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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 | |
|---|---|---|---|---|---|---|
|
MRC
1026
DELISTED
MRC Global
MRC
| $1.77M | 0.01% |
416,042
+233,612
| +128% | +$2.19M |
|
1027
Perdoceo Education
PRDO
$2.12B
| $1.77M | 0.01% |
163,762
-91,270
| -36% | -$1.42M |
|
1028
CALL
Western Digital
WDC
$150B
| $1.76M | 0.01% |
56,095
-95,521
| -63% | -$4.23M |
|
1029
CALL
Agnico Eagle Mines
AEM
$90.5B
| $1.76M | 0.01% |
44,300
-27,500
| -38% | -$1.45M |
|
1030
CALL
Lockheed Martin
LMT
$136B
| $1.76M | 0.01% |
5,200
-53,800
| -91% | -$21.2M |
|
|
PRSU
1031
Pursuit Attractions and Hospitality Inc
PRSU
$1.25B
| $1.76M | 0.01% |
+83,012
| New | +$4.28M |
|
1032
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.5B
| $1.76M | 0.01% |
+51,600
| New | +$2.12M |
|
1033
PUT
Gilead Sciences
GILD
$165B
| $1.76M | 0.01% |
23,500
-13,800
| -37% | -$954K |
|
1034
Northwest Bancshares
NWBI
$2.28B
| $1.76M | 0.01% |
151,897
-11,776
| -7% | -$172K |
|
|
CCXI
1035
DELISTED
ChemoCentryx, Inc.
CCXI
| $1.76M | 0.01% |
43,710
-6,776
| -13% | -$288K |
|
1036
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $1.75M | 0.01% |
8,000
+6,000
| +300% | +$1.59M |
|
1037
Telephone and Data Systems
TDS
$3.75B
| $1.75M | 0.01% |
104,426
+60,699
| +139% | +$1.32M |
|
1038
Amkor Technology
AMKR
$13.7B
| $1.75M | 0.01% |
224,264
-144,392
| -39% | -$1.57M |
|
1039
Ryder
R
$10.1B
| $1.75M | 0.01% |
66,057
-192,288
| -74% | -$8.1M |
|
1040
PUT
UnitedHealth
UNH
$370B
| $1.75M | 0.01% |
7,000
-85,600
| -92% | -$23.6M |
|
1041
PUT
CVS Health
CVS
$122B
| $1.74M | 0.01% |
29,400
-31,700
| -52% | -$2.12M |
|
|
KL
1042
CALL
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $1.74M | 0.01% |
58,700
+25,800
| +78% | +$944K |
|
|
MAXR
1043
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
| $1.74M | 0.01% |
162,642
+55,385
| +52% | +$866K |
|
1044
Vanda Pharmaceuticals
VNDA
$302M
| $1.73M | 0.01% |
167,411
-225,307
| -57% | -$2.79M |
|
1045
United Parks & Resorts
PRKS
$2.12B
| $1.73M | 0.01% |
157,240
-21,512
| -12% | -$589K |
|
1046
CALL
Tandem Diabetes Care
TNDM
$1.56B
| $1.73M | 0.01% |
26,900
+16,900
| +169% | +$1.18M |
|
|
SAIL
1047
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
| $1.73M | 0.01% |
113,745
-56,804
| -33% | -$1.29M |
|
|
HTBK
1048
DELISTED
Heritage Commerce
HTBK
| $1.73M | 0.01% |
225,203
-79,571
| -26% | -$842K |
|
|
WRK
1049
DELISTED
WestRock Company
WRK
| $1.73M | 0.01% |
61,116
-804,573
| -93% | -$28.9M |
|
1050
Pinterest
PINS
$13.4B
| $1.72M | 0.01% |
111,651
-1,615,805
| -94% | -$31.5M |
|
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.