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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 | |
|---|---|---|---|---|---|---|
2101
PUT
Consolidated Edison
ED
$39.3B
| $398K | ﹤0.01% |
5,100
-15,500
| -75% | -$1.36M |
|
2102
Future Fuel
FF
$226M
| $397K | ﹤0.01% |
35,208
-3,907
| -10% | -$43.5K |
|
2103
PUT
Public Storage
PSA
$60.8B
| $397K | ﹤0.01% |
2,000
-21,600
| -92% | -$4.63M |
|
|
TRHC
2104
PUT
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
| $397K | ﹤0.01% |
7,600
+1,200
| +19% | +$65K |
|
2105
Alphabet (Google) Class A
GOOGL
$4.37T
| $396K | ﹤0.01% |
6,820
-674,800
| -99% | -$45.7M |
|
2106
Whirlpool
WHR
$2.75B
| $396K | ﹤0.01% |
+4,615
| New | +$606K |
|
2107
PUT
Polaris
PII
$3.97B
| $395K | ﹤0.01% |
8,200
-1,800
| -18% | -$148K |
|
|
LTRPA
2108
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $395K | ﹤0.01% |
219,604
+129,376
| +143% | +$649K |
|
2109
Crocs
CROX
$6.63B
| $394K | ﹤0.01% |
23,204
-51,492
| -69% | -$1.64M |
|
2110
PUT
Petrobras
PBR
$118B
| $394K | ﹤0.01% |
71,600
+20,600
| +40% | +$246K |
|
2111
Costamare
CMRE
$1.74B
| $393K | ﹤0.01% |
86,978
-82,782
| -49% | -$593K |
|
|
DCH
2112
Dauch Corp
DCH
$1.58B
| $391K | ﹤0.01% |
108,444
+30,629
| +39% | +$228K |
|
2113
PUT
HealthEquity
HQY
$8.93B
| $390K | ﹤0.01% |
7,700
-4,600
| -37% | -$305K |
|
2114
Rocky Brands
RCKY
$364M
| $390K | ﹤0.01% |
20,140
+7,490
| +59% | +$184K |
|
2115
Nelnet
NNI
$4.53B
| $389K | ﹤0.01% |
+8,571
| New | +$462K |
|
2116
PUT
Parker-Hannifin
PH
$134B
| $389K | ﹤0.01% |
3,000
-600
| -17% | -$109K |
|
2117
Neuronetics
STIM
$151M
| $389K | ﹤0.01% |
205,703
+125,272
| +156% | +$392K |
|
2118
WaFd
WAFD
$2.76B
| $389K | ﹤0.01% |
+14,987
| New | +$479K |
|
|
JWN
2119
CALL
DELISTED
Nordstrom
JWN
| $387K | ﹤0.01% |
25,200
-13,700
| -35% | -$457K |
|
|
ITI
2120
DELISTED
Iteris, Inc.
ITI
| $387K | ﹤0.01% |
121,031
-11,510
| -9% | -$53.7K |
|
2121
CALL
Healthpeak Properties
DOC
$14.4B
| $386K | ﹤0.01% |
16,200
-21,200
| -57% | -$691K |
|
2122
CALL
Molson Coors Class B
TAP
$7.93B
| $386K | ﹤0.01% |
9,900
-21,000
| -68% | -$1.06M |
|
|
BMCH
2123
DELISTED
BMC Stock Holdings, Inc
BMCH
| $386K | ﹤0.01% |
21,799
-96,148
| -82% | -$2.51M |
|
|
FRTA
2124
DELISTED
Forterra, Inc
FRTA
| $385K | ﹤0.01% |
64,352
-36,473
| -36% | -$417K |
|
2125
Veru
VERU
$44.5M
| $383K | ﹤0.01% |
+11,715
| New | +$440K |
|
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.