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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 | |
|---|---|---|---|---|---|---|
651
Tenet Healthcare
THC
$21.1B
| $3.64M | 0.03% |
253,007
-154,043
| -38% | -$4.42M |
|
|
EB
652
DELISTED
Eventbrite
EB
| $3.63M | 0.03% |
497,356
+69,150
| +16% | +$1.17M |
|
653
Snap-on
SNA
$21.5B
| $3.63M | 0.03% |
33,324
+3,674
| +12% | +$543K |
|
654
Enviri
NVRI
$620M
| $3.62M | 0.03% |
519,701
+327,362
| +170% | +$4.47M |
|
655
CALL
Gilead Sciences
GILD
$165B
| $3.62M | 0.03% |
48,400
+11,900
| +33% | +$822K |
|
656
PUT
Amgen
AMGN
$222B
| $3.59M | 0.03% |
17,700
-10,600
| -37% | -$2.32M |
|
657
IAMGOLD
IAG
$10.5B
| $3.59M | 0.03% |
1,573,596
-2,120,456
| -57% | -$6.16M |
|
658
Vanguard High Dividend Yield ETF
VYM
$82.8B
| $3.58M | 0.03% |
50,662
-294,338
| -85% | -$25.3M |
|
659
LivePerson
LPSN
$32.3M
| $3.58M | 0.03% |
10,490
+3,553
| +51% | +$1.72M |
|
|
ATRS
660
DELISTED
Antares Pharma, Inc.
ATRS
| $3.56M | 0.03% |
1,508,476
-477,559
| -24% | -$1.62M |
|
661
Trade Desk
TTD
$6.49B
| $3.56M | 0.03% |
+184,360
| New | +$4.77M |
|
|
PRNB
662
DELISTED
Principia Biopharma Inc. Common Stock
PRNB
| $3.56M | 0.03% |
59,918
+34,070
| +132% | +$1.99M |
|
|
PGRE
663
DELISTED
Paramount Group
PGRE
| $3.56M | 0.03% |
404,142
-1,343,085
| -77% | -$16.6M |
|
664
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $3.55M | 0.03% |
94,600
-114,100
| -55% | -$4.64M |
|
665
Compañía de Cervecerías Unidas
CCU
$2.21B
| $3.54M | 0.03% |
264,717
+23,281
| +10% | +$389K |
|
666
CALL
Wayfair
W
$14.6B
| $3.54M | 0.03% |
66,200
+3,100
| +5% | +$237K |
|
667
PUT
Enphase Energy
ENPH
$5.53B
| $3.53M | 0.03% |
109,300
-1,500
| -1% | -$56.5K |
|
668
Evergy
EVRG
$19.2B
| $3.52M | 0.03% |
63,954
+54,278
| +561% | +$3.57M |
|
669
PUT
Citigroup
C
$226B
| $3.52M | 0.03% |
83,500
-44,100
| -35% | -$2.96M |
|
|
BNY
670
Bank of New York Mellon
BNY
$107B
| $3.51M | 0.03% |
104,280
-1,741,350
| -94% | -$73.1M |
|
|
671
CALL
Enphase Energy
ENPH
$5.53B
| $3.51M | 0.03% |
108,600
+6,200
| +6% | +$234K |
|
672
DNOW Inc
DNOW
$2.99B
| $3.49M | 0.03% |
677,205
+5,674
| +0.8% | +$51.1K |
|
673
PagerDuty
PD
$902M
| $3.48M | 0.03% |
201,099
+105,442
| +110% | +$2.24M |
|
674
NVR
NVR
$17B
| $3.46M | 0.03% |
+1,346
| New | +$4.83M |
|
|
GLUU
675
DELISTED
Glu Mobile Inc.
GLUU
| $3.46M | 0.03% |
549,307
-64,955
| -11% | -$419K |
|
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.