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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 | |
|---|---|---|---|---|---|---|
76
Amgen
AMGN
$220B
| $29M | 0.24% |
142,881
+114,548
| +404% | +$25M |
|
77
SBA Communications
SBAC
$19.1B
| $28M | 0.23% |
103,760
-314,790
| -75% | -$83.1M |
|
78
PUT
Advanced Micro Devices
AMD
$779B
| $27.9M | 0.23% |
614,000
+200,600
| +49% | +$9.66M |
|
79
Comcast
CMCSA
$88.3B
| $27.9M | 0.23% |
810,982
-3,071,153
| -79% | -$130M |
|
80
PUT
Microsoft
MSFT
$3.69T
| $27.7M | 0.23% |
175,400
-81,200
| -32% | -$13.4M |
|
81
PUT
Roku
ROKU
$22.2B
| $27.1M | 0.22% |
309,600
+173,700
| +128% | +$20M |
|
82
HubSpot
HUBS
$10.4B
| $27.1M | 0.22% |
203,334
-282,153
| -58% | -$46.9M |
|
83
Neurocrine Biosciences
NBIX
$16.3B
| $27M | 0.22% |
311,828
-359,533
| -54% | -$35.2M |
|
84
Republic Services
RSG
$63.5B
| $26.8M | 0.22% |
357,529
+61,994
| +21% | +$5.6M |
|
85
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23B
| $26.6M | 0.22% |
542,304
-1,318,142
| -71% | -$77.8M |
|
86
Edwards Lifesciences
EW
$50.8B
| $26.6M | 0.22% |
422,724
-1,249,935
| -75% | -$90.1M |
|
|
87
CALL
Microsoft
MSFT
$3.69T
| $26.3M | 0.21% |
166,900
-74,100
| -31% | -$12.2M |
|
88
PepsiCo
PEP
$189B
| $26.2M | 0.21% |
217,974
+96,866
| +80% | +$13.1M |
|
89
United Therapeutics
UTHR
$21.9B
| $26.1M | 0.21% |
275,392
+8,558
| +3% | +$813K |
|
90
Etsy
ETSY
$7.59B
| $26M | 0.21% |
676,816
-170,355
| -20% | -$8.32M |
|
91
CALL
Apple
AAPL
$4.61T
| $26M | 0.21% |
409,200
-481,200
| -54% | -$35.4M |
|
92
Ionis Pharmaceuticals
IONS
$9.14B
| $25.9M | 0.21% |
547,997
-93,788
| -15% | -$5.23M |
|
|
XLNX
93
DELISTED
Xilinx Inc
XLNX
| $25.8M | 0.21% |
330,816
-330,643
| -50% | -$28.8M |
|
94
Novartis
NVS
$294B
| $25.6M | 0.21% |
+310,347
| New | +$27.7M |
|
95
Sherwin-Williams
SHW
$89.3B
| $25.4M | 0.21% |
165,717
-614,535
| -79% | -$111M |
|
96
Regeneron Pharmaceuticals
REGN
$79.8B
| $25.4M | 0.21% |
+51,959
| New | +$21.4M |
|
97
DTE Energy
DTE
$29.2B
| $25M | 0.2% |
309,597
-84,467
| -21% | -$8.57M |
|
|
98
CALL
Advanced Micro Devices
AMD
$779B
| $24.9M | 0.2% |
547,200
+149,900
| +38% | +$7.22M |
|
|
99
PUT
Apple
AAPL
$4.61T
| $24.7M | 0.2% |
388,000
-916,000
| -70% | -$67.4M |
|
100
General Mills
GIS
$19.1B
| $24.5M | 0.2% |
464,665
-153,873
| -25% | -$8.13M |
|
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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.