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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 | |
|---|---|---|---|---|---|---|
|
HES
1651
DELISTED
Hess
HES
| $741K | 0.01% |
22,243
+14,140
| +175% | +$765K |
|
1652
PUT
KB Home
KBH
$3.59B
| $740K | 0.01% |
40,900
-54,600
| -57% | -$1.75M |
|
|
ARAV
1653
DELISTED
Aravive, Inc. Common Stock
ARAV
| $739K | 0.01% |
128,365
-23,433
| -15% | -$210K |
|
1654
HCI Group
HCI
$2.41B
| $738K | 0.01% |
18,325
-16,074
| -47% | -$694K |
|
1655
Kelly Services Class A
KELYA
$528M
| $736K | 0.01% |
57,961
+20,763
| +56% | +$362K |
|
1656
PUT
Bunge Global
BG
$20.8B
| $734K | 0.01% |
17,900
+2,600
| +17% | +$127K |
|
|
LGTY
1657
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $734K | 0.01% |
51,679
+19,355
| +60% | +$286K |
|
|
VEDL
1658
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
| $733K | 0.01% |
205,787
+185,035
| +892% | +$1.28M |
|
1659
PUT
AeroVironment
AVAV
$9.45B
| $732K | 0.01% |
12,000
+7,900
| +193% | +$494K |
|
1660
Floor & Decor
FND
$6.68B
| $731K | 0.01% |
+22,792
| New | +$1.06M |
|
|
AVLR
1661
CALL
DELISTED
Avalara, Inc.
AVLR
| $731K | 0.01% |
+9,800
| New | +$799K |
|
1662
CALL
Etsy
ETSY
$7.85B
| $730K | 0.01% |
19,000
-90,100
| -83% | -$4.4M |
|
1663
Kaiser Aluminum
KALU
$3.02B
| $729K | 0.01% |
10,519
+1,302
| +14% | +$123K |
|
1664
Zurn Elkay Water Solutions
ZWS
$8.53B
| $729K | 0.01% |
66,766
-905,099
| -93% | -$13.2M |
|
1665
PUT
Acuity Brands
AYI
$10.8B
| $728K | 0.01% |
8,500
-3,100
| -27% | -$340K |
|
1666
PUT
MetLife
MET
$62.1B
| $728K | 0.01% |
23,800
-9,500
| -29% | -$421K |
|
|
TRST
1667
Trustco Bank Corp NY
TRST
$938M
| $728K | 0.01% |
26,910
-731
| -3% | -$26.6K |
|
|
CTRA
1668
CALL
DELISTED
Coterra Energy
CTRA
| $727K | 0.01% |
42,300
-63,400
| -60% | -$1M |
|
|
1669
CALL
Bunge Global
BG
$20.8B
| $726K | 0.01% |
17,700
-4,600
| -21% | -$225K |
|
1670
Lexicon Pharmaceuticals
LXRX
$1.1B
| $726K | 0.01% |
372,217
-618,202
| -62% | -$1.84M |
|
1671
Pool Corp
POOL
$7.5B
| $726K | 0.01% |
3,689
-26,401
| -88% | -$5.62M |
|
1672
BOK Financial
BOKF
$8.74B
| $725K | 0.01% |
+17,037
| New | +$1.2M |
|
1673
Carpenter Technology
CRS
$28.4B
| $724K | 0.01% |
+37,106
| New | +$1.38M |
|
1674
PetMed Express
PETS
$42.3M
| $724K | 0.01% |
25,154
+13,147
| +109% | +$345K |
|
1675
New Mountain Finance
NMFC
$732M
| $723K | 0.01% |
106,390
-101,711
| -49% | -$1.26M |
|
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.