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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 | |
|---|---|---|---|---|---|---|
1951
MacroGenics
MGNX
$256M
| $483K | ﹤0.01% |
83,039
-49,069
| -37% | -$446K |
|
1952
CALL
BioMarin Pharmaceuticals
BMRN
$13.3B
| $482K | ﹤0.01% |
+5,700
| New | +$491K |
|
1953
Associated Banc-Corp
ASB
$5.91B
| $481K | ﹤0.01% |
37,623
-10,249
| -21% | -$184K |
|
|
EA
1954
PUT
DELISTED
Electronic Arts
EA
| $481K | ﹤0.01% |
4,800
-45,000
| -90% | -$4.74M |
|
|
TRHC
1955
CALL
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
| $481K | ﹤0.01% |
9,200
-2,600
| -22% | -$141K |
|
|
CNCE
1956
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
| $481K | ﹤0.01% |
54,359
-21,295
| -28% | -$210K |
|
1957
CALL
PNC Financial Services
PNC
$100B
| $479K | ﹤0.01% |
5,000
-2,500
| -33% | -$336K |
|
1958
Ternium
TX
$10.7B
| $479K | ﹤0.01% |
40,235
-56,216
| -58% | -$1.04M |
|
|
SAVE
1959
DELISTED
Spirit Airlines, Inc.
SAVE
| $479K | ﹤0.01% |
+37,189
| New | +$1.19M |
|
|
MCBC
1960
DELISTED
Macatawa Bank Corp
MCBC
| $479K | ﹤0.01% |
67,318
+8,555
| +15% | +$82.6K |
|
1961
Sierra Bancorp
BSRR
$515M
| $478K | ﹤0.01% |
27,203
+1,495
| +6% | +$36.3K |
|
1962
Trustmark
TRMK
$2.73B
| $478K | ﹤0.01% |
+20,505
| New | +$611K |
|
1963
WesBanco
WSBC
$3.99B
| $478K | ﹤0.01% |
20,160
-92,371
| -82% | -$2.88M |
|
1964
Chesapeake Utilities
CPK
$3.19B
| $477K | ﹤0.01% |
5,569
-7,762
| -58% | -$721K |
|
1965
PUT
Southwest Airlines
LUV
$22B
| $477K | ﹤0.01% |
13,400
-23,800
| -64% | -$1.18M |
|
1966
CALL
J.M. Smucker
SJM
$12.6B
| $477K | ﹤0.01% |
4,300
-9,700
| -69% | -$1.04M |
|
1967
PUT
Teradyne
TER
$57.8B
| $477K | ﹤0.01% |
8,800
-1,500
| -15% | -$95.2K |
|
1968
Turning Point Brands
TPB
$1.79B
| $477K | ﹤0.01% |
22,584
-47,999
| -68% | -$1.12M |
|
|
CBAY
1969
DELISTED
Cymabay Therapeutics
CBAY
| $477K | ﹤0.01% |
322,063
-66,245
| -17% | -$111K |
|
1970
CALL
D.R. Horton
DHI
$41B
| $476K | ﹤0.01% |
14,000
-43,500
| -76% | -$2.26M |
|
1971
CALL
Berkshire Hathaway Class B
BRK.B
$1.14T
| $475K | ﹤0.01% |
2,600
-75,800
| -97% | -$16.1M |
|
1972
Emergent Biosolutions
EBS
$227M
| $475K | ﹤0.01% |
+8,206
| New | +$473K |
|
1973
CALL
Broadridge
BR
$19.8B
| $474K | ﹤0.01% |
5,000
-700
| -12% | -$79.9K |
|
1974
CALL
Ventas
VTR
$47B
| $474K | ﹤0.01% |
17,700
-52,200
| -75% | -$2.59M |
|
|
ACOR
1975
DELISTED
Acorda Therapeutics
ACOR
| $474K | ﹤0.01% |
4,234
-1,112
| -21% | -$219K |
|
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.