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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 | |
|---|---|---|---|---|---|---|
|
UMPQ
826
DELISTED
Umpqua Holdings Corp
UMPQ
| $2.61M | 0.02% |
239,464
-417,103
| -64% | -$6.49M |
|
|
PACW
827
DELISTED
PacWest Bancorp
PACW
| $2.61M | 0.02% |
145,408
+134,440
| +1,226% | +$4.21M |
|
828
SPS Commerce
SPSC
$2.64B
| $2.6M | 0.02% |
55,951
-16,522
| -23% | -$871K |
|
829
PUT
Mercado Libre
MELI
$92.3B
| $2.59M | 0.02% |
5,300
-13,700
| -72% | -$8.45M |
|
830
VanEck Oil Services ETF
OIH
$1.92B
| $2.58M | 0.02% |
32,127
+29,101
| +962% | +$5.42M |
|
|
SRC
831
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $2.58M | 0.02% |
98,782
-142,093
| -59% | -$6.43M |
|
832
APA Corp
APA
$13.2B
| $2.56M | 0.02% |
613,430
+235,897
| +62% | +$5.26M |
|
833
Moody's
MCO
$82.7B
| $2.56M | 0.02% |
12,118
+7,400
| +157% | +$1.8M |
|
834
IMAX
IMAX
$2.66B
| $2.56M | 0.02% |
283,096
+231,596
| +450% | +$3.67M |
|
835
PUT
Delta Air Lines
DAL
$60.1B
| $2.56M | 0.02% |
89,700
+29,900
| +50% | +$1.48M |
|
836
Martin Marietta Materials
MLM
$33B
| $2.56M | 0.02% |
13,525
+10,106
| +296% | +$2.42M |
|
837
PUT
Nike
NKE
$61.9B
| $2.56M | 0.02% |
30,900
+7,600
| +33% | +$707K |
|
838
Coherus Oncology
CHRS
$196M
| $2.56M | 0.02% |
157,591
-496,281
| -76% | -$9.17M |
|
|
MDRX
839
DELISTED
Veradigm Inc. Common Stock
MDRX
| $2.55M | 0.02% |
+362,048
| New | +$2.94M |
|
|
DENN
840
DELISTED
Denny's
DENN
| $2.54M | 0.02% |
330,711
-107,692
| -25% | -$1.83M |
|
841
CALL
Citigroup
C
$226B
| $2.54M | 0.02% |
60,200
-47,800
| -44% | -$3.21M |
|
842
CALL
eHealth
EHTH
$43.9M
| $2.54M | 0.02% |
18,000
-11,600
| -39% | -$1.33M |
|
843
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $2.53M | 0.02% |
42,950
-103,485
| -71% | -$7.8M |
|
844
CALL
GE Aerospace
GE
$384B
| $2.53M | 0.02% |
63,943
+58,526
| +1,080% | +$3.12M |
|
845
CALL
Take-Two Interactive
TTWO
$46.1B
| $2.53M | 0.02% |
21,300
-6,500
| -23% | -$768K |
|
846
BlackRock TCP Capital
TCPC
$345M
| $2.52M | 0.02% |
403,826
-64,720
| -14% | -$803K |
|
|
PVG
847
DELISTED
PRETIUM RESOURCES INC.
PVG
| $2.52M | 0.02% |
444,713
+348,968
| +364% | +$2.98M |
|
848
CALL
Cisco
CSCO
$479B
| $2.52M | 0.02% |
64,100
-36,300
| -36% | -$1.59M |
|
849
CALL
IBM
IBM
$224B
| $2.52M | 0.02% |
23,744
-131,378
| -85% | -$16.6M |
|
850
Performance Food Group
PFGC
$18B
| $2.52M | 0.02% |
101,823
-138,978
| -58% | -$5.98M |
|
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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.