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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 | |
|---|---|---|---|---|---|---|
951
Universal Insurance Holdings
UVE
$1.23B
| $2.04M | 0.02% |
113,682
-37,956
| -25% | -$871K |
|
952
Hartford Financial Services
HIG
$39.3B
| $2.03M | 0.02% |
+57,668
| New | +$3M |
|
953
CALL
Royal Gold
RGLD
$19.5B
| $2.03M | 0.02% |
23,100
-25,300
| -52% | -$2.61M |
|
|
TCDA
954
DELISTED
Tricida, Inc. Common Stock
TCDA
| $2.02M | 0.02% |
92,029
+48,477
| +111% | +$1.56M |
|
955
PUT
United Parcel Service
UPS
$88.9B
| $2.02M | 0.02% |
21,600
+14,500
| +204% | +$1.5M |
|
956
Ziff Davis
ZD
$1.98B
| $2.02M | 0.02% |
+30,952
| New | +$2.42M |
|
957
Cars.com
CARS
$660M
| $2.01M | 0.02% |
467,171
-746,445
| -62% | -$7.21M |
|
|
958
CALL
United Parcel Service
UPS
$88.9B
| $2.01M | 0.02% |
21,500
+7,900
| +58% | +$818K |
|
959
PUT
Halliburton
HAL
$26.6B
| $2.01M | 0.02% |
293,100
+21,100
| +8% | +$367K |
|
960
Digital Turbine
APPS
$1.74B
| $2.01M | 0.02% |
465,449
+56,283
| +14% | +$348K |
|
961
CALL
Delta Air Lines
DAL
$60.1B
| $2M | 0.02% |
70,200
+30,600
| +77% | +$1.52M |
|
962
KT
KT
$8.81B
| $2M | 0.02% |
257,493
-421,107
| -62% | -$4.17M |
|
|
CPE
963
DELISTED
Callon Petroleum Company
CPE
| $2M | 0.02% |
365,665
+318,179
| +670% | +$7.83M |
|
964
Astronics
ATRO
$3.84B
| $2M | 0.02% |
261,601
+110,244
| +73% | +$1.98M |
|
965
CALL
Hershey
HSY
$36.6B
| $2M | 0.02% |
15,100
-27,000
| -64% | -$3.98M |
|
966
PUT
Advance Auto Parts
AAP
$3.49B
| $2M | 0.02% |
21,400
+12,800
| +149% | +$1.66M |
|
|
MINI
967
DELISTED
Mobile Mini Inc
MINI
| $1.99M | 0.02% |
75,933
-181,905
| -71% | -$6.61M |
|
968
PUT
Occidental Petroleum
OXY
$55.9B
| $1.99M | 0.02% |
171,600
-237,800
| -58% | -$7.81M |
|
969
PUT
Take-Two Interactive
TTWO
$46.1B
| $1.98M | 0.02% |
16,700
-19,300
| -54% | -$2.28M |
|
970
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.5B
| $1.98M | 0.02% |
+58,000
| New | +$2.38M |
|
971
PUT
Tractor Supply
TSCO
$18B
| $1.98M | 0.02% |
117,000
+51,500
| +79% | +$924K |
|
972
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $1.97M | 0.02% |
9,000
+8,000
| +800% | +$2.13M |
|
973
CALL
Starbucks
SBUX
$120B
| $1.97M | 0.02% |
29,900
-20,900
| -41% | -$1.69M |
|
974
InMode
INMD
$880M
| $1.96M | 0.02% |
+182,346
| New | +$3.23M |
|
975
Copa Holdings
CPA
$5.8B
| $1.96M | 0.02% |
43,256
-88,132
| -67% | -$7.54M |
|
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.