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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 | |
|---|---|---|---|---|---|---|
801
CALL
Zscaler
ZS
$27.3B
| $2.72M | 0.02% |
44,700
-10,200
| -19% | -$561K |
|
802
American Electric Power
AEP
$68.4B
| $2.72M | 0.02% |
33,997
-455,728
| -93% | -$43.1M |
|
|
BZUN
803
PUT
Baozun
BZUN
$172M
| $2.71M | 0.02% |
97,000
+78,100
| +413% | +$2.46M |
|
804
Rayonier
RYN
$6.55B
| $2.71M | 0.02% |
+126,726
| New | +$3.19M |
|
805
Assured Guaranty
AGO
$3.34B
| $2.7M | 0.02% |
104,724
+52,340
| +100% | +$2.17M |
|
806
CALL
American Airlines Group
AAL
$10.6B
| $2.7M | 0.02% |
221,500
-167,000
| -43% | -$3.81M |
|
807
Urban Outfitters
URBN
$6.59B
| $2.7M | 0.02% |
189,589
-298,287
| -61% | -$6.93M |
|
808
Synaptics
SYNA
$4.15B
| $2.7M | 0.02% |
46,635
-217,534
| -82% | -$14.8M |
|
|
HOME
809
DELISTED
At Home Group Inc.
HOME
| $2.69M | 0.02% |
1,333,260
-186,023
| -12% | -$914K |
|
810
First Bancorp
FBP
$4.38B
| $2.69M | 0.02% |
505,980
-258,001
| -34% | -$2.12M |
|
811
Fortive
FTV
$18.6B
| $2.69M | 0.02% |
77,336
-450,369
| -85% | -$19.7M |
|
|
CXO
812
DELISTED
CONCHO RESOURCES INC.
CXO
| $2.68M | 0.02% |
+62,637
| New | +$4.36M |
|
813
Wingstop
WING
$3.18B
| $2.68M | 0.02% |
33,663
-331,238
| -91% | -$28.4M |
|
814
Funko
FNKO
$328M
| $2.68M | 0.02% |
+671,768
| New | +$6.85M |
|
815
Gilead Sciences
GILD
$165B
| $2.67M | 0.02% |
35,773
-197,232
| -85% | -$13.6M |
|
816
TE Connectivity
TEL
$62.6B
| $2.67M | 0.02% |
42,430
-347,305
| -89% | -$29.7M |
|
|
TXNM
817
TXNM Energy Inc
TXNM
$5.94B
| $2.67M | 0.02% |
+70,237
| New | +$3.4M |
|
|
ALXN
818
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $2.67M | 0.02% |
+29,700
| New | +$2.91M |
|
819
PUT
Marathon Petroleum
MPC
$83.7B
| $2.66M | 0.02% |
112,600
+20,000
| +22% | +$922K |
|
820
PUT
RH
RH
$3.71B
| $2.64M | 0.02% |
26,300
-2,200
| -8% | -$410K |
|
821
Ironwood Pharmaceuticals
IRWD
$714M
| $2.64M | 0.02% |
261,449
-1,229,658
| -82% | -$14.5M |
|
|
DOCU
822
PUT
DocuSign
DOCU
$11.5B
| $2.63M | 0.02% |
28,500
-17,500
| -38% | -$1.41M |
|
823
Integra LifeSciences
IART
$1.34B
| $2.62M | 0.02% |
58,737
+9,941
| +20% | +$522K |
|
824
TechnipFMC
FTI
$27.3B
| $2.62M | 0.02% |
+522,264
| New | +$5.73M |
|
825
Lazard
LAZ
$4.31B
| $2.61M | 0.02% |
110,837
-307,089
| -73% | -$11.4M |
|
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.