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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 | |
|---|---|---|---|---|---|---|
926
Pinnacle West Capital
PNW
$12.2B
| $2.18M | 0.02% |
28,757
-40,591
| -59% | -$3.68M |
|
|
SAFM
927
PUT
DELISTED
Sanderson Farms Inc
SAFM
| $2.17M | 0.02% |
17,600
+7,700
| +78% | +$1.07M |
|
928
National Vision
EYE
$1.81B
| $2.15M | 0.02% |
110,852
-209,709
| -65% | -$6.53M |
|
|
ORBC
929
DELISTED
ORBCOMM, Inc.
ORBC
| $2.15M | 0.02% |
880,637
+55,435
| +7% | +$181K |
|
930
PennyMac Financial
PFSI
$4.02B
| $2.14M | 0.02% |
96,691
+84,317
| +681% | +$2.71M |
|
931
Sonoco
SON
$5.74B
| $2.14M | 0.02% |
+46,136
| New | +$2.46M |
|
|
TVTY
932
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $2.13M | 0.02% |
339,480
+69,764
| +26% | +$1.13M |
|
933
Calix
CALX
$2.39B
| $2.13M | 0.02% |
300,157
+165,203
| +122% | +$1.39M |
|
934
iShares US Real Estate ETF
IYR
$4.65B
| $2.11M | 0.02% |
30,390
+26,619
| +706% | +$2.36M |
|
935
PUT
ConocoPhillips
COP
$141B
| $2.11M | 0.02% |
68,600
-22,000
| -24% | -$1.12M |
|
936
TFI International
TFII
$11.5B
| $2.11M | 0.02% |
+95,391
| New | +$2.57M |
|
|
MOBL
937
DELISTED
MobileIron, Inc.
MOBL
| $2.11M | 0.02% |
554,289
-262,891
| -32% | -$1.13M |
|
938
PUT
Lockheed Martin
LMT
$136B
| $2.1M | 0.02% |
6,200
-50,900
| -89% | -$20M |
|
939
CALL
Cummins
CMI
$88.7B
| $2.1M | 0.02% |
15,500
-19,900
| -56% | -$3.1M |
|
940
PUT
Teladoc Health
TDOC
$1.3B
| $2.09M | 0.02% |
13,500
-9,300
| -41% | -$1.08M |
|
941
Orthofix Medical
OFIX
$419M
| $2.09M | 0.02% |
74,615
+8,629
| +13% | +$334K |
|
942
PUT
Crown Castle
CCI
$32.2B
| $2.08M | 0.02% |
14,400
+800
| +6% | +$119K |
|
943
OneSpaWorld
OSW
$2.66B
| $2.08M | 0.02% |
+511,823
| New | +$6.16M |
|
944
SLR Investment Corp
SLRC
$715M
| $2.07M | 0.02% |
178,218
-40,416
| -18% | -$736K |
|
945
Ralph Lauren
RL
$23.6B
| $2.06M | 0.02% |
+30,819
| New | +$3.24M |
|
946
CALL
C.H. Robinson
CHRW
$17.5B
| $2.06M | 0.02% |
31,100
-11,900
| -28% | -$855K |
|
947
Melco Resorts & Entertainment
MLCO
$2.14B
| $2.05M | 0.02% |
165,145
-1,295,975
| -89% | -$24.8M |
|
948
Walt Disney
DIS
$181B
| $2.05M | 0.02% |
+21,187
| New | +$2.68M |
|
949
CALL
Chewy
CHWY
$9.63B
| $2.04M | 0.02% |
+54,500
| New | +$1.6M |
|
950
State Street SPDR S&P Retail ETF
XRT
$327M
| $2.04M | 0.02% |
68,512
+42,560
| +164% | +$1.72M |
|
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.