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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 | |
|---|---|---|---|---|---|---|
1076
General Motors
GM
$76.8B
| $1.65M | 0.01% |
79,400
-4,704,103
| -98% | -$144M |
|
1077
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$41.7B
| $1.65M | 0.01% |
10,000
+6,600
| +194% | +$984K |
|
1078
Kura Oncology
KURA
$850M
| $1.65M | 0.01% |
165,770
-14,653
| -8% | -$168K |
|
1079
Alamos Gold
AGI
$13.9B
| $1.64M | 0.01% |
328,122
-1,531,639
| -82% | -$9M |
|
1080
Stryker
SYK
$130B
| $1.64M | 0.01% |
+9,855
| New | +$1.93M |
|
1081
SiteOne Landscape Supply
SITE
$4.53B
| $1.64M | 0.01% |
+22,217
| New | +$2.03M |
|
1082
PUT
Align Technology
ALGN
$12.3B
| $1.64M | 0.01% |
9,400
-15,700
| -63% | -$3.76M |
|
1083
Ametek
AME
$58.2B
| $1.64M | 0.01% |
+22,697
| New | +$2.05M |
|
1084
PUT
Elastic
ESTC
$7.81B
| $1.64M | 0.01% |
29,300
+25,300
| +633% | +$1.63M |
|
|
1085
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$41.7B
| $1.63M | 0.01% |
9,900
+6,400
| +183% | +$954K |
|
1086
Hyatt Hotels
H
$16.7B
| $1.63M | 0.01% |
+34,073
| New | +$2.58M |
|
1087
Yeti Holdings
YETI
$3.95B
| $1.63M | 0.01% |
+83,384
| New | +$2.47M |
|
|
GTS
1088
DELISTED
Triple-S Management Corporation
GTS
| $1.63M | 0.01% |
115,441
-38,921
| -25% | -$627K |
|
1089
Rithm Capital
RITM
$5.69B
| $1.63M | 0.01% |
+324,743
| New | +$4.71M |
|
|
AXON
1090
PUT
Axon Enterprise
AXON
$46.4B
| $1.62M | 0.01% |
22,900
+3,600
| +19% | +$270K |
|
1091
Citigroup
C
$226B
| $1.62M | 0.01% |
38,496
-1,405,726
| -97% | -$94.4M |
|
|
RPAI
1092
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $1.62M | 0.01% |
313,085
-164,100
| -34% | -$1.73M |
|
|
ALE
1093
DELISTED
Allete
ALE
| $1.61M | 0.01% |
26,589
-36,553
| -58% | -$2.76M |
|
|
PPLI
1094
CALL
People Inc
PPLI
$3.1B
| $1.61M | 0.01% |
50,359
+28,537
| +131% | +$1.13M |
|
1095
PUT
HubSpot
HUBS
$10.5B
| $1.61M | 0.01% |
12,100
-9,900
| -45% | -$1.64M |
|
1096
Scotiabank
BNS
$108B
| $1.61M | 0.01% |
39,612
-136,826
| -78% | -$6.92M |
|
1097
CALL
Morgan Stanley
MS
$340B
| $1.6M | 0.01% |
47,000
-41,300
| -47% | -$1.95M |
|
1098
Endava
DAVA
$156M
| $1.6M | 0.01% |
45,426
-1,845
| -4% | -$83.9K |
|
1099
PUT
StoneCo
STNE
$2.58B
| $1.59M | 0.01% |
73,200
+37,300
| +104% | +$1.42M |
|
1100
PUT
Kohl's
KSS
$2.19B
| $1.59M | 0.01% |
109,000
+45,800
| +72% | +$1.72M |
|
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.