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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 | |
|---|---|---|---|---|---|---|
301
PUT
Intel
INTC
$512B
| $8.71M | 0.07% |
160,900
+12,000
| +8% | +$710K |
|
302
Realty Income
O
$59.3B
| $8.67M | 0.07% |
179,466
-59,207
| -25% | -$4.12M |
|
303
Biogen
BIIB
$30.5B
| $8.64M | 0.07% |
+27,300
| New | +$8.28M |
|
304
PUT
Bank of America
BAC
$441B
| $8.6M | 0.07% |
404,900
-672,100
| -62% | -$20.1M |
|
305
Qorvo
QRVO
$8.67B
| $8.45M | 0.07% |
104,831
-16,221
| -13% | -$1.62M |
|
|
INFO
306
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $8.44M | 0.07% |
+140,635
| New | +$10.1M |
|
307
Old Republic International
ORI
$10.4B
| $8.44M | 0.07% |
553,224
+327,371
| +145% | +$6.73M |
|
308
Karyopharm Therapeutics
KPTI
$47.1M
| $8.41M | 0.07% |
29,175
-21,047
| -42% | -$5.81M |
|
309
PUT
CrowdStrike
CRWD
$216B
| $8.39M | 0.07% |
+602,800
| New | +$8.51M |
|
310
Levi Strauss
LEVI
$9.39B
| $8.37M | 0.07% |
673,008
+641,212
| +2,017% | +$11.3M |
|
311
Williams-Sonoma
WSM
$29.5B
| $8.35M | 0.07% |
392,768
+280,906
| +251% | +$8.93M |
|
312
Five Below
FIVE
$13.3B
| $8.25M | 0.07% |
+117,217
| New | +$11.9M |
|
313
Regions Financial
RF
$26.9B
| $8.24M | 0.07% |
918,903
-2,346,280
| -72% | -$32.9M |
|
314
DexCom
DXCM
$32B
| $8.24M | 0.07% |
122,412
-305,840
| -71% | -$19M |
|
|
BKI
315
DELISTED
Black Knight, Inc. Common Stock
BKI
| $8.23M | 0.07% |
+141,754
| New | +$9.28M |
|
316
Polaris
PII
$4.08B
| $8.22M | 0.07% |
170,751
-132,228
| -44% | -$10.8M |
|
317
CALL
JPMorgan Chase
JPM
$953B
| $8.22M | 0.07% |
91,300
-302,700
| -77% | -$36.8M |
|
318
PTC Therapeutics
PTCT
$6.06B
| $8.15M | 0.07% |
182,611
-92,536
| -34% | -$4.66M |
|
319
RB Global
RBA
$17.6B
| $8.14M | 0.07% |
238,241
-273,898
| -53% | -$10.9M |
|
320
Sea Limited
SE
$69.3B
| $8.07M | 0.07% |
182,166
-436,140
| -71% | -$19.6M |
|
321
Roku
ROKU
$22.7B
| $8.06M | 0.07% |
+92,153
| New | +$10.6M |
|
322
Illinois Tool Works
ITW
$85.4B
| $8.02M | 0.07% |
+56,407
| New | +$9.58M |
|
323
Fortinet
FTNT
$117B
| $7.96M | 0.06% |
393,610
-5,977,585
| -94% | -$128M |
|
324
Spotify
SPOT
$101B
| $7.96M | 0.06% |
65,523
+53,094
| +427% | +$7.52M |
|
325
Angi Inc
ANGI
$200M
| $7.95M | 0.06% |
151,463
+4,459
| +3% | +$332K |
|
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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.