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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 | |
|---|---|---|---|---|---|---|
1526
CALL
KLA
KLAC
$259B
| $862K | 0.01% |
60,000
-81,000
| -57% | -$1.3M |
|
|
PRTY
1527
DELISTED
Party City Holdco Inc.
PRTY
| $862K | 0.01% |
1,880,588
+268,320
| +17% | +$551K |
|
|
NGD
1528
DELISTED
New Gold Inc
NGD
| $861K | 0.01% |
1,686,524
-2,275,426
| -57% | -$1.84M |
|
|
ITCI
1529
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $860K | 0.01% |
55,926
+27,246
| +95% | +$592K |
|
1530
Pearson
PSO
$9.9B
| $859K | 0.01% |
+124,705
| New | +$908K |
|
1531
Alphatec Holdings
ATEC
$1.44B
| $857K | 0.01% |
248,506
+24,636
| +11% | +$142K |
|
1532
PUT
State Street Energy Select Sector SPDR ETF
XLE
$37.6B
| $854K | 0.01% |
58,800
-257,200
| -81% | -$6.1M |
|
|
TEN
1533
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $851K | 0.01% |
236,451
-176,085
| -43% | -$1.48M |
|
1534
Equity Residential
EQR
$25.1B
| $850K | 0.01% |
+13,781
| New | +$1.07M |
|
|
SLCA
1535
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $850K | 0.01% |
472,007
+424,390
| +891% | +$1.81M |
|
|
PCSB
1536
DELISTED
PCSB Financial Corporation
PCSB
| $849K | 0.01% |
60,713
+3,454
| +6% | +$62.2K |
|
1537
PUT
Bath & Body Works
BBWI
$4.1B
| $847K | 0.01% |
90,672
+28,822
| +47% | +$458K |
|
1538
PUT
CME Group
CME
$94.8B
| $847K | 0.01% |
4,900
-3,100
| -39% | -$617K |
|
|
ADAM
1539
Adamas Trust
ADAM
$883M
| $847K | 0.01% |
136,617
+9,127
| +7% | +$192K |
|
1540
Agree Realty
ADC
$9.41B
| $846K | 0.01% |
13,662
-82,944
| -86% | -$5.9M |
|
1541
PUT
BioMarin Pharmaceuticals
BMRN
$12.4B
| $845K | 0.01% |
10,000
+5,000
| +100% | +$431K |
|
1542
PUT
J.M. Smucker
SJM
$12.8B
| $844K | 0.01% |
7,600
-2,900
| -28% | -$310K |
|
1543
CALL
O'Reilly Automotive
ORLY
$76.3B
| $843K | 0.01% |
42,000
-133,500
| -76% | -$3.41M |
|
1544
Constellium
CSTM
$3.99B
| $842K | 0.01% |
161,550
-499,653
| -76% | -$5.37M |
|
1545
CALL
PepsiCo
PEP
$190B
| $841K | 0.01% |
7,000
-118,800
| -94% | -$16.1M |
|
1546
Daktronics
DAKT
$1.04B
| $840K | 0.01% |
170,396
-34,108
| -17% | -$189K |
|
1547
Halliburton
HAL
$26.6B
| $840K | 0.01% |
+122,597
| New | +$2.13M |
|
|
HES
1548
CALL
DELISTED
Hess
HES
| $839K | 0.01% |
25,200
+6,200
| +33% | +$335K |
|
|
BIG
1549
DELISTED
Big Lots, Inc.
BIG
| $839K | 0.01% |
58,995
-34,911
| -37% | -$790K |
|
1550
PUT
Teva Pharmaceuticals
TEVA
$41.2B
| $837K | 0.01% |
93,200
-449,300
| -83% | -$4.6M |
|
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.