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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 | |
|---|---|---|---|---|---|---|
|
ROIC
676
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $3.45M | 0.03% |
416,273
-448,207
| -52% | -$6.66M |
|
677
Dycom Industries
DY
$12.3B
| $3.44M | 0.03% |
133,983
+57,751
| +76% | +$2.04M |
|
|
SUM
678
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $3.43M | 0.03% |
232,462
-564,878
| -71% | -$11M |
|
|
BRFS
679
DELISTED
BRF SA
BRFS
| $3.43M | 0.03% |
1,181,758
+590,534
| +100% | +$3.72M |
|
680
PUT
Sea Limited
SE
$69.5B
| $3.42M | 0.03% |
77,200
+25,300
| +49% | +$1.13M |
|
681
Booz Allen Hamilton
BAH
$9.15B
| $3.42M | 0.03% |
49,816
-259,630
| -84% | -$19.1M |
|
|
WORK
682
PUT
DELISTED
Slack Technologies, Inc.
WORK
| $3.41M | 0.03% |
+127,200
| New | +$3.07M |
|
683
PUT
SLB Ltd
SLB
$75B
| $3.41M | 0.03% |
252,900
+127,100
| +101% | +$3.68M |
|
684
CALL
SolarEdge
SEDG
$1.95B
| $3.41M | 0.03% |
41,600
+20,300
| +95% | +$2.15M |
|
685
CALL
Chevron
CVX
$366B
| $3.4M | 0.03% |
46,900
-12,100
| -21% | -$1.2M |
|
686
PUT
Boston Beer
SAM
$1.92B
| $3.38M | 0.03% |
9,200
-3,000
| -25% | -$1.11M |
|
687
Exponent
EXPO
$3.24B
| $3.38M | 0.03% |
46,965
+40,365
| +612% | +$2.93M |
|
688
Zillow
ZG
$7.63B
| $3.38M | 0.03% |
+99,403
| New | +$4.56M |
|
|
ALXN
689
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $3.38M | 0.03% |
+37,600
| New | +$3.69M |
|
690
Portland General Electric
POR
$5.77B
| $3.36M | 0.03% |
70,139
+8,064
| +13% | +$452K |
|
|
BLDP
691
Ballard Power Systems
BLDP
$790M
| $3.36M | 0.03% |
441,483
+255,625
| +138% | +$2.48M |
|
692
LendingTree
TREE
$451M
| $3.36M | 0.03% |
18,322
+14,589
| +391% | +$4.13M |
|
693
PUT
Expedia Group
EXPE
$37.3B
| $3.36M | 0.03% |
59,700
+49,100
| +463% | +$4.72M |
|
694
CALL
TAL Education Group
TAL
$6.87B
| $3.35M | 0.03% |
62,900
+49,900
| +384% | +$2.68M |
|
695
Oaktree Specialty Lending
OCSL
$1.14B
| $3.35M | 0.03% |
344,502
+53,412
| +18% | +$779K |
|
696
Varonis Systems
VRNS
$5B
| $3.34M | 0.03% |
157,368
-510,621
| -76% | -$13.4M |
|
|
MDLA
697
DELISTED
Medallia, Inc.
MDLA
| $3.34M | 0.03% |
+166,668
| New | +$4.48M |
|
698
Viasat
VSAT
$11.1B
| $3.33M | 0.03% |
92,703
+59,387
| +178% | +$3.43M |
|
699
State Street Financial Select Sector SPDR ETF
XLF
$58.2B
| $3.33M | 0.03% |
+159,915
| New | +$4.4M |
|
|
CZR
700
DELISTED
Caesars Entertainment Corporation
CZR
| $3.32M | 0.03% |
+490,762
| New | +$5.77M |
|
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.