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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 | |
|---|---|---|---|---|---|---|
|
BRKL
2351
DELISTED
Brookline Bancorp
BRKL
| $285K | ﹤0.01% |
+25,310
| New | +$361K |
|
2352
PUT
Crocs
CROX
$6.63B
| $285K | ﹤0.01% |
16,800
+6,300
| +60% | +$201K |
|
2353
CALL
Levi Strauss
LEVI
$9.09B
| $285K | ﹤0.01% |
+22,900
| New | +$405K |
|
2354
OraSure Technologies
OSUR
$275M
| $285K | ﹤0.01% |
26,467
-446,926
| -94% | -$3.2M |
|
2355
PUT
Broadridge
BR
$19.8B
| $284K | ﹤0.01% |
3,000
| – | – |
|
2356
Gaia
GAIA
$48.1M
| $284K | ﹤0.01% |
31,930
-26,093
| -45% | -$212K |
|
2357
PUT
Illinois Tool Works
ITW
$83.9B
| $284K | ﹤0.01% |
2,000
-1,400
| -41% | -$238K |
|
2358
CALL
Petrobras
PBR
$118B
| $284K | ﹤0.01% |
51,600
-6,200
| -11% | -$74K |
|
2359
CALL
Thermo Fisher Scientific
TMO
$222B
| $284K | ﹤0.01% |
1,000
-13,100
| -93% | -$4.13M |
|
|
2360
PUT
Thermo Fisher Scientific
TMO
$222B
| $284K | ﹤0.01% |
1,000
-17,000
| -94% | -$5.36M |
|
2361
iShares MSCI EAFE ETF
EFA
$79.8B
| $283K | ﹤0.01% |
5,300
-23,300
| -81% | -$1.48M |
|
2362
Landstar System
LSTR
$6.05B
| $283K | ﹤0.01% |
+2,949
| New | +$314K |
|
2363
Sempra
SRE
$55.1B
| $283K | ﹤0.01% |
+5,016
| New | +$356K |
|
|
HTT
2364
High Templar Tech Ltd
HTT
$394M
| $282K | ﹤0.01% |
156,681
-98,778
| -39% | -$277K |
|
|
WW
2365
CALL
DELISTED
WW International
WW
| $282K | ﹤0.01% |
16,700
+8,400
| +101% | +$261K |
|
|
CTO
2366
CTO Realty Growth
CTO
$805M
| $281K | ﹤0.01% |
22,833
-117,052
| -84% | -$1.82M |
|
2367
First Commonwealth Financial
FCF
$2.17B
| $281K | ﹤0.01% |
+30,725
| New | +$380K |
|
2368
PUT
Roper Technologies
ROP
$39.9B
| $281K | ﹤0.01% |
900
-4,600
| -84% | -$1.63M |
|
|
PXD
2369
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $281K | ﹤0.01% |
4,000
-2,000
| -33% | -$238K |
|
|
EIGI
2370
DELISTED
Endurance International Group Holdings, Inc.
EIGI
| $281K | ﹤0.01% |
145,678
+115,973
| +390% | +$451K |
|
2371
CALL
Corpay
CPAY
$26.2B
| $280K | ﹤0.01% |
1,500
+500
| +50% | +$138K |
|
|
NVRO
2372
CALL
DELISTED
NEVRO CORP.
NVRO
| $280K | ﹤0.01% |
2,800
-100
| -3% | -$12K |
|
|
TAST
2373
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $280K | ﹤0.01% |
+153,696
| New | +$642K |
|
2374
Gossamer Bio
GOSS
$86.1M
| $279K | ﹤0.01% |
+27,466
| New | +$359K |
|
2375
CALL
Perrigo
PRGO
$1.75B
| $279K | ﹤0.01% |
5,800
+600
| +12% | +$32.2K |
|
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.