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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 | |
|---|---|---|---|---|---|---|
1201
Farmers National Banc Corp
FMNB
$930M
| $1.36M | 0.01% |
117,275
+89,672
| +325% | +$1.33M |
|
1202
Heron Therapeutics
HRTX
$92.9M
| $1.36M | 0.01% |
116,226
-17,757
| -13% | -$334K |
|
1203
Invesco Mortgage Capital
IVR
$805M
| $1.36M | 0.01% |
39,882
-10,762
| -21% | -$1.58M |
|
1204
Norfolk Southern
NSC
$75.1B
| $1.36M | 0.01% |
+9,297
| New | +$1.72M |
|
1205
The Bancorp
TBBK
$2.84B
| $1.35M | 0.01% |
222,977
+56,599
| +34% | +$604K |
|
1206
CALL
TSMC
TSM
$2.18T
| $1.35M | 0.01% |
+28,300
| New | +$1.55M |
|
1207
PUT
General Dynamics
GD
$106B
| $1.35M | 0.01% |
10,200
+3,000
| +42% | +$498K |
|
|
IRBT
1208
PUT
DELISTED
iRobot
IRBT
| $1.35M | 0.01% |
33,000
-17,800
| -35% | -$854K |
|
1209
Allegiant Air
ALGT
$2.57B
| $1.35M | 0.01% |
16,493
-1,779
| -10% | -$256K |
|
1210
PUT
NovoCure
NVCR
$1.91B
| $1.35M | 0.01% |
20,000
+9,000
| +82% | +$711K |
|
1211
RadNet
RDNT
$5.69B
| $1.35M | 0.01% |
128,038
+23,900
| +23% | +$450K |
|
1212
CALL
Newmont
NEM
$119B
| $1.34M | 0.01% |
29,700
-81,800
| -73% | -$3.69M |
|
1213
PUT
Martin Marietta Materials
MLM
$33B
| $1.34M | 0.01% |
7,100
-8,000
| -53% | -$1.91M |
|
|
1214
CALL
Autodesk
ADSK
$52.6B
| $1.34M | 0.01% |
8,600
+5,600
| +187% | +$1.03M |
|
1215
Oneok
OKE
$54.5B
| $1.34M | 0.01% |
61,435
+51,657
| +528% | +$3.15M |
|
1216
PUT
Franco-Nevada
FNV
$46B
| $1.33M | 0.01% |
13,400
-22,600
| -63% | -$2.45M |
|
|
GTHX
1217
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
| $1.33M | 0.01% |
121,049
+54,178
| +81% | +$1.01M |
|
1218
PUT
Royal Gold
RGLD
$19.5B
| $1.33M | 0.01% |
15,200
-39,400
| -72% | -$4.07M |
|
1219
CALL
Northrop Grumman
NOC
$81.2B
| $1.33M | 0.01% |
4,400
-26,300
| -86% | -$9.15M |
|
1220
Pacira BioSciences
PCRX
$997M
| $1.33M | 0.01% |
39,675
-92,199
| -70% | -$3.83M |
|
|
SCS
1221
DELISTED
Steelcase
SCS
| $1.33M | 0.01% |
134,665
-254,247
| -65% | -$4.2M |
|
1222
Dover
DOV
$28.4B
| $1.32M | 0.01% |
+15,786
| New | +$1.67M |
|
1223
Unitil
UTL
$980M
| $1.32M | 0.01% |
25,305
-1,954
| -7% | -$116K |
|
|
UFS
1224
DELISTED
DOMTAR CORPORATION (New)
UFS
| $1.32M | 0.01% |
61,198
-45,482
| -43% | -$1.45M |
|
1225
CALL
StoneCo
STNE
$2.58B
| $1.32M | 0.01% |
60,700
+27,000
| +80% | +$1.03M |
|
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.