We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
2826
Option Care Health
OPCH
$3.67B
| $111K | ﹤0.01% |
11,749
+6,896
| +142% | +$101K |
|
|
NETI
2827
DELISTED
Eneti Inc.
NETI
| $110K | ﹤0.01% |
4,350
-1,856
| -30% | -$68.6K |
|
|
BRY
2828
DELISTED
Berry Corp
BRY
| $108K | ﹤0.01% |
+44,938
| New | +$276K |
|
2829
Dianthus Therapeutics
DNTH
$6.25B
| $108K | ﹤0.01% |
+1,071
| New | +$198K |
|
2830
PUT
VanEck Oil Services ETF
OIH
$1.95B
| $107K | ﹤0.01% |
1,330
-1,375
| -51% | -$256K |
|
2831
Helix Energy Solutions
HLX
$1.47B
| $106K | ﹤0.01% |
64,478
+39,769
| +161% | +$262K |
|
|
VOXX
2832
DELISTED
VOXX International Corporation Class A
VOXX
| $106K | ﹤0.01% |
37,126
-5,600
| -13% | -$20.7K |
|
2833
Clear Channel Outdoor Holdings
CCO
$1.23B
| $105K | ﹤0.01% |
163,812
-177,300
| -52% | -$377K |
|
2834
CALL
Designer Brands
DBI
$334M
| $105K | ﹤0.01% |
21,000
+8,000
| +62% | +$104K |
|
2835
ImmunityBio
IBRX
$7.94B
| $105K | ﹤0.01% |
+36,398
| New | +$182K |
|
2836
PUT
Revolve Group
RVLV
$1.73B
| $105K | ﹤0.01% |
+12,200
| New | +$193K |
|
|
PVLA
2837
Palvella Therapeutics
PVLA
$2.19B
| $105K | ﹤0.01% |
574
-845
| -60% | -$213K |
|
|
TBCH
2838
CALL
Turtle Beach Corp
TBCH
$251M
| $105K | ﹤0.01% |
16,900
-8,400
| -33% | -$59.6K |
|
2839
PUT
American Eagle Outfitters
AEO
$3.07B
| $104K | ﹤0.01% |
+13,100
| New | +$166K |
|
2840
Quanex
NX
$967M
| $104K | ﹤0.01% |
10,331
-28,394
| -73% | -$452K |
|
|
GDEN
2841
DELISTED
Golden Entertainment
GDEN
| $103K | ﹤0.01% |
+15,531
| New | +$237K |
|
2842
JELD-WEN Holding
JELD
$162M
| $103K | ﹤0.01% |
10,600
-101,477
| -91% | -$2.02M |
|
2843
PUT
Lands' End
LE
$402M
| $103K | ﹤0.01% |
19,300
-2,200
| -10% | -$23.6K |
|
2844
Range Resources
RRC
$9.41B
| $103K | ﹤0.01% |
45,153
-85,913
| -66% | -$274K |
|
2845
CALL
G-III Apparel Group
GIII
$1.48B
| $102K | ﹤0.01% |
+13,200
| New | +$301K |
|
2846
CALL
APA Corp
APA
$14.4B
| $101K | ﹤0.01% |
24,200
-64,600
| -73% | -$1.44M |
|
2847
PUT
Flex
FLEX
$44.2B
| $101K | ﹤0.01% |
16,057
-19,772
| -55% | -$171K |
|
2848
Travelzoo
TZOO
$73.9M
| $101K | ﹤0.01% |
+25,635
| New | +$226K |
|
2849
PUT
Hewlett Packard
HPE
$72.4B
| $100K | ﹤0.01% |
+10,300
| New | +$135K |
|
|
VAL
2850
DELISTED
Valaris plc Class A Ordinary Share
VAL
| $100K | ﹤0.01% |
+222,420
| New | +$852K |
|
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.