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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 | |
|---|---|---|---|---|---|---|
2551
PUT
iShares S&P 500 Growth ETF
IVW
$77.4B
| $231K | ﹤0.01% |
+5,600
| New | +$265K |
|
|
RDFN
2552
CALL
DELISTED
Redfin
RDFN
| $231K | ﹤0.01% |
15,000
+1,800
| +14% | +$41.9K |
|
|
QVCGA
2553
PUT
DELISTED
QVC Group Inc Series A
QVCGA
| $231K | ﹤0.01% |
+779
| New | +$278K |
|
2554
PUT
Freshpet
FRPT
$3.26B
| $230K | ﹤0.01% |
3,600
-4,600
| -56% | -$295K |
|
2555
CALL
Intuit
INTU
$91.5B
| $230K | ﹤0.01% |
1,000
-4,000
| -80% | -$1.08M |
|
|
2556
PUT
Intuit
INTU
$91.5B
| $230K | ﹤0.01% |
1,000
-5,600
| -85% | -$1.52M |
|
2557
CALL
Kimberly-Clark
KMB
$35.9B
| $230K | ﹤0.01% |
1,800
-6,600
| -79% | -$913K |
|
2558
CALL
Williams-Sonoma
WSM
$29.5B
| $230K | ﹤0.01% |
10,800
-20,600
| -66% | -$655K |
|
2559
PUT
Hain Celestial
HAIN
$53.4M
| $229K | ﹤0.01% |
8,800
-11,700
| -57% | -$292K |
|
2560
Edison International
EIX
$26.1B
| $228K | ﹤0.01% |
4,161
+488
| +13% | +$33.8K |
|
2561
PUT
Sysco
SYY
$40.1B
| $228K | ﹤0.01% |
5,000
+700
| +16% | +$48.4K |
|
|
HNGR
2562
DELISTED
Hanger Inc.
HNGR
| $228K | ﹤0.01% |
14,646
-33,649
| -70% | -$761K |
|
2563
Airgain
AIRG
$71.7M
| $227K | ﹤0.01% |
30,749
+14,149
| +85% | +$123K |
|
2564
PUT
Elevance Health
ELV
$86.2B
| $227K | ﹤0.01% |
1,000
-12,700
| -93% | -$3.46M |
|
2565
Richmond Mutual Bancorp
RMBI
$254M
| $227K | ﹤0.01% |
22,258
-25,080
| -53% | -$344K |
|
|
AKRX
2566
DELISTED
Akorn Inc
AKRX
| $227K | ﹤0.01% |
403,891
-785,335
| -66% | -$910K |
|
2567
PUT
Centene
CNC
$32.9B
| $226K | ﹤0.01% |
3,800
-88,100
| -96% | -$5.35M |
|
2568
Enova International
ENVA
$6.29B
| $226K | ﹤0.01% |
15,624
-51,036
| -77% | -$1.01M |
|
2569
CALL
PENN Entertainment
PENN
$2.53B
| $226K | ﹤0.01% |
17,900
+2,900
| +19% | +$72.9K |
|
|
WRK
2570
CALL
DELISTED
WestRock Company
WRK
| $226K | ﹤0.01% |
8,000
-4,600
| -37% | -$165K |
|
2571
F5
FFIV
$23.2B
| $225K | ﹤0.01% |
2,106
-4,889
| -70% | -$598K |
|
|
SREV
2572
DELISTED
ServiceSource International, Inc.
SREV
| $225K | ﹤0.01% |
256,816
-182,961
| -42% | -$272K |
|
2573
AstroNova
ALOT
$226M
| $224K | ﹤0.01% |
28,832
-31,596
| -52% | -$365K |
|
2574
O-I Glass
OI
$1.08B
| $224K | ﹤0.01% |
31,477
+4,842
| +18% | +$53K |
|
|
CBL
2575
DELISTED
CBL& Associates Properties, Inc.
CBL
| $224K | ﹤0.01% |
1,119,948
+61,576
| +6% | +$41.9K |
|
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.