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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 | |
|---|---|---|---|---|---|---|
1451
CALL
United Therapeutics
UTHR
$23.1B
| $939K | 0.01% |
9,900
+1,900
| +24% | +$181K |
|
1452
PUT
Factset
FDS
$10.2B
| $938K | 0.01% |
3,600
-3,000
| -45% | -$816K |
|
1453
First Financial Corp
THFF
$969M
| $938K | 0.01% |
27,811
+3,543
| +15% | +$143K |
|
|
CUTR
1454
DELISTED
Cutera, Inc.
CUTR
| $938K | 0.01% |
71,858
-64,489
| -47% | -$1.63M |
|
1455
PUT
L3Harris
LHX
$53.4B
| $937K | 0.01% |
5,200
-6,400
| -55% | -$1.31M |
|
1456
American Homes 4 Rent
AMH
$12.5B
| $936K | 0.01% |
40,348
-217,200
| -84% | -$5.74M |
|
1457
CBIZ
CBZ
$2.96B
| $935K | 0.01% |
44,696
-55,392
| -55% | -$1.41M |
|
1458
PUT
Travelers Companies
TRV
$80.2B
| $934K | 0.01% |
9,400
-400
| -4% | -$49.7K |
|
1459
CALL
Eaton
ETN
$174B
| $932K | 0.01% |
12,000
+1,000
| +9% | +$91.7K |
|
1460
Bank OZK
OZK
$5.61B
| $932K | 0.01% |
55,831
-64,371
| -54% | -$1.65M |
|
1461
NCR Voyix
VYX
$1.14B
| $932K | 0.01% |
85,865
-212,863
| -71% | -$3.66M |
|
1462
PUT
ResMed
RMD
$30.7B
| $928K | 0.01% |
6,300
+4,300
| +215% | +$685K |
|
1463
CALL
Wheaton Precious Metals
WPM
$60.9B
| $928K | 0.01% |
33,700
-39,200
| -54% | -$1.13M |
|
1464
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.46B
| $927K | 0.01% |
33,000
+27,900
| +547% | +$1.06M |
|
1465
PUT
Essex Property Trust
ESS
$18.5B
| $925K | 0.01% |
4,200
-1,500
| -26% | -$431K |
|
1466
WhiteHorse Finance
WHF
$146M
| $925K | 0.01% |
130,665
-110,182
| -46% | -$1.37M |
|
|
BCOV
1467
DELISTED
Brightcove, Inc.
BCOV
| $924K | 0.01% |
132,535
-34,561
| -21% | -$278K |
|
|
VMW
1468
DELISTED
VMware, Inc
VMW
| $923K | 0.01% |
7,619
-153,477
| -95% | -$21.1M |
|
1469
PUT
Dow Inc
DOW
$21.2B
| $921K | 0.01% |
31,500
-8,700
| -22% | -$370K |
|
|
ZUO
1470
DELISTED
Zuora, Inc.
ZUO
| $921K | 0.01% |
114,383
-100,154
| -47% | -$1.32M |
|
|
1471
Eaton
ETN
$174B
| $920K | 0.01% |
11,847
-846,457
| -99% | -$77.6M |
|
1472
Kirby Corp
KEX
$6.93B
| $920K | 0.01% |
21,155
+12,638
| +148% | +$860K |
|
1473
CALL
W.W. Grainger
GWW
$60.2B
| $919K | 0.01% |
+3,700
| New | +$1.09M |
|
|
1474
PUT
W.W. Grainger
GWW
$60.2B
| $919K | 0.01% |
3,700
-500
| -12% | -$148K |
|
1475
CALL
F5
FFIV
$22.7B
| $917K | 0.01% |
8,600
+6,000
| +231% | +$734K |
|
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.