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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 | |
|---|---|---|---|---|---|---|
2651
PUT
Raymond James Financial
RJF
$34.5B
| $202K | ﹤0.01% |
4,800
-4,200
| -47% | -$237K |
|
2652
PUT
Sunrun
RUN
$2.38B
| $202K | ﹤0.01% |
20,000
-5,500
| -22% | -$90.3K |
|
|
SKX
2653
CALL
DELISTED
Skechers
SKX
| $202K | ﹤0.01% |
8,500
-27,300
| -76% | -$942K |
|
2654
Solid Biosciences
SLDB
$918M
| $202K | ﹤0.01% |
5,637
+867
| +18% | +$42.9K |
|
2655
PUT
Carnival Corporation Ltd
CCL
$38B
| $200K | ﹤0.01% |
15,200
-3,800
| -20% | -$135K |
|
|
HA
2656
DELISTED
Hawaiian Holdings, Inc.
HA
| $199K | ﹤0.01% |
19,098
-66,700
| -78% | -$1.52M |
|
2657
First Majestic Silver
AG
$9.29B
| $198K | ﹤0.01% |
+31,919
| New | +$285K |
|
2658
iHeartMedia
IHRT
$561M
| $198K | ﹤0.01% |
27,146
-99,336
| -79% | -$1.46M |
|
2659
PUT
Teck Resources
TECK
$32.8B
| $197K | ﹤0.01% |
26,000
+11,600
| +81% | +$139K |
|
|
FFIC
2660
DELISTED
Flushing Financial
FFIC
| $196K | ﹤0.01% |
14,676
-16,367
| -53% | -$300K |
|
2661
Par Pacific Holdings
PARR
$3.59B
| $196K | ﹤0.01% |
27,619
-58,609
| -68% | -$979K |
|
2662
PUT
Kinder Morgan
KMI
$69.9B
| $195K | ﹤0.01% |
14,000
-7,000
| -33% | -$133K |
|
2663
Mistras Group
MG
$502M
| $195K | ﹤0.01% |
45,738
-36,261
| -44% | -$331K |
|
2664
Aldeyra Therapeutics
ALDX
$91.1M
| $194K | ﹤0.01% |
+78,560
| New | +$353K |
|
2665
Kimco Realty
KIM
$16.2B
| $194K | ﹤0.01% |
+20,075
| New | +$345K |
|
2666
Verrica Pharmaceuticals
VRCA
$88M
| $194K | ﹤0.01% |
1,773
-2,362
| -57% | -$311K |
|
|
OSB
2667
DELISTED
Norbord Inc.
OSB
| $194K | ﹤0.01% |
16,383
-72,002
| -81% | -$1.82M |
|
|
ZUO
2668
CALL
DELISTED
Zuora, Inc.
ZUO
| $193K | ﹤0.01% |
+24,000
| New | +$316K |
|
|
AFI
2669
DELISTED
Armstrong Flooring, Inc.
AFI
| $192K | ﹤0.01% |
134,357
-10,153
| -7% | -$31.4K |
|
2670
CALL
Viatris
VTRS
$18.7B
| $191K | ﹤0.01% |
12,800
-143,300
| -92% | -$2.75M |
|
2671
Artivion
AORT
$1.28B
| $190K | ﹤0.01% |
+11,200
| New | +$287K |
|
2672
PUT
PENN Entertainment
PENN
$2.53B
| $190K | ﹤0.01% |
15,000
-4,000
| -21% | -$101K |
|
2673
CALL
Tronox
TROX
$993M
| $189K | ﹤0.01% |
+37,900
| New | +$314K |
|
2674
PUT
Urban Outfitters
URBN
$6.81B
| $189K | ﹤0.01% |
13,300
-7,300
| -35% | -$170K |
|
|
CIM
2675
Chimera Investment
CIM
$980M
| $188K | ﹤0.01% |
+6,886
| New | +$391K |
|
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.