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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 | |
|---|---|---|---|---|---|---|
|
RADA
2126
DELISTED
Rada Electronic Industries Ltd
RADA
| $383K | ﹤0.01% |
109,501
+41,602
| +61% | +$215K |
|
2127
CALL
Nucor
NUE
$62.5B
| $382K | ﹤0.01% |
10,600
-3,500
| -25% | -$155K |
|
2128
CALL
Royal Bank of Canada
RY
$293B
| $382K | ﹤0.01% |
+6,200
| New | +$460K |
|
2129
International Paper
IP
$21.9B
| $380K | ﹤0.01% |
+12,905
| New | +$479K |
|
2130
Targa Resources
TRGP
$57.1B
| $380K | ﹤0.01% |
+54,943
| New | +$1.63M |
|
|
WDR
2131
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $380K | ﹤0.01% |
33,348
+1,291
| +4% | +$19.3K |
|
2132
PUT
LiveRamp
RAMP
$2.3B
| $379K | ﹤0.01% |
+11,500
| New | +$436K |
|
|
ZIXI
2133
DELISTED
Zix Corporation
ZIXI
| $379K | ﹤0.01% |
87,925
-133,495
| -60% | -$898K |
|
2134
CALL
Box
BOX
$4.65B
| $378K | ﹤0.01% |
+26,900
| New | +$400K |
|
2135
Markel Group
MKL
$22.8B
| $378K | ﹤0.01% |
+407
| New | +$465K |
|
|
CALA
2136
DELISTED
Calithera Biosciences, Inc
CALA
| $378K | ﹤0.01% |
4,261
-2,873
| -40% | -$342K |
|
|
GNTY
2137
DELISTED
Guaranty Bancshares
GNTY
| $377K | ﹤0.01% |
+17,914
| New | +$471K |
|
2138
CALL
Knight Transportation
KNX
$11.2B
| $377K | ﹤0.01% |
+11,500
| New | +$407K |
|
2139
CALL
Entergy
ETR
$49.3B
| $376K | ﹤0.01% |
8,000
-21,400
| -73% | -$1.27M |
|
2140
Paysign
PAYS
$707M
| $376K | ﹤0.01% |
+72,956
| New | +$590K |
|
2141
CALL
Polaris
PII
$3.97B
| $376K | ﹤0.01% |
7,800
+1,200
| +18% | +$98.4K |
|
|
AGS
2142
DELISTED
PlayAGS
AGS
| $375K | ﹤0.01% |
141,423
-114,928
| -45% | -$947K |
|
2143
CALL
iShares MSCI EAFE ETF
EFA
$79.8B
| $374K | ﹤0.01% |
+7,000
| New | +$444K |
|
|
2144
PUT
iShares MSCI EAFE ETF
EFA
$79.8B
| $374K | ﹤0.01% |
7,000
-13,000
| -65% | -$825K |
|
2145
PUT
Williams-Sonoma
WSM
$29.5B
| $374K | ﹤0.01% |
17,600
-28,400
| -62% | -$903K |
|
2146
Amalgamated Financial
AMAL
$1.48B
| $373K | ﹤0.01% |
34,430
-42,071
| -55% | -$674K |
|
|
NVMI
2147
Nova
NVMI
$12.2B
| $373K | ﹤0.01% |
11,434
-20,805
| -65% | -$759K |
|
2148
TIM SA
TIMB
$8.79B
| $373K | ﹤0.01% |
+30,660
| New | +$545K |
|
|
RDS.A
2149
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $373K | ﹤0.01% |
10,700
+7,300
| +215% | +$341K |
|
2150
PUT
Pinnacle West Capital
PNW
$12B
| $371K | ﹤0.01% |
4,900
+400
| +9% | +$36.3K |
|
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.