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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 | |
|---|---|---|---|---|---|---|
476
Enanta Pharmaceuticals
ENTA
$400M
| $5.28M | 0.04% |
102,734
-32,021
| -24% | -$1.71M |
|
477
HEICO Corp
HEI
$51.4B
| $5.27M | 0.04% |
70,621
-58,854
| -45% | -$6.43M |
|
478
Prospect Capital
PSEC
$1.17B
| $5.27M | 0.04% |
1,238,967
-742,757
| -37% | -$4.39M |
|
479
Vanguard Dividend Appreciation ETF
VIG
$114B
| $5.24M | 0.04% |
50,703
+11,503
| +29% | +$1.37M |
|
480
CALL
AbbVie
ABBV
$435B
| $5.23M | 0.04% |
68,600
-221,400
| -76% | -$18.9M |
|
481
D.R. Horton
DHI
$42.3B
| $5.19M | 0.04% |
152,694
-1,359,644
| -90% | -$70.6M |
|
482
J.M. Smucker
SJM
$12.8B
| $5.18M | 0.04% |
46,688
-53,150
| -53% | -$5.68M |
|
|
XLNX
483
CALL
DELISTED
Xilinx Inc
XLNX
| $5.17M | 0.04% |
66,400
+43,200
| +186% | +$3.76M |
|
484
PUT
VanEck Semiconductor ETF
SMH
$73.2B
| $5.17M | 0.04% |
88,200
+60,200
| +215% | +$4.06M |
|
485
Alcon
ALC
$35B
| $5.16M | 0.04% |
101,550
-485,820
| -83% | -$27.9M |
|
486
PUT
Paycom
PAYC
$9.69B
| $5.15M | 0.04% |
25,500
+12,200
| +92% | +$3.34M |
|
487
Akamai
AKAM
$15.9B
| $5.14M | 0.04% |
+56,191
| New | +$5.21M |
|
|
AAN.A
488
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $5.14M | 0.04% |
+225,672
| New | +$5.14M |
|
489
PUT
Regeneron Pharmaceuticals
REGN
$80.8B
| $5.13M | 0.04% |
10,500
-8,100
| -44% | -$3.34M |
|
|
COUP
490
PUT
DELISTED
Coupa Software Incorporated
COUP
| $5.11M | 0.04% |
36,600
-2,200
| -6% | -$340K |
|
|
TWTR
491
PUT
DELISTED
Twitter, Inc.
TWTR
| $5.1M | 0.04% |
207,800
+98,900
| +91% | +$3.2M |
|
492
Owens Corning
OC
$12.4B
| $5.09M | 0.04% |
131,266
-530,507
| -80% | -$29.7M |
|
|
MXIM
493
DELISTED
Maxim Integrated Products
MXIM
| $5.09M | 0.04% |
104,655
-787,760
| -88% | -$45.2M |
|
494
Hasbro
HAS
$13.2B
| $5.08M | 0.04% |
+70,975
| New | +$6.14M |
|
|
HDV
495
iShares Core High Dividend ETF
HDV
$14.9B
| $5.08M | 0.04% |
354,760
-60,740
| -15% | -$1.07M |
|
496
CALL
Mastercard
MA
$493B
| $5.07M | 0.04% |
21,000
-15,500
| -42% | -$4.61M |
|
497
Methanex
MEOH
$4.12B
| $5.03M | 0.04% |
413,283
-21,211
| -5% | -$610K |
|
498
Sprouts Farmers Market
SFM
$8.01B
| $5.03M | 0.04% |
270,566
-834,782
| -76% | -$14M |
|
499
Qualys
QLYS
$6.35B
| $5.03M | 0.04% |
57,813
-76,166
| -57% | -$6.39M |
|
500
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| $5.01M | 0.04% |
152,400
+60,875
| +67% | +$4.03M |
|
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.