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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 | |
|---|---|---|---|---|---|---|
1601
PUT
Western Digital
WDC
$150B
| $791K | 0.01% |
25,137
-125,024
| -83% | -$5.54M |
|
1602
Arista Networks
ANET
$238B
| $790K | 0.01% |
62,400
-97,600
| -61% | -$1.27M |
|
1603
CALL
Innovative Industrial Properties
IIPR
$1.72B
| $790K | 0.01% |
10,400
-2,500
| -19% | -$211K |
|
1604
Envista
NVST
$4.52B
| $790K | 0.01% |
52,909
-1,686,824
| -97% | -$43.2M |
|
1605
Sasol
SSL
$7.1B
| $786K | 0.01% |
391,056
+372,254
| +1,980% | +$4.75M |
|
1606
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.8B
| $785K | 0.01% |
+16,000
| New | +$945K |
|
1607
Xerox
XRX
$425M
| $784K | 0.01% |
41,397
-270,429
| -87% | -$8.59M |
|
1608
PUT
Lennar Class A
LEN
$21.2B
| $783K | 0.01% |
21,177
-104,333
| -83% | -$5.91M |
|
1609
VanEck Junior Gold Miners ETF
GDXJ
$8.46B
| $782K | 0.01% |
27,820
+11,510
| +71% | +$437K |
|
1610
CALL
US Bancorp
USB
$99.6B
| $782K | 0.01% |
22,700
-1,200
| -5% | -$57.8K |
|
|
ITIC
1611
Investors Title Co
ITIC
$547M
| $781K | 0.01% |
6,099
+404
| +7% | +$62.1K |
|
1612
FB Financial Corp
FBK
$3.04B
| $780K | 0.01% |
+39,573
| New | +$1.27M |
|
1613
CALL
Galicia Financial Group
GGAL
$7.42B
| $778K | 0.01% |
110,300
+82,800
| +301% | +$1.05M |
|
|
CMRX
1614
DELISTED
Chimerix, Inc.
CMRX
| $775K | 0.01% |
537,978
-267,376
| -33% | -$468K |
|
1615
Guidewire Software
GWRE
$14.2B
| $774K | 0.01% |
+9,761
| New | +$1.02M |
|
1616
Protagonist Therapeutics
PTGX
$9.44B
| $774K | 0.01% |
109,623
-94,261
| -46% | -$706K |
|
1617
Rigel Pharmaceuticals
RIGL
$750M
| $774K | 0.01% |
49,587
-80,379
| -62% | -$1.71M |
|
1618
e.l.f. Beauty
ELF
$5.81B
| $772K | 0.01% |
78,475
-133,666
| -63% | -$2.01M |
|
1619
FIVE9
FIVN
$2.54B
| $772K | 0.01% |
10,101
-5,980
| -37% | -$426K |
|
|
1620
PUT
eBay
EBAY
$49.8B
| $770K | 0.01% |
25,600
-19,600
| -43% | -$683K |
|
|
NTCO
1621
DELISTED
Natura &Co Holding S.A. American Depositary Shares (each representing two Common Shares)
NTCO
| $770K | 0.01% |
+78,241
| New | +$1.45M |
|
|
TSC
1622
DELISTED
TriState Capital Holdings, Inc.
TSC
| $769K | 0.01% |
79,534
+68,634
| +630% | +$1.38M |
|
|
ZGNX
1623
DELISTED
Zogenix, Inc.
ZGNX
| $765K | 0.01% |
+30,926
| New | +$1.13M |
|
1624
Rogers Communications
RCI
$18.6B
| $763K | 0.01% |
18,382
-432,256
| -96% | -$20.2M |
|
|
HTLF
1625
DELISTED
Heartland Financial USA, Inc.
HTLF
| $763K | 0.01% |
25,278
+17,278
| +216% | +$757K |
|
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.