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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 | |
|---|---|---|---|---|---|---|
701
Kosmos Energy
KOS
$1.48B
| $3.32M | 0.03% |
3,703,833
+1,849,857
| +100% | +$7.35M |
|
702
Principal Financial Group
PFG
$24.3B
| $3.31M | 0.03% |
+105,672
| New | +$5M |
|
|
COUP
703
CALL
DELISTED
Coupa Software Incorporated
COUP
| $3.3M | 0.03% |
23,600
-17,300
| -42% | -$2.68M |
|
704
Lockheed Martin
LMT
$136B
| $3.3M | 0.03% |
9,728
-374,859
| -97% | -$147M |
|
705
National Health Investors
NHI
$3.65B
| $3.28M | 0.03% |
66,296
+24,866
| +60% | +$1.89M |
|
706
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $3.28M | 0.03% |
14,961
-274,459
| -95% | -$72.9M |
|
707
Sabre
SABR
$835M
| $3.28M | 0.03% |
553,167
+107,100
| +24% | +$1.79M |
|
|
AYX
708
DELISTED
Alteryx Inc
AYX
| $3.27M | 0.03% |
+34,360
| New | +$4.27M |
|
709
CALL
Veeva Systems
VEEV
$37.4B
| $3.27M | 0.03% |
20,900
+9,800
| +88% | +$1.44M |
|
710
Sinclair Inc
SBGI
$1.03B
| $3.26M | 0.03% |
202,989
+116,188
| +134% | +$3.02M |
|
711
CALL
RingCentral
RNG
$5.28B
| $3.26M | 0.03% |
15,400
+7,300
| +90% | +$1.5M |
|
|
712
CALL
Target
TGT
$68B
| $3.26M | 0.03% |
35,100
+28,100
| +401% | +$3.12M |
|
713
CALL
Adobe
ADBE
$105B
| $3.25M | 0.03% |
10,200
-40,200
| -80% | -$13.8M |
|
714
Goldman Sachs
GS
$303B
| $3.24M | 0.03% |
+20,959
| New | +$4.45M |
|
|
IBKC
715
DELISTED
IBERIABANK Corp
IBKC
| $3.24M | 0.03% |
89,524
-72,830
| -45% | -$4.53M |
|
716
PUT
Zscaler
ZS
$27.3B
| $3.23M | 0.03% |
53,000
-7,500
| -12% | -$413K |
|
|
OPB
717
DELISTED
Opus Bank Common Stock
OPB
| $3.22M | 0.03% |
185,963
+22,877
| +14% | +$534K |
|
718
CALL
SLB Ltd
SLB
$75B
| $3.22M | 0.03% |
238,700
-57,500
| -19% | -$1.66M |
|
719
Annaly Capital Management
NLY
$17.4B
| $3.21M | 0.03% |
158,444
+155,752
| +5,786% | +$5.48M |
|
720
WIX.com
WIX
$2.52B
| $3.21M | 0.03% |
31,821
-41,130
| -56% | -$5.37M |
|
|
MOMO
721
PUT
Hello Group
MOMO
$866M
| $3.21M | 0.03% |
+147,800
| New | +$4.41M |
|
722
CALL
Five Below
FIVE
$13.5B
| $3.2M | 0.03% |
45,500
+28,200
| +163% | +$2.87M |
|
723
Logitech
LOGI
$15.2B
| $3.17M | 0.03% |
73,897
-363,099
| -83% | -$15.7M |
|
724
CALL
Marathon Petroleum
MPC
$83.7B
| $3.16M | 0.03% |
133,800
+19,000
| +17% | +$875K |
|
725
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $3.16M | 0.03% |
40,770
-926,635
| -96% | -$82.1M |
|
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.