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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 | |
|---|---|---|---|---|---|---|
1326
RPC Inc
RES
$1.3B
| $1.12M | 0.01% |
542,711
-267,461
| -33% | -$990K |
|
1327
SiriusPoint
SPNT
$2.68B
| $1.12M | 0.01% |
150,917
-231,274
| -61% | -$2.22M |
|
1328
PUT
NetApp
NTAP
$37.2B
| $1.12M | 0.01% |
+26,800
| New | +$1.39M |
|
1329
O'Reilly Automotive
ORLY
$76.3B
| $1.12M | 0.01% |
55,650
-1,092,780
| -95% | -$27.9M |
|
1330
IDEX
IEX
$17.3B
| $1.11M | 0.01% |
+8,034
| New | +$1.26M |
|
1331
PUT
Skyworks Solutions
SWKS
$10.6B
| $1.11M | 0.01% |
12,400
+3,600
| +41% | +$384K |
|
1332
A10 Networks
ATEN
$1.95B
| $1.11M | 0.01% |
178,235
+136
| +0.1% | +$869 |
|
1333
CALL
Acuity Brands
AYI
$10.8B
| $1.1M | 0.01% |
12,900
-1,400
| -10% | -$154K |
|
1334
Carlyle Secured Lending
CGBD
$758M
| $1.1M | 0.01% |
211,671
-140,184
| -40% | -$1.66M |
|
|
EPZM
1335
DELISTED
Epizyme, Inc
EPZM
| $1.1M | 0.01% |
+71,224
| New | +$1.53M |
|
1336
Advance Auto Parts
AAP
$3.49B
| $1.1M | 0.01% |
+11,820
| New | +$1.53M |
|
1337
Innoviva
INVA
$1.48B
| $1.1M | 0.01% |
93,803
+26,403
| +39% | +$349K |
|
1338
PUT
Rockwell Automation
ROK
$49B
| $1.1M | 0.01% |
7,300
+700
| +11% | +$130K |
|
1339
Children's Place
PLCE
$59.8M
| $1.1M | 0.01% |
+56,074
| New | +$2.97M |
|
1340
Alaunos Therapeutics
TCRT
$4.86M
| $1.1M | 0.01% |
2,982
+2,132
| +251% | +$1.1M |
|
1341
AutoNation
AN
$6.92B
| $1.09M | 0.01% |
+39,013
| New | +$1.61M |
|
1342
CALL
Arista Networks
ANET
$238B
| $1.09M | 0.01% |
86,400
-110,400
| -56% | -$1.43M |
|
1343
Arcos Dorados Holdings
ARCO
$1.74B
| $1.09M | 0.01% |
336,265
-199,658
| -37% | -$1.27M |
|
1344
Gladstone Investment Corp
GAIN
$661M
| $1.09M | 0.01% |
139,061
+92,551
| +199% | +$1.1M |
|
1345
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
| $1.09M | 0.01% |
67,650
+24,600
| +57% | +$571K |
|
|
EFOR
1346
Everforth Inc
EFOR
$1.32B
| $1.09M | 0.01% |
+30,863
| New | +$1.75M |
|
1347
PUT
Eaton
ETN
$174B
| $1.09M | 0.01% |
14,000
+1,600
| +13% | +$147K |
|
|
EVOP
1348
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
| $1.09M | 0.01% |
71,060
-27,080
| -28% | -$668K |
|
1349
iShares Mortgage Real Estate ETF
REM
$543M
| $1.08M | 0.01% |
57,850
-36,550
| -39% | -$1.47M |
|
1350
American Water Works
AWK
$26.9B
| $1.08M | 0.01% |
9,042
-110,587
| -92% | -$14.3M |
|
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.