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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 | |
|---|---|---|---|---|---|---|
|
ATCO
2401
DELISTED
Atlas Corp.
ATCO
| $273K | ﹤0.01% |
+35,503
| New | +$392K |
|
|
AIV
2402
Aimco
AIV
$381M
| $272K | ﹤0.01% |
+58,133
| New | +$372K |
|
2403
Capital Southwest
CSWC
$1.6B
| $272K | ﹤0.01% |
23,818
-15,750
| -40% | -$285K |
|
|
PRFT
2404
DELISTED
Perficient Inc
PRFT
| $272K | ﹤0.01% |
10,024
-25,592
| -72% | -$1.12M |
|
|
BMTC
2405
DELISTED
Bryn Mawr Bank Corp
BMTC
| $272K | ﹤0.01% |
9,574
-43,099
| -82% | -$1.51M |
|
2406
Ducommun
DCO
$2.94B
| $271K | ﹤0.01% |
10,903
-523
| -5% | -$20.1K |
|
|
EGOV
2407
DELISTED
NIC Inc
EGOV
| $271K | ﹤0.01% |
11,779
-25,202
| -68% | -$514K |
|
2408
PUT
Winnebago Industries
WGO
$906M
| $270K | ﹤0.01% |
9,700
-11,000
| -53% | -$531K |
|
|
PSB
2409
DELISTED
PS Business Parks, Inc.
PSB
| $270K | ﹤0.01% |
+1,995
| New | +$310K |
|
2410
Cboe Global Markets
CBOE
$29.8B
| $269K | ﹤0.01% |
+3,019
| New | +$338K |
|
2411
Herc Holdings
HRI
$5.68B
| $269K | ﹤0.01% |
13,135
-24,353
| -65% | -$888K |
|
2412
Hercules Capital
HTGC
$3.21B
| $269K | ﹤0.01% |
35,256
-59,932
| -63% | -$782K |
|
2413
CALL
Itaú Unibanco
ITUB
$86.9B
| $268K | ﹤0.01% |
81,910
+44,116
| +117% | +$226K |
|
2414
PUT
Mohawk Industries
MHK
$9.19B
| $267K | ﹤0.01% |
3,500
-8,900
| -72% | -$1.05M |
|
2415
PUT
MACOM Technology Solutions
MTSI
$22.7B
| $267K | ﹤0.01% |
+14,100
| New | +$358K |
|
2416
CALL
Under Armour
UAA
$2.52B
| $267K | ﹤0.01% |
29,000
-5,200
| -15% | -$83.6K |
|
2417
PUT
ZTO Express
ZTO
$18.2B
| $267K | ﹤0.01% |
+10,100
| New | +$245K |
|
|
VAR
2418
PUT
DELISTED
Varian Medical Systems, Inc.
VAR
| $267K | ﹤0.01% |
2,600
+600
| +30% | +$79.2K |
|
2419
CALL
Carnival Corporation Ltd
CCL
$38B
| $266K | ﹤0.01% |
20,200
-12,800
| -39% | -$455K |
|
2420
Ichor Holdings
ICHR
$2.43B
| $266K | ﹤0.01% |
13,903
-62,585
| -82% | -$1.89M |
|
|
SAVE
2421
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $266K | ﹤0.01% |
20,600
+15,000
| +268% | +$482K |
|
|
K
2422
PUT
DELISTED
Kellanova
K
| $264K | ﹤0.01% |
4,686
-22,152
| -83% | -$1.36M |
|
|
SKX
2423
PUT
DELISTED
Skechers
SKX
| $264K | ﹤0.01% |
11,100
-13,500
| -55% | -$466K |
|
2424
PUT
WEC Energy
WEC
$34.6B
| $264K | ﹤0.01% |
3,000
-17,900
| -86% | -$1.72M |
|
2425
PUT
Entergy
ETR
$49.3B
| $263K | ﹤0.01% |
5,600
-38,200
| -87% | -$2.26M |
|
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.