We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
2201
Bank of Hawaii
BOH
$3.1B
| $342K | ﹤0.01% |
+6,197
| New | +$498K |
|
2202
PUT
Knight Transportation
KNX
$11.2B
| $341K | ﹤0.01% |
+10,400
| New | +$368K |
|
2203
MACOM Technology Solutions
MTSI
$22.7B
| $341K | ﹤0.01% |
18,026
-877
| -5% | -$22.3K |
|
|
BBT
2204
Beacon Financial Corp
BBT
$2.66B
| $340K | ﹤0.01% |
+22,891
| New | +$578K |
|
|
CERN
2205
CALL
DELISTED
Cerner Corp
CERN
| $340K | ﹤0.01% |
5,400
-2,200
| -29% | -$156K |
|
2206
CALL
Oracle
ORCL
$435B
| $338K | ﹤0.01% |
7,000
-60,000
| -90% | -$3.1M |
|
|
NEWR
2207
PUT
DELISTED
New Relic, Inc.
NEWR
| $338K | ﹤0.01% |
+7,300
| New | +$426K |
|
2208
CALL
Universal Health Services
UHS
$10.5B
| $337K | ﹤0.01% |
3,400
-600
| -15% | -$76K |
|
2209
Precision BioSciences
DTIL
$206M
| $336K | ﹤0.01% |
+1,858
| New | +$486K |
|
2210
CALL
Southern Company
SO
$105B
| $336K | ﹤0.01% |
6,200
-35,800
| -85% | -$2.27M |
|
2211
Weyerhaeuser
WY
$18.2B
| $336K | ﹤0.01% |
19,827
-137,285
| -87% | -$3.61M |
|
2212
CALL
Apollo Global Management
APO
$76B
| $335K | ﹤0.01% |
10,000
-24,400
| -71% | -$1.05M |
|
2213
CALL
Southwest Airlines
LUV
$22B
| $335K | ﹤0.01% |
9,400
-24,600
| -72% | -$1.22M |
|
|
CMA
2214
PUT
DELISTED
Comerica
CMA
| $334K | ﹤0.01% |
11,400
-5,400
| -32% | -$293K |
|
2215
CALL
FirstEnergy
FE
$27.1B
| $333K | ﹤0.01% |
8,300
-20,200
| -71% | -$939K |
|
2216
Old Second Bancorp
OSBC
$1.29B
| $333K | ﹤0.01% |
48,213
-31,368
| -39% | -$345K |
|
2217
CALL
Northern Trust
NTRS
$34.4B
| $332K | ﹤0.01% |
4,400
-400
| -8% | -$36.7K |
|
2218
PUT
APA Corp
APA
$14.4B
| $331K | ﹤0.01% |
79,200
+9,900
| +14% | +$221K |
|
2219
PUT
M&T Bank
MTB
$36.3B
| $331K | ﹤0.01% |
3,200
-6,800
| -68% | -$1M |
|
2220
CALL
Winnebago Industries
WGO
$906M
| $331K | ﹤0.01% |
11,900
-2,300
| -16% | -$111K |
|
|
PGNX
2221
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $331K | ﹤0.01% |
87,041
-83,439
| -49% | -$359K |
|
2222
CALL
Aon
AON
$75.7B
| $330K | ﹤0.01% |
2,000
-1,600
| -44% | -$328K |
|
|
BNY
2223
PUT
Bank of New York Mellon
BNY
$108B
| $330K | ﹤0.01% |
9,800
-3,100
| -24% | -$130K |
|
2224
Abbott
ABT
$188B
| $329K | ﹤0.01% |
4,167
-17,660
| -81% | -$1.47M |
|
2225
BayCom
BCML
$332M
| $329K | ﹤0.01% |
27,267
-20,608
| -43% | -$412K |
|
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.