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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 | |
|---|---|---|---|---|---|---|
2701
PUT
Huntsman Corp
HUN
$1.82B
| $173K | ﹤0.01% |
12,000
-2,900
| -19% | -$56.5K |
|
2702
CALL
Kratos Defense & Security Solutions
KTOS
$11.7B
| $173K | ﹤0.01% |
12,500
-10,600
| -46% | -$183K |
|
|
SAVE
2703
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $173K | ﹤0.01% |
13,400
+4,500
| +51% | +$145K |
|
2704
Larimar Therapeutics
LRMR
$417M
| $172K | ﹤0.01% |
18,614
-18,324
| -50% | -$241K |
|
2705
ProQR Therapeutics
PRQR
$255M
| $171K | ﹤0.01% |
31,203
+12,788
| +69% | +$98.1K |
|
2706
PUT
CenterPoint Energy
CNP
$26.4B
| $170K | ﹤0.01% |
11,000
-2,000
| -15% | -$45.9K |
|
|
CSTR
2707
DELISTED
CapStar Financial Holdings, Inc
CSTR
| $170K | ﹤0.01% |
17,205
-31,071
| -64% | -$428K |
|
2708
Altisource Portfolio Solutions
ASPS
$63.3M
| $169K | ﹤0.01% |
2,761
-2,199
| -44% | -$276K |
|
2709
MasterCraft Boat Holdings
MCFT
$583M
| $168K | ﹤0.01% |
22,965
-122,647
| -84% | -$1.8M |
|
2710
Boyd Gaming
BYD
$5.92B
| $167K | ﹤0.01% |
+11,614
| New | +$297K |
|
2711
CALL
Kinder Morgan
KMI
$69.9B
| $167K | ﹤0.01% |
12,000
-54,600
| -82% | -$1.04M |
|
2712
CALL
Stratasys
SSYS
$769M
| $167K | ﹤0.01% |
10,500
-8,700
| -45% | -$158K |
|
|
TLRA
2713
DELISTED
Telaria, Inc.
TLRA
| $167K | ﹤0.01% |
+27,899
| New | +$277K |
|
2714
DXP Enterprises
DXPE
$2.99B
| $166K | ﹤0.01% |
+13,501
| New | +$390K |
|
2715
Imperial Oil
IMO
$62.3B
| $166K | ﹤0.01% |
14,736
-80,812
| -85% | -$1.69M |
|
|
EARN
2716
Ellington Residential Mortgage REIT
EARN
$164M
| $165K | ﹤0.01% |
31,199
+3,440
| +12% | +$33.8K |
|
2717
Spyre Therapeutics
SYRE
$9.29B
| $165K | ﹤0.01% |
1,417
-568
| -29% | -$96.6K |
|
|
GAP
2718
CALL
The Gap Inc
GAP
$7.74B
| $165K | ﹤0.01% |
23,500
-68,400
| -74% | -$1.01M |
|
2719
Acco Brands
ACCO
$402M
| $164K | ﹤0.01% |
32,386
-370,027
| -92% | -$2.93M |
|
2720
Axogen
AXGN
$2.59B
| $163K | ﹤0.01% |
+15,700
| New | +$200K |
|
|
IPG
2721
PUT
DELISTED
Interpublic Group of Companies
IPG
| $162K | ﹤0.01% |
10,000
+600
| +6% | +$12.7K |
|
2722
Seres Therapeutics
MCRB
$50.2M
| $162K | ﹤0.01% |
2,263
-3,316
| -59% | -$222K |
|
2723
Dave & Buster's
PLAY
$343M
| $161K | ﹤0.01% |
12,284
-60,276
| -83% | -$2.06M |
|
|
SVC
2724
Service Properties Trust
SVC
$1.05B
| $161K | ﹤0.01% |
+5,965
| New | +$535K |
|
|
VRTV
2725
DELISTED
VERITIV CORPORATION
VRTV
| $161K | ﹤0.01% |
20,424
-66,872
| -77% | -$850K |
|
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.