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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 | |
|---|---|---|---|---|---|---|
2226
La-Z-Boy
LZB
$1.66B
| $329K | ﹤0.01% |
+15,997
| New | +$454K |
|
2227
Oceaneering
OII
$5.09B
| $329K | ﹤0.01% |
111,739
+74,482
| +200% | +$777K |
|
|
VAR
2228
CALL
DELISTED
Varian Medical Systems, Inc.
VAR
| $329K | ﹤0.01% |
3,200
-800
| -20% | -$106K |
|
2229
CALL
Kroger
KR
$34.6B
| $328K | ﹤0.01% |
10,900
-79,900
| -88% | -$2.34M |
|
2230
Clean Energy Fuels
CLNE
$355M
| $327K | ﹤0.01% |
183,487
-70,999
| -28% | -$160K |
|
2231
Gerdau
GGB
$9.74B
| $327K | ﹤0.01% |
215,580
+91,205
| +73% | +$289K |
|
2232
CALL
Oneok
OKE
$56.9B
| $327K | ﹤0.01% |
15,000
-1,500
| -9% | -$91.4K |
|
2233
PUT
Ralph Lauren
RL
$24.2B
| $327K | ﹤0.01% |
4,900
-1,600
| -25% | -$168K |
|
|
CURO
2234
DELISTED
CURO Group Holdings Corp.
CURO
| $327K | ﹤0.01% |
61,610
-144,668
| -70% | -$1.38M |
|
2235
Aecom
ACM
$9.42B
| $326K | ﹤0.01% |
10,938
-27,339
| -71% | -$1.17M |
|
2236
CALL
Xylem
XYL
$28.3B
| $326K | ﹤0.01% |
5,000
+2,000
| +67% | +$158K |
|
|
MSGN
2237
DELISTED
MSG Networks Inc.
MSGN
| $326K | ﹤0.01% |
31,966
-437,570
| -93% | -$6.25M |
|
2238
PUT
Devon Energy
DVN
$49.9B
| $325K | ﹤0.01% |
47,100
-67,100
| -59% | -$1.21M |
|
2239
Quad
QUAD
$507M
| $325K | ﹤0.01% |
129,013
-171,695
| -57% | -$758K |
|
2240
Oxford Square Capital
OXSQ
$152M
| $324K | ﹤0.01% |
127,085
+34,406
| +37% | +$171K |
|
2241
Park National Corp
PRK
$3.63B
| $324K | ﹤0.01% |
4,173
+515
| +14% | +$48K |
|
2242
PUT
DTE Energy
DTE
$28.5B
| $323K | ﹤0.01% |
3,995
-4,348
| -52% | -$441K |
|
2243
Northrim BanCorp
NRIM
$588M
| $323K | ﹤0.01% |
47,856
-3,908
| -8% | -$33.7K |
|
2244
York Water
YORW
$518M
| $323K | ﹤0.01% |
7,441
-5,919
| -44% | -$269K |
|
2245
PUT
Cirrus Logic
CRUS
$6.11B
| $322K | ﹤0.01% |
4,900
-1,100
| -18% | -$81.3K |
|
2246
PUT
Fastenal
FAST
$59.8B
| $322K | ﹤0.01% |
20,600
-56,800
| -73% | -$1,000K |
|
2247
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.41B
| $322K | ﹤0.01% |
2,600
-107,500
| -98% | -$14.9M |
|
2248
CALL
Ichor Holdings
ICHR
$2.43B
| $322K | ﹤0.01% |
+16,800
| New | +$508K |
|
|
PS
2249
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
| $322K | ﹤0.01% |
29,308
-680,084
| -96% | -$11.3M |
|
|
FFWM
2250
DELISTED
First Foundation Inc
FFWM
| $321K | ﹤0.01% |
31,394
+8,874
| +39% | +$131K |
|
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.