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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 | |
|---|---|---|---|---|---|---|
1851
HBT Financial
HBT
$1.29B
| $557K | ﹤0.01% |
52,940
-60,838
| -53% | -$998K |
|
1852
CALL
Newell Brands
NWL
$2.47B
| $556K | ﹤0.01% |
41,900
-121,800
| -74% | -$2.1M |
|
1853
Casella Waste Systems
CWST
$5.75B
| $555K | ﹤0.01% |
14,212
-44,528
| -76% | -$2.16M |
|
1854
CALL
Autohome
ATHM
$2.66B
| $554K | ﹤0.01% |
+7,800
| New | +$615K |
|
1855
CALL
Vistra
VST
$48.7B
| $554K | ﹤0.01% |
34,700
+15,100
| +77% | +$307K |
|
|
GLOP
1856
DELISTED
GASLOG PARTNERS LP
GLOP
| $553K | ﹤0.01% |
+247,901
| New | +$1.79M |
|
1857
PUT
Albemarle
ALB
$15.5B
| $552K | ﹤0.01% |
9,800
-8,500
| -46% | -$651K |
|
1858
Rayonier Advanced Materials
RYAM
$604M
| $551K | ﹤0.01% |
520,074
-5,648
| -1% | -$14.7K |
|
1859
PUT
Ambarella
AMBA
$3.68B
| $549K | ﹤0.01% |
11,300
-2,800
| -20% | -$161K |
|
1860
Trane Technologies
TT
$106B
| $549K | ﹤0.01% |
6,647
-337,109
| -98% | -$40.9M |
|
1861
PUT
Berkshire Hathaway Class B
BRK.B
$1.15T
| $548K | ﹤0.01% |
3,000
-48,700
| -94% | -$10.4M |
|
1862
PUT
Comcast
CMCSA
$88.6B
| $547K | ﹤0.01% |
15,900
-212,100
| -93% | -$8.95M |
|
|
WUBA
1863
PUT
DELISTED
58.com Inc
WUBA
| $546K | ﹤0.01% |
+11,200
| New | +$644K |
|
1864
PUT
Molina Healthcare
MOH
$10.3B
| $545K | ﹤0.01% |
+3,900
| New | +$522K |
|
1865
CALL
Omnicom Group
OMC
$22.9B
| $544K | ﹤0.01% |
9,900
-13,100
| -57% | -$930K |
|
|
AZUL
1866
DELISTED
Azul
AZUL
| $543K | ﹤0.01% |
+53,284
| New | +$1.69M |
|
1867
CALL
Chemours
CC
$2.26B
| $542K | ﹤0.01% |
61,100
+24,600
| +67% | +$355K |
|
|
JWN
1868
PUT
DELISTED
Nordstrom
JWN
| $542K | ﹤0.01% |
35,300
-51,400
| -59% | -$1.71M |
|
1869
CNB Financial Corp
CCNE
$1.02B
| $541K | ﹤0.01% |
28,684
+22,227
| +344% | +$587K |
|
1870
PUT
Galicia Financial Group
GGAL
$7.36B
| $541K | ﹤0.01% |
76,700
+32,800
| +75% | +$416K |
|
|
1871
CALL
Altria Group
MO
$112B
| $541K | ﹤0.01% |
14,000
-50,400
| -78% | -$2.24M |
|
1872
Paycom
PAYC
$9.56B
| $541K | ﹤0.01% |
+2,677
| New | +$734K |
|
1873
CALL
Credit Acceptance
CACC
$6.06B
| $537K | ﹤0.01% |
2,100
-2,200
| -51% | -$887K |
|
|
AVLR
1874
PUT
DELISTED
Avalara, Inc.
AVLR
| $537K | ﹤0.01% |
+7,200
| New | +$587K |
|
1875
Culp Inc
CULP
$44.3M
| $536K | ﹤0.01% |
72,839
+21,714
| +42% | +$235K |
|
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.