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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 | |
|---|---|---|---|---|---|---|
3826
CALL
Targa Resources
TRGP
$55.1B
| – | – |
-7,400
| Closed | -$302K |
|
3827
CALL
TripAdvisor
TRIP
$1.26B
| – | – |
-21,700
| Closed | -$659K |
|
|
3828
PUT
TripAdvisor
TRIP
$1.26B
| – | – |
-11,000
| Closed | -$334K |
|
3829
TORM
TRMD
$3.02B
| – | – |
-35,900
| Closed | -$389K |
|
3830
Terreno Realty
TRNO
$7.49B
| – | – |
-44,420
| Closed | -$2.4M |
|
3831
CALL
T. Rowe Price
TROW
$24.3B
| – | – |
-2,700
| Closed | -$329K |
|
3832
TC Energy
TRP
$65.9B
| – | – |
-84,305
| Closed | -$4.49M |
|
3833
CALL
Trupanion
TRUP
$1.18B
| – | – |
-6,300
| Closed | -$236K |
|
|
3834
Trupanion
TRUP
$1.18B
| – | – |
-5,421
| Closed | -$170K |
|
|
TSE
3835
DELISTED
Trinseo
TSE
| – | – |
-27,593
| Closed | -$1.03M |
|
3836
Tower Semiconductor
TSEM
$28.5B
| – | – |
-436,757
| Closed | -$10.5M |
|
3837
Tyson Foods
TSN
$20.4B
| – | – |
-93,266
| Closed | -$6.97M |
|
3838
CALL
Trane Technologies
TT
$106B
| – | – |
-2,500
| Closed | -$332K |
|
|
3839
PUT
Trane Technologies
TT
$106B
| – | – |
-2,100
| Closed | -$279K |
|
3840
TechTarget
TTGT
$278M
| – | – |
-55,645
| Closed | -$1.45M |
|
3841
TTM Technologies
TTMI
$14.5B
| – | – |
-308,317
| Closed | -$4.64M |
|
3842
Telus
TU
$15.3B
| – | – |
-221,520
| Closed | -$4.29M |
|
3843
Twin Disc
TWIN
$348M
| – | – |
-20,166
| Closed | -$222K |
|
3844
Twist Bioscience
TWST
$7.25B
| – | – |
-61,537
| Closed | -$1.29M |
|
3845
CALL
Textron
TXT
$15.4B
| – | – |
-15,800
| Closed | -$705K |
|
|
3846
Textron
TXT
$15.4B
| – | – |
-32,279
| Closed | -$1.44M |
|
|
3847
PUT
Textron
TXT
$15.4B
| – | – |
-16,800
| Closed | -$749K |
|
|
UBX
3848
DELISTED
Unity Biotechnology
UBX
| – | – |
-3,477
| Closed | -$251K |
|
3849
PUT
Universal Health Services
UHS
$10.5B
| – | – |
-8,500
| Closed | -$1.22M |
|
3850
Ubiquiti
UI
$34.3B
| – | – |
-3,688
| Closed | -$563K |
|
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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.