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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 | |
|---|---|---|---|---|---|---|
|
WBT
626
DELISTED
Welbilt, Inc.
WBT
| $3.82M | 0.03% |
744,220
+291,789
| +64% | +$3.51M |
|
|
OPLN
627
Openlane
OPLN
$4.54B
| $3.81M | 0.03% |
317,321
+25,671
| +9% | +$501K |
|
628
CALL
Biogen
BIIB
$30.7B
| $3.8M | 0.03% |
12,000
-11,700
| -49% | -$3.55M |
|
629
PUT
3M
MMM
$94.3B
| $3.79M | 0.03% |
33,249
-1,913
| -5% | -$252K |
|
|
SNP
630
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $3.79M | 0.03% |
77,826
-78,570
| -50% | -$4.17M |
|
|
IMGN
631
DELISTED
Immunogen Inc
IMGN
| $3.78M | 0.03% |
1,108,810
+113,176
| +11% | +$495K |
|
632
Brinker International
EAT
$9.66B
| $3.78M | 0.03% |
+314,758
| New | +$10.6M |
|
|
BDSI
633
DELISTED
BioDelivery Sciences International, Inc.
BDSI
| $3.78M | 0.03% |
996,490
-576,711
| -37% | -$2.83M |
|
634
SLB Ltd
SLB
$75B
| $3.76M | 0.03% |
278,938
+133,964
| +92% | +$3.88M |
|
|
MIME
635
DELISTED
Mimecast Limited
MIME
| $3.76M | 0.03% |
106,584
-286,854
| -73% | -$12.4M |
|
|
THS
636
DELISTED
Treehouse Foods
THS
| $3.75M | 0.03% |
85,011
+78,416
| +1,189% | +$3.38M |
|
637
PUT
Trip.com Group
TCOM
$29.1B
| $3.73M | 0.03% |
159,000
+135,800
| +585% | +$4.23M |
|
638
CALL
Goldman Sachs
GS
$303B
| $3.73M | 0.03% |
24,100
-31,100
| -56% | -$6.6M |
|
639
PUT
ServiceNow
NOW
$129B
| $3.73M | 0.03% |
65,000
-251,000
| -79% | -$15.7M |
|
640
Supernus Pharmaceuticals
SUPN
$2.77B
| $3.72M | 0.03% |
206,962
+123,876
| +149% | +$2.6M |
|
641
PUT
Visa
V
$677B
| $3.72M | 0.03% |
23,100
-93,000
| -80% | -$17.5M |
|
642
Qualcomm
QCOM
$176B
| $3.71M | 0.03% |
54,850
-1,921,249
| -97% | -$158M |
|
643
CALL
Regeneron Pharmaceuticals
REGN
$80.8B
| $3.71M | 0.03% |
7,600
-11,000
| -59% | -$4.54M |
|
|
RCM
644
DELISTED
R1 RCM Inc. Common Stock
RCM
| $3.71M | 0.03% |
407,627
-499,502
| -55% | -$6.01M |
|
|
UNVR
645
DELISTED
Univar Solutions Inc.
UNVR
| $3.7M | 0.03% |
344,737
-322,060
| -48% | -$5.98M |
|
|
646
HP
HPQ
$27.5B
| $3.69M | 0.03% |
212,741
-9,503,321
| -98% | -$192M |
|
647
CME Group
CME
$94.8B
| $3.68M | 0.03% |
21,280
+6,280
| +42% | +$1.25M |
|
648
Rapid7
RPD
$773M
| $3.67M | 0.03% |
84,685
-290,283
| -77% | -$15.2M |
|
|
SPLK
649
CALL
DELISTED
Splunk Inc
SPLK
| $3.66M | 0.03% |
29,000
-1,800
| -6% | -$265K |
|
650
PUT
Veeva Systems
VEEV
$37.4B
| $3.66M | 0.03% |
23,400
+20,200
| +631% | +$2.96M |
|
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.