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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 | |
|---|---|---|---|---|---|---|
|
KL
1401
PUT
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $1.01M | 0.01% |
34,200
+6,200
| +22% | +$227K |
|
1402
Graphic Packaging
GPK
$3.58B
| $1.01M | 0.01% |
82,858
-1,831,290
| -96% | -$27M |
|
|
SEM
1403
DELISTED
Select Medical
SEM
| $1.01M | 0.01% |
125,143
+81,592
| +187% | +$970K |
|
1404
CALL
Walmart Inc
WMT
$890B
| $1.01M | 0.01% |
26,700
-152,700
| -85% | -$5.87M |
|
1405
Univest Financial
UVSP
$1.18B
| $1.01M | 0.01% |
61,889
+26,092
| +73% | +$597K |
|
|
CNR
1406
Core Natural Resources Inc
CNR
$4.45B
| $1.01M | 0.01% |
273,716
+252,238
| +1,174% | +$2M |
|
1407
Evercore
EVR
$11.8B
| $1.01M | 0.01% |
+21,913
| New | +$1.47M |
|
1408
Capitol Federal Financial
CFFN
$1.1B
| $1.01M | 0.01% |
86,771
+11,982
| +16% | +$154K |
|
|
BKCC
1409
DELISTED
BlackRock Capital Investment Corporation
BKCC
| $1.01M | 0.01% |
457,705
-260,100
| -36% | -$1.12M |
|
1410
Xenon Pharmaceuticals
XENE
$6.12B
| $1M | 0.01% |
88,605
+11,788
| +15% | +$168K |
|
|
HES
1411
PUT
DELISTED
Hess
HES
| $1M | 0.01% |
30,100
+12,100
| +67% | +$655K |
|
1412
CALL
State Street Energy Select Sector SPDR ETF
XLE
$37.6B
| $1M | 0.01% |
68,800
-67,200
| -49% | -$1.59M |
|
|
CIO
1413
DELISTED
City Office REIT
CIO
| $999K | 0.01% |
138,141
-100,380
| -42% | -$1.19M |
|
1414
Simpson Manufacturing
SSD
$8.16B
| $996K | 0.01% |
+16,074
| New | +$1.26M |
|
1415
Werner Enterprises
WERN
$2.25B
| $996K | 0.01% |
27,477
-59,464
| -68% | -$2.14M |
|
1416
PUT
O'Reilly Automotive
ORLY
$76.3B
| $993K | 0.01% |
49,500
-85,500
| -63% | -$2.19M |
|
1417
Celestica
CLS
$36.5B
| $992K | 0.01% |
283,463
+136,509
| +93% | +$941K |
|
|
SHYF
1418
DELISTED
The Shyft Group
SHYF
| $992K | 0.01% |
76,860
-56,509
| -42% | -$894K |
|
|
FLG
1419
Flagstar Bank National Association
FLG
$5.82B
| $992K | 0.01% |
35,207
-117,878
| -77% | -$3.92M |
|
|
NPTN
1420
DELISTED
NEOPHOTONICS CORP
NPTN
| $992K | 0.01% |
136,835
-84,862
| -38% | -$629K |
|
|
AAMI
1421
Acadian Asset Management
AAMI
$3.19B
| $988K | 0.01% |
154,569
-308,962
| -67% | -$2.67M |
|
1422
CALL
HubSpot
HUBS
$10.5B
| $986K | 0.01% |
7,400
-12,600
| -63% | -$2.09M |
|
1423
CALL
PagSeguro Digital
PAGS
$2.55B
| $984K | 0.01% |
50,900
+7,500
| +17% | +$228K |
|
1424
CALL
Deere & Co
DE
$168B
| $981K | 0.01% |
7,100
-26,500
| -79% | -$4.19M |
|
|
SINA
1425
CALL
DELISTED
Sina Corp
SINA
| $981K | 0.01% |
+30,800
| New | +$1.13M |
|
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.