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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 | |
|---|---|---|---|---|---|---|
1426
PUT
Alcoa
AA
$13.2B
| $979K | 0.01% |
159,000
+45,500
| +40% | +$624K |
|
1427
ITT
ITT
$19.1B
| $973K | 0.01% |
21,449
+8,824
| +70% | +$547K |
|
1428
CALL
Albemarle
ALB
$15.5B
| $970K | 0.01% |
17,200
-9,500
| -36% | -$728K |
|
1429
Tandem Diabetes Care
TNDM
$1.56B
| $970K | 0.01% |
+15,073
| New | +$1.06M |
|
1430
Ardelyx
ARDX
$997M
| $969K | 0.01% |
170,530
-155,286
| -48% | -$1.06M |
|
1431
Urban Edge Properties
UE
$2.73B
| $968K | 0.01% |
109,901
-142,943
| -57% | -$2.35M |
|
1432
Nordic American Tanker
NAT
$1.37B
| $967K | 0.01% |
213,539
-286,548
| -57% | -$1.03M |
|
|
BPYU
1433
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
| $967K | 0.01% |
113,917
+101,262
| +800% | +$1.64M |
|
1434
CALL
Coherent
COHR
$74.2B
| $966K | 0.01% |
33,900
-8,300
| -20% | -$270K |
|
1435
PUT
Carvana
CVNA
$77.9B
| $964K | 0.01% |
87,500
-84,500
| -49% | -$1.31M |
|
|
ARGO
1436
DELISTED
Argo Group International Holdings, Ltd.
ARGO
| $961K | 0.01% |
25,923
+15,455
| +148% | +$877K |
|
1437
PUT
Conagra Brands
CAG
$7.23B
| $959K | 0.01% |
+32,700
| New | +$986K |
|
1438
PUT
Digital Realty Trust
DLR
$71.7B
| $958K | 0.01% |
6,900
-4,600
| -40% | -$585K |
|
1439
CALL
Skyworks Solutions
SWKS
$10.6B
| $956K | 0.01% |
10,700
+4,400
| +70% | +$470K |
|
|
ACB
1440
Aurora Cannabis
ACB
$185M
| $954K | 0.01% |
8,774
-42,248
| -83% | -$7.55M |
|
1441
PUT
PagSeguro Digital
PAGS
$2.55B
| $953K | 0.01% |
49,300
-11,700
| -19% | -$355K |
|
|
OXFD
1442
DELISTED
Oxford Immunotec Global PLC Ordinary Shares
OXFD
| $950K | 0.01% |
102,555
-21,377
| -17% | -$299K |
|
1443
Alector
ALEC
$199M
| $948K | 0.01% |
+39,303
| New | +$1M |
|
|
1444
CALL
Carvana
CVNA
$77.9B
| $948K | 0.01% |
86,000
-122,500
| -59% | -$1.9M |
|
1445
Inspire Medical Systems
INSP
$1.74B
| $948K | 0.01% |
+15,725
| New | +$1.16M |
|
1446
World Acceptance Corp
WRLD
$873M
| $948K | 0.01% |
17,361
+12,926
| +291% | +$1M |
|
1447
Franklin Covey
FC
$246M
| $946K | 0.01% |
60,844
+36,088
| +146% | +$1.03M |
|
1448
American Financial Group
AFG
$12.1B
| $943K | 0.01% |
13,460
-39,901
| -75% | -$3.85M |
|
1449
PUT
JB Hunt Transport Services
JBHT
$25.2B
| $941K | 0.01% |
10,200
-4,300
| -30% | -$447K |
|
1450
State Street SPDR S&P Homebuilders ETF
XHB
$1.62B
| $940K | 0.01% |
31,560
-125,030
| -80% | -$5.33M |
|
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.