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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 | |
|---|---|---|---|---|---|---|
|
176
eBay
EBAY
$49.3B
| $14.4M | 0.12% |
478,817
-6,691,962
| -93% | -$233M |
|
177
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
| $14.3M | 0.12% |
514,400
+420,200
| +446% | +$13.4M |
|
178
Bank of America
BAC
$444B
| $14.2M | 0.12% |
+669,316
| New | +$20.1M |
|
179
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.5B
| $14.2M | 0.12% |
431,591
-47,862
| -10% | -$3.17M |
|
180
Teradata
TDC
$2.52B
| $14.1M | 0.12% |
689,920
-13,853
| -2% | -$319K |
|
|
181
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
| $14.1M | 0.12% |
510,000
+446,000
| +697% | +$14.3M |
|
182
US Foods
USFD
$23.7B
| $14M | 0.11% |
790,719
-83,851
| -10% | -$2.81M |
|
183
Motorola Solutions
MSI
$78.5B
| $14M | 0.11% |
105,022
-50,460
| -32% | -$8.46M |
|
184
IPG Photonics
IPGP
$3.9B
| $13.9M | 0.11% |
125,968
+56,898
| +82% | +$7.44M |
|
|
SAGE
185
DELISTED
Sage Therapeutics
SAGE
| $13.8M | 0.11% |
479,025
+467,722
| +4,138% | +$27.1M |
|
|
XYZ
186
CALL
Block Inc
XYZ
$48B
| $13.7M | 0.11% |
260,900
+26,100
| +11% | +$1.79M |
|
|
AVLR
187
DELISTED
Avalara, Inc.
AVLR
| $13.7M | 0.11% |
183,197
-380,233
| -67% | -$31M |
|
188
Grand Canyon Education
LOPE
$3.85B
| $13.6M | 0.11% |
+178,691
| New | +$14.7M |
|
189
PUT
Pfizer
PFE
$148B
| $13.6M | 0.11% |
438,253
+275,305
| +169% | +$9.38M |
|
190
Progressive
PGR
$124B
| $13.3M | 0.11% |
180,571
-1,000,255
| -85% | -$77.1M |
|
|
SCHW
191
Charles Schwab
SCHW
$188B
| $13.3M | 0.11% |
395,683
+359,955
| +1,007% | +$15.1M |
|
192
Intel
INTC
$509B
| $13.3M | 0.11% |
245,679
-2,813,016
| -92% | -$166M |
|
193
Accenture
ACN
$102B
| $13.2M | 0.11% |
+81,074
| New | +$15.6M |
|
194
3M
MMM
$93.5B
| $13.2M | 0.11% |
115,614
-797,448
| -87% | -$105M |
|
195
Transocean
RIG
$5.88B
| $13.2M | 0.11% |
11,350,766
+9,864,094
| +664% | +$38.5M |
|
196
Carnival Corporation Ltd
CCL
$40.4B
| $13.1M | 0.11% |
993,174
-2,172,455
| -69% | -$77.3M |
|
197
CALL
Boeing
BA
$189B
| $13M | 0.11% |
87,300
+24,200
| +38% | +$6.62M |
|
198
Humana
HUM
$43.2B
| $13M | 0.11% |
+41,377
| New | +$14M |
|
199
Steris
STE
$21.7B
| $12.8M | 0.1% |
91,800
-190,672
| -68% | -$28.5M |
|
200
PUT
SPDR Gold Trust
GLD
$138B
| $12.8M | 0.1% |
+86,200
| New | +$12.8M |
|
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.