% | -$10.2M |
|
46
Baxter International
BAX
$14.3B
| $42.4M | 0.35% |
522,376
-399,999
| -43% | -$34.5M |
|
|
GRUB
47
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $42.3M | 0.34% |
518,759
+271,785
| +110% | +$26.7M |
|
|
48
PUT
iShares Russell 2000 ETF
IWM
$83.1B
| $41.2M | 0.34% |
359,900
+234,200
| +186% | +$34.9M |
|
|
FISV
49
Fiserv Inc
FISV
$29.3B
| $41.1M | 0.34% |
433,096
+154,353
| +55% | +$17.1M |
|
50
Colgate-Palmolive
CL
$73.3B
| $41.1M | 0.33% |
619,225
+92,279
| +18% | +$6.51M |
|
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.