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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 | |
|---|---|---|---|---|---|---|
1976
PUT
Waters Corp
WAT
$40.5B
| $473K | ﹤0.01% |
2,600
+1,600
| +160% | +$337K |
|
1977
CALL
AngloGold Ashanti
AU
$49.3B
| $472K | ﹤0.01% |
28,400
-12,000
| -30% | -$235K |
|
1978
MGP Ingredients
MGPI
$379M
| $471K | ﹤0.01% |
17,500
-9,632
| -36% | -$329K |
|
1979
Wolfspeed
WOLF
$1.56B
| $471K | ﹤0.01% |
13,270
-885,236
| -99% | -$39.8M |
|
|
PDS
1980
Precision Drilling
PDS
$1.05B
| $470K | ﹤0.01% |
74,911
+30,851
| +70% | +$655K |
|
|
DO
1981
DELISTED
Diamond Offshore Drilling
DO
| $469K | ﹤0.01% |
256,313
+91,654
| +56% | +$375K |
|
1982
CALL
General Motors
GM
$77.6B
| $468K | ﹤0.01% |
22,500
-147,200
| -87% | -$4.49M |
|
1983
CALL
Nexstar Media Group
NXST
$5.9B
| $468K | ﹤0.01% |
8,100
-26,600
| -77% | -$2.81M |
|
|
CNSL
1984
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $468K | ﹤0.01% |
102,820
-50,484
| -33% | -$257K |
|
1985
PUT
Chemours
CC
$2.19B
| $467K | ﹤0.01% |
52,700
+20,600
| +64% | +$297K |
|
1986
Bank of Marin Bancorp
BMRC
$454M
| $466K | ﹤0.01% |
+15,527
| New | +$612K |
|
|
HARP
1987
DELISTED
Harpoon Therapeutics, Inc. Common Stock
HARP
| $466K | ﹤0.01% |
4,023
+68
| +2% | +$9.56K |
|
1988
CALL
Inogen
INGN
$164M
| $465K | ﹤0.01% |
+9,000
| New | +$432K |
|
1989
CALL
MetLife
MET
$61.7B
| $465K | ﹤0.01% |
15,200
-27,000
| -64% | -$1.2M |
|
|
PRAH
1990
PUT
DELISTED
PRA Health Sciences, Inc.
PRAH
| $465K | ﹤0.01% |
5,600
-1,700
| -23% | -$166K |
|
1991
Employers Holdings
EIG
$880M
| $464K | ﹤0.01% |
11,458
-15,387
| -57% | -$630K |
|
|
P
1992
PUT
Everpure Inc
P
$33B
| $464K | ﹤0.01% |
37,700
+12,500
| +50% | +$203K |
|
|
VIVO
1993
DELISTED
Meridian Bioscience Inc
VIVO
| $464K | ﹤0.01% |
55,287
-15,352
| -22% | -$129K |
|
1994
Planet Fitness
PLNT
$3.71B
| $463K | ﹤0.01% |
9,500
-47,305
| -83% | -$3.3M |
|
1995
PUT
Scorpio Tankers
STNG
$3.84B
| $463K | ﹤0.01% |
24,200
-5,000
| -17% | -$119K |
|
1996
Cactus
WHD
$5.67B
| $462K | ﹤0.01% |
+39,843
| New | +$1M |
|
|
BIG
1997
CALL
DELISTED
Big Lots, Inc.
BIG
| $462K | ﹤0.01% |
32,500
+15,700
| +93% | +$355K |
|
1998
Cass Information Systems
CASS
$735M
| $461K | ﹤0.01% |
13,108
-282
| -2% | -$13.6K |
|
1999
Center Bancorp
CNOB
$1.77B
| $460K | ﹤0.01% |
34,254
+6,427
| +23% | +$135K |
|
|
VNE
2000
DELISTED
Veoneer, Inc.
VNE
| $460K | ﹤0.01% |
62,805
-100,277
| -61% | -$1.2M |
|
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.