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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 | |
|---|---|---|---|---|---|---|
101
Teck Resources
TECK
$32.4B
| $24.2M | 0.2% |
3,196,261
+2,209,433
| +224% | +$26.5M |
|
102
Essex Property Trust
ESS
$18.5B
| $24.1M | 0.2% |
+109,242
| New | +$31.4M |
|
103
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $23.9M | 0.19% |
438,039
-764,966
| -64% | -$46.4M |
|
104
Dropbox
DBX
$8.17B
| $23.8M | 0.19% |
1,315,557
-789,171
| -37% | -$14.4M |
|
105
GoDaddy
GDDY
$11.6B
| $23.7M | 0.19% |
415,495
-928,510
| -69% | -$61.4M |
|
106
PUT
Shopify
SHOP
$187B
| $23.6M | 0.19% |
567,000
+146,000
| +35% | +$6.58M |
|
|
HOLX
107
DELISTED
Hologic
HOLX
| $23.4M | 0.19% |
666,346
-419,131
| -39% | -$20M |
|
108
Oracle
ORCL
$416B
| $22.7M | 0.18% |
469,565
-491,390
| -51% | -$25.4M |
|
109
CALL
NVIDIA
NVDA
$5.31T
| $22.5M | 0.18% |
3,420,000
+1,700,000
| +99% | +$10.7M |
|
110
Alcoa
AA
$12.6B
| $22.2M | 0.18% |
3,606,682
-319,904
| -8% | -$4.39M |
|
111
FirstEnergy
FE
$27.7B
| $22.1M | 0.18% |
551,534
-997,314
| -64% | -$46.3M |
|
|
112
CALL
Shopify
SHOP
$187B
| $21.3M | 0.17% |
511,000
+106,000
| +26% | +$4.78M |
|
113
MGM Resorts International
MGM
$11.4B
| $21.1M | 0.17% |
1,787,135
-2,937,653
| -62% | -$75.6M |
|
114
CALL
Roku
ROKU
$21.8B
| $21.1M | 0.17% |
240,700
+84,900
| +54% | +$9.77M |
|
|
ICPT
115
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $21M | 0.17% |
333,127
+31,881
| +11% | +$2.87M |
|
116
Encompass Health
EHC
$11B
| $20.8M | 0.17% |
408,453
+61,092
| +18% | +$3.52M |
|
117
Apple
AAPL
$4.54T
| $20.7M | 0.17% |
325,724
-107,420
| -25% | -$7.9M |
|
118
Kinross Gold
KGC
$30.5B
| $20.6M | 0.17% |
5,186,498
-824,927
| -14% | -$3.99M |
|
119
Kohl's
KSS
$2.23B
| $20.6M | 0.17% |
1,408,528
-372,716
| -21% | -$14M |
|
120
CALL
Invesco QQQ Trust
QQQ
$480B
| $20.5M | 0.17% |
107,500
-265,900
| -71% | -$56.3M |
|
121
Macy's
M
$6.71B
| $20.3M | 0.17% |
4,130,859
-1,040,611
| -20% | -$14.1M |
|
122
First American
FAF
$7.66B
| $20.3M | 0.17% |
478,241
-146,714
| -23% | -$8.38M |
|
123
Intercontinental Exchange
ICE
$84.1B
| $20.2M | 0.16% |
250,156
+214,071
| +593% | +$19.4M |
|
124
Shake Shack
SHAK
$3B
| $20.1M | 0.16% |
532,414
+297,306
| +126% | +$17.6M |
|
|
125
PUT
Invesco QQQ Trust
QQQ
$480B
| $20.1M | 0.16% |
105,500
-308,900
| -75% | -$65.4M |
|
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.