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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 | |
|---|---|---|---|---|---|---|
|
WSR
2151
DELISTED
Whitestone REIT
WSR
| $371K | ﹤0.01% |
+59,802
| New | +$704K |
|
|
AGTC
2152
DELISTED
Applied Genetic Technologies Corporation
AGTC
| $370K | ﹤0.01% |
112,952
+47,781
| +73% | +$252K |
|
2153
Kontoor Brands
KTB
$4.27B
| $369K | ﹤0.01% |
+19,261
| New | +$687K |
|
|
LL
2154
DELISTED
LL Flooring Holdings, Inc.
LL
| $369K | ﹤0.01% |
78,727
-53,738
| -41% | -$421K |
|
|
CETV
2155
DELISTED
Central European Media Enterprises Ltd
CETV
| $369K | ﹤0.01% |
117,812
-302,047
| -72% | -$1.23M |
|
2156
CALL
Exelon
EXC
$45.8B
| $368K | ﹤0.01% |
14,020
-78,512
| -85% | -$2.47M |
|
2157
CALL
Elanco Animal Health
ELAN
$11.1B
| $367K | ﹤0.01% |
+16,400
| New | +$449K |
|
2158
Primis Financial Corp
FRST
$402M
| $366K | ﹤0.01% |
37,156
-46,397
| -56% | -$649K |
|
2159
Heritage Financial
HFWA
$1.2B
| $366K | ﹤0.01% |
+18,296
| New | +$452K |
|
|
HSKA
2160
DELISTED
Heska Corp
HSKA
| $366K | ﹤0.01% |
6,627
+140
| +2% | +$12.7K |
|
2161
Cannae Holdings
CNNE
$644M
| $365K | ﹤0.01% |
10,887
-157,922
| -94% | -$5.86M |
|
2162
CALL
Fidelity National Information Services
FIS
$21.9B
| $365K | ﹤0.01% |
3,000
+1,100
| +58% | +$153K |
|
2163
CALL
Synchrony
SYF
$25.4B
| $365K | ﹤0.01% |
22,700
+9,500
| +72% | +$277K |
|
2164
CALL
Franklin Resources
BEN
$17B
| $364K | ﹤0.01% |
21,800
-17,800
| -45% | -$409K |
|
|
MDP
2165
DELISTED
Meredith Corporation
MDP
| $364K | ﹤0.01% |
+29,767
| New | +$791K |
|
2166
PUT
Western Union
WU
$2.19B
| $363K | ﹤0.01% |
20,000
-29,600
| -60% | -$726K |
|
|
MTEM
2167
DELISTED
Molecular Templates, Inc.
MTEM
| $362K | ﹤0.01% |
1,814
-2,574
| -59% | -$564K |
|
|
CEO
2168
CALL
DELISTED
CNOOC Limited
CEO
| $362K | ﹤0.01% |
+3,500
| New | +$498K |
|
|
NEWR
2169
CALL
DELISTED
New Relic, Inc.
NEWR
| $361K | ﹤0.01% |
+7,800
| New | +$456K |
|
|
K
2170
CALL
DELISTED
Kellanova
K
| $360K | ﹤0.01% |
6,390
-37,914
| -86% | -$2.32M |
|
2171
PUT
W.P. Carey
WPC
$16.1B
| $360K | ﹤0.01% |
6,330
-8,679
| -58% | -$658K |
|
2172
OneMain Financial
OMF
$7.27B
| $359K | ﹤0.01% |
18,790
-83,828
| -82% | -$3.12M |
|
|
PFPT
2173
CALL
DELISTED
Proofpoint, Inc.
PFPT
| $359K | ﹤0.01% |
3,500
-7,600
| -68% | -$886K |
|
2174
National Bank Holdings
NBHC
$1.91B
| $358K | ﹤0.01% |
+14,991
| New | +$467K |
|
|
AMAG
2175
DELISTED
AMAG Pharmaceuticals
AMAG
| $358K | ﹤0.01% |
57,917
-85,115
| -60% | -$750K |
|
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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.