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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 | |
|---|---|---|---|---|---|---|
1776
PUT
SBA Communications
SBAC
$19.2B
| $621K | 0.01% |
2,300
-13,200
| -85% | -$3.48M |
|
1777
CALL
W.P. Carey
WPC
$16.2B
| $621K | 0.01% |
10,925
-3,777
| -26% | -$286K |
|
1778
PUT
Verizon
VZ
$193B
| $618K | 0.01% |
11,500
-24,000
| -68% | -$1.37M |
|
1779
CALL
Essex Property Trust
ESS
$18.4B
| $617K | 0.01% |
2,800
-5,500
| -66% | -$1.58M |
|
|
SC
1780
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $616K | 0.01% |
+44,283
| New | +$987K |
|
|
MITT
1781
TPG Mortgage Investment Trust
MITT
$204M
| $615K | 0.01% |
74,851
-37,219
| -33% | -$1.49M |
|
1782
CALL
Pan American Silver
PAAS
$21.4B
| $615K | 0.01% |
42,900
-64,400
| -60% | -$1.34M |
|
1783
PUT
Credit Acceptance
CACC
$6.07B
| $614K | 0.01% |
2,400
-1,400
| -37% | -$565K |
|
1784
PUT
Capri Holdings
CPRI
$1.74B
| $614K | 0.01% |
56,900
+36,700
| +182% | +$963K |
|
1785
Domo
DOMO
$182M
| $614K | 0.01% |
61,799
-17,239
| -22% | -$347K |
|
1786
Revolve Group
RVLV
$1.73B
| $614K | 0.01% |
71,111
+15,691
| +28% | +$249K |
|
|
RDS.A
1787
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $614K | 0.01% |
17,600
+1,200
| +7% | +$56K |
|
1788
PUT
International Paper
IP
$21.8B
| $613K | 0.01% |
20,803
-21,437
| -51% | -$796K |
|
|
DHIL
1789
DELISTED
Diamond Hill
DHIL
| $612K | 0.01% |
6,782
-11,661
| -63% | -$1.47M |
|
1790
CALL
Duke Energy
DUK
$96.6B
| $607K | ﹤0.01% |
7,500
-74,600
| -91% | -$6.85M |
|
1791
CALL
Dick's Sporting Goods
DKS
$18.9B
| $606K | ﹤0.01% |
28,500
+18,500
| +185% | +$710K |
|
1792
CALL
Vail Resorts
MTN
$5.23B
| $606K | ﹤0.01% |
4,100
+1,100
| +37% | +$237K |
|
1793
PUT
Papa John's
PZZA
$792M
| $603K | ﹤0.01% |
11,300
-25,500
| -69% | -$1.53M |
|
1794
PUT
International Flavors & Fragrances
IFF
$21.8B
| $602K | ﹤0.01% |
+5,900
| New | +$735K |
|
1795
CALL
TJX Companies
TJX
$177B
| $602K | ﹤0.01% |
12,600
+2,600
| +26% | +$150K |
|
1796
Itron
ITRI
$4.47B
| $601K | ﹤0.01% |
10,769
+2,899
| +37% | +$220K |
|
1797
PUT
Whirlpool
WHR
$2.77B
| $601K | ﹤0.01% |
7,000
-8,200
| -54% | -$1.08M |
|
1798
Semtech
SMTC
$13.3B
| $599K | ﹤0.01% |
15,980
-3,905
| -20% | -$177K |
|
1799
CALL
Sempra
SRE
$55.1B
| $599K | ﹤0.01% |
10,600
-9,400
| -47% | -$667K |
|
1800
PUT
Humana
HUM
$46.2B
| $597K | ﹤0.01% |
1,900
-11,500
| -86% | -$3.88M |
|
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.