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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 | |
|---|---|---|---|---|---|---|
1226
Archer Daniels Midland
ADM
$36.9B
| $1.32M | 0.01% |
37,517
-286,796
| -88% | -$11.7M |
|
|
CXP
1227
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $1.31M | 0.01% |
105,154
-125,640
| -54% | -$2.36M |
|
1228
CALL
Occidental Petroleum
OXY
$55.9B
| $1.31M | 0.01% |
113,400
-267,500
| -70% | -$8.79M |
|
1229
Philip Morris
PM
$295B
| $1.31M | 0.01% |
18,000
-703,752
| -98% | -$57.9M |
|
1230
Albany International
AIN
$1.78B
| $1.31M | 0.01% |
27,678
+24,178
| +691% | +$1.58M |
|
1231
PUT
PepsiCo
PEP
$190B
| $1.31M | 0.01% |
10,900
-110,200
| -91% | -$14.9M |
|
1232
Roper Technologies
ROP
$39.8B
| $1.3M | 0.01% |
+4,172
| New | +$1.48M |
|
1233
FS KKR Capital
FSK
$3.44B
| $1.3M | 0.01% |
108,265
-500,785
| -82% | -$10.7M |
|
1234
PUT
Domino's
DPZ
$11.6B
| $1.3M | 0.01% |
4,000
-11,900
| -75% | -$3.67M |
|
|
FL
1235
CALL
DELISTED
Foot Locker
FL
| $1.29M | 0.01% |
58,700
-63,800
| -52% | -$2.17M |
|
1236
PUT
Phillips 66
PSX
$81.4B
| $1.29M | 0.01% |
24,000
-13,800
| -37% | -$1.12M |
|
1237
PUT
Wheaton Precious Metals
WPM
$60.9B
| $1.29M | 0.01% |
46,800
-25,900
| -36% | -$747K |
|
1238
Wintrust Financial
WTFC
$10.7B
| $1.29M | 0.01% |
39,128
+36,265
| +1,267% | +$2.01M |
|
|
CVA
1239
DELISTED
Covanta Holding Corporation
CVA
| $1.28M | 0.01% |
149,859
-70,443
| -32% | -$950K |
|
1240
Ameren
AEE
$30.1B
| $1.28M | 0.01% |
17,575
-48,184
| -73% | -$3.82M |
|
1241
Hilton Grand Vacations
HGV
$3.55B
| $1.28M | 0.01% |
81,123
-168,378
| -67% | -$4.63M |
|
1242
CALL
Whirlpool
WHR
$2.82B
| $1.28M | 0.01% |
14,900
+400
| +3% | +$52.5K |
|
|
LMNX
1243
DELISTED
Luminex Corp
LMNX
| $1.27M | 0.01% |
46,315
-31,628
| -41% | -$777K |
|
|
GRUB
1244
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $1.27M | 0.01% |
15,650
-7,650
| -33% | -$752K |
|
1245
CALL
NetApp
NTAP
$37.2B
| $1.27M | 0.01% |
30,500
+17,800
| +140% | +$920K |
|
|
RST
1246
DELISTED
ROSETTA STONE INC
RST
| $1.27M | 0.01% |
90,587
-101,559
| -53% | -$1.7M |
|
1247
H.B. Fuller
FUL
$3.28B
| $1.27M | 0.01% |
+45,409
| New | +$1.91M |
|
1248
CALL
Cal-Maine
CALM
$3.99B
| $1.27M | 0.01% |
28,800
+4,300
| +18% | +$163K |
|
1249
TransAlta
TAC
$3.93B
| $1.26M | 0.01% |
241,185
-263,502
| -52% | -$1.79M |
|
1250
Asbury Automotive
ABG
$3.85B
| $1.26M | 0.01% |
+22,874
| New | +$1.99M |
|
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.