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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 | |
|---|---|---|---|---|---|---|
2526
PUT
Danaher
DHR
$147B
| $235K | ﹤0.01% |
+1,918
| New | +$258K |
|
2527
CALL
Johnson Controls International
JCI
$91.3B
| $235K | ﹤0.01% |
+8,700
| New | +$324K |
|
2528
PUT
LGI Homes
LGIH
$1.32B
| $235K | ﹤0.01% |
5,200
-26,600
| -84% | -$1.98M |
|
2529
PUT
Ryder
R
$9.98B
| $235K | ﹤0.01% |
8,900
-4,100
| -32% | -$173K |
|
2530
Sunstone Hotel Investors
SHO
$2.01B
| $235K | ﹤0.01% |
27,011
-1,714,464
| -98% | -$19.9M |
|
2531
CALL
Sociedad Química y Minera de Chile
SQM
$20.8B
| $235K | ﹤0.01% |
10,400
-9,100
| -47% | -$246K |
|
2532
PUT
Ecolab
ECL
$79.7B
| $234K | ﹤0.01% |
1,500
-8,000
| -84% | -$1.5M |
|
2533
CALL
Consolidated Edison
ED
$39.3B
| $234K | ﹤0.01% |
3,000
-13,100
| -81% | -$1.15M |
|
2534
Warner Bros
WBD
$67.4B
| $234K | ﹤0.01% |
+12,047
| New | +$331K |
|
|
AY
2535
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $234K | ﹤0.01% |
10,493
-524,609
| -98% | -$14.2M |
|
2536
AdvanSix
ASIX
$439M
| $233K | ﹤0.01% |
+24,452
| New | +$380K |
|
|
JKS
2537
CALL
JinkoSolar
JKS
$886M
| $233K | ﹤0.01% |
15,700
-5,900
| -27% | -$124K |
|
2538
PUT
ON Semiconductor
ON
$31.1B
| $233K | ﹤0.01% |
18,700
-25,000
| -57% | -$489K |
|
2539
PUT
Tanger
SKT
$4.44B
| $233K | ﹤0.01% |
46,500
+30,700
| +194% | +$375K |
|
2540
United States Oil Fund
USO
$1.78B
| $233K | ﹤0.01% |
6,930
+5,110
| +281% | +$394K |
|
2541
Byline Bancorp
BY
$1.75B
| $232K | ﹤0.01% |
22,376
+6,592
| +42% | +$112K |
|
2542
PUT
Cognex
CGNX
$10.8B
| $232K | ﹤0.01% |
+5,500
| New | +$275K |
|
2543
PUT
Cognizant
CTSH
$26.3B
| $232K | ﹤0.01% |
5,000
-5,000
| -50% | -$298K |
|
2544
CALL
VanEck Oil Services ETF
OIH
$1.95B
| $232K | ﹤0.01% |
2,880
-555
| -16% | -$103K |
|
2545
Robert Half
RHI
$4.37B
| $232K | ﹤0.01% |
6,139
-448,225
| -99% | -$24.3M |
|
2546
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.55B
| $232K | ﹤0.01% |
14,400
-27,000
| -65% | -$627K |
|
2547
Bausch Health
BHC
$2.37B
| $231K | ﹤0.01% |
14,924
-998,257
| -99% | -$24.1M |
|
2548
Bassett Furniture
BSET
$169M
| $231K | ﹤0.01% |
42,415
+7,997
| +23% | +$88.7K |
|
2549
PUT
Check Point Software Technologies
CHKP
$13.4B
| $231K | ﹤0.01% |
2,300
-15,200
| -87% | -$1.63M |
|
|
HBI
2550
PUT
DELISTED
Hanesbrands
HBI
| $231K | ﹤0.01% |
+29,300
| New | +$371K |
|
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.