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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 | |
|---|---|---|---|---|---|---|
|
BBBY
1901
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $517K | ﹤0.01% |
122,900
-54,700
| -31% | -$637K |
|
1902
CALL
Boston Properties
BXP
$10.8B
| $516K | ﹤0.01% |
5,600
-2,000
| -26% | -$258K |
|
1903
Entegris
ENTG
$22.3B
| $516K | ﹤0.01% |
11,521
-46,379
| -80% | -$2.41M |
|
1904
Tootsie Roll Industries
TR
$2.98B
| $516K | ﹤0.01% |
+17,126
| New | +$483K |
|
1905
vTv Therapeutics
VTVT
$136M
| $516K | ﹤0.01% |
6,757
+4,549
| +206% | +$437K |
|
1906
Zions Bancorporation
ZION
$10.3B
| $515K | ﹤0.01% |
19,244
-59,025
| -75% | -$2.43M |
|
|
PRAH
1907
CALL
DELISTED
PRA Health Sciences, Inc.
PRAH
| $515K | ﹤0.01% |
6,200
+2,900
| +88% | +$283K |
|
1908
Deckers Outdoor
DECK
$13.2B
| $514K | ﹤0.01% |
+23,010
| New | +$640K |
|
|
LAND
1909
Gladstone Land Corp
LAND
$348M
| $514K | ﹤0.01% |
43,363
+4,380
| +11% | +$56.5K |
|
|
VCRA
1910
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
| $513K | ﹤0.01% |
24,131
-68,202
| -74% | -$1.55M |
|
1911
CALL
GDS Holdings
GDS
$6.27B
| $510K | ﹤0.01% |
8,800
-7,400
| -46% | -$413K |
|
1912
CALL
International Flavors & Fragrances
IFF
$21.7B
| $510K | ﹤0.01% |
+5,000
| New | +$623K |
|
1913
eGain
EGAN
$202M
| $509K | ﹤0.01% |
69,486
-59,861
| -46% | -$465K |
|
1914
OFG Bancorp
OFG
$2.2B
| $508K | ﹤0.01% |
+45,435
| New | +$813K |
|
1915
PUT
Valero Energy
VLO
$90.3B
| $508K | ﹤0.01% |
11,200
-10,900
| -49% | -$792K |
|
1916
CALL
Western Union
WU
$2.16B
| $508K | ﹤0.01% |
28,000
-17,300
| -38% | -$424K |
|
1917
Sysco
SYY
$40.3B
| $506K | ﹤0.01% |
11,081
-375,232
| -97% | -$26M |
|
|
CORR
1918
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
| $506K | ﹤0.01% |
27,520
-32,884
| -54% | -$1.24M |
|
1919
CALL
Verizon
VZ
$195B
| $505K | ﹤0.01% |
9,400
-259,800
| -97% | -$14.9M |
|
|
CHX
1920
DELISTED
ChampionX
CHX
| $504K | ﹤0.01% |
+87,613
| New | +$1.82M |
|
1921
PUT
Canadian Solar
CSIQ
$1.06B
| $504K | ﹤0.01% |
31,700
+16,100
| +103% | +$326K |
|
|
ENDP
1922
DELISTED
Endo International plc
ENDP
| $504K | ﹤0.01% |
136,152
-24,539
| -15% | -$124K |
|
1923
CALL
EOG Resources
EOG
$74.2B
| $503K | ﹤0.01% |
14,000
-24,200
| -63% | -$1.57M |
|
|
FRBK
1924
DELISTED
Republic First Bancorp Inc
FRBK
| $503K | ﹤0.01% |
229,792
-109,079
| -32% | -$345K |
|
|
KZR
1925
DELISTED
Kezar Life Sciences
KZR
| $502K | ﹤0.01% |
11,508
+2,642
| +30% | +$107K |
|
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.