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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 | |
|---|---|---|---|---|---|---|
|
FARM
2326
DELISTED
Farmer Brothers
FARM
| $291K | ﹤0.01% |
41,794
-46,747
| -53% | -$543K |
|
2327
Kiniksa Pharmaceuticals
KNSA
$5.97B
| $291K | ﹤0.01% |
18,789
+578
| +3% | +$9.04K |
|
2328
PUT
Lamb Weston
LW
$7.12B
| $291K | ﹤0.01% |
5,100
-5,300
| -51% | -$436K |
|
2329
CALL
Ryder
R
$9.98B
| $291K | ﹤0.01% |
11,000
-1,200
| -10% | -$50.5K |
|
2330
PUT
Equity Residential
EQR
$24.7B
| $290K | ﹤0.01% |
4,700
-6,700
| -59% | -$518K |
|
2331
CALL
Vicor
VICR
$9.63B
| $290K | ﹤0.01% |
+6,500
| New | +$308K |
|
2332
PUT
Vornado Realty Trust
VNO
$7.26B
| $290K | ﹤0.01% |
8,000
-13,600
| -63% | -$774K |
|
2333
AXT Inc
AXTI
$4.83B
| $289K | ﹤0.01% |
90,095
-101,813
| -53% | -$375K |
|
2334
Bright Horizons
BFAM
$3.81B
| $289K | ﹤0.01% |
2,830
-9,425
| -77% | -$1.39M |
|
2335
CALL
Hormel Foods
HRL
$13.6B
| $289K | ﹤0.01% |
6,200
-10,700
| -63% | -$487K |
|
2336
Home Bancorp
HBCP
$556M
| $288K | ﹤0.01% |
11,813
-1,947
| -14% | -$64.1K |
|
|
LADR
2337
Ladder Capital
LADR
$1.22B
| $288K | ﹤0.01% |
60,755
-11,804
| -16% | -$179K |
|
2338
CALL
Leggett & Platt
LEG
$1.29B
| $288K | ﹤0.01% |
10,800
+4,900
| +83% | +$204K |
|
|
SAND
2339
DELISTED
Sandstorm Gold
SAND
| $288K | ﹤0.01% |
57,515
-743,487
| -93% | -$4.75M |
|
2340
CALL
Tanger
SKT
$4.44B
| $288K | ﹤0.01% |
+57,500
| New | +$703K |
|
2341
CALL
United Rentals
URI
$70.8B
| $288K | ﹤0.01% |
2,800
-33,900
| -92% | -$4.49M |
|
2342
PUT
Yum! Brands
YUM
$39.7B
| $288K | ﹤0.01% |
4,200
-5,700
| -58% | -$532K |
|
|
AGRX
2343
DELISTED
Agile Therapeutics
AGRX
| $288K | ﹤0.01% |
77
+17
| +28% | +$97.6K |
|
2344
Archrock
AROC
$5.81B
| $287K | ﹤0.01% |
76,458
-37,684
| -33% | -$272K |
|
|
P
2345
CALL
Everpure Inc
P
$32.6B
| $287K | ﹤0.01% |
23,300
+7,500
| +47% | +$122K |
|
2346
SFL Corp
SFL
$1.58B
| $287K | ﹤0.01% |
30,264
-68,856
| -69% | -$852K |
|
2347
PUT
Fox Class A
FOXA
$26.6B
| $286K | ﹤0.01% |
12,100
-3,200
| -21% | -$105K |
|
2348
CALL
LiveRamp
RAMP
$2.3B
| $286K | ﹤0.01% |
+8,700
| New | +$330K |
|
2349
Vistra
VST
$48.2B
| $286K | ﹤0.01% |
+17,906
| New | +$364K |
|
|
FCRD
2350
DELISTED
First Eagle Alternative Capital BDC, Inc. Common Stock
FCRD
| $286K | ﹤0.01% |
108,021
-71,648
| -40% | -$387K |
|
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.