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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 | |
|---|---|---|---|---|---|---|
|
ANAT
1376
DELISTED
American National Group, Inc. Common Stock
ANAT
| $1.04M | 0.01% |
12,670
+3,889
| +44% | +$393K |
|
1377
CALL
Ciena
CIEN
$58.4B
| $1.04M | 0.01% |
+26,200
| New | +$1.07M |
|
1378
Fastenal
FAST
$59.5B
| $1.04M | 0.01% |
+66,754
| New | +$1.18M |
|
1379
Lennar Class A
LEN
$21.2B
| $1.04M | 0.01% |
28,201
+846
| +3% | +$47.9K |
|
1380
CALL
Valero Energy
VLO
$85.9B
| $1.04M | 0.01% |
23,000
+10,100
| +78% | +$734K |
|
|
COHR
1381
PUT
DELISTED
Coherent Inc
COHR
| $1.04M | 0.01% |
9,800
+6,500
| +197% | +$909K |
|
1382
Dine Brands
DIN
$452M
| $1.04M | 0.01% |
+36,280
| New | +$2.63M |
|
1383
Provident Financial Services
PFS
$3.19B
| $1.04M | 0.01% |
+80,932
| New | +$1.64M |
|
1384
Usana Health Sciences
USNA
$286M
| $1.04M | 0.01% |
18,023
+11,870
| +193% | +$826K |
|
|
SAFM
1385
DELISTED
Sanderson Farms Inc
SAFM
| $1.04M | 0.01% |
8,428
-14,572
| -63% | -$2.03M |
|
|
FISV
1386
CALL
Fiserv Inc
FISV
$27.9B
| $1.03M | 0.01% |
10,900
+1,300
| +14% | +$144K |
|
1387
PNC Financial Services
PNC
$101B
| $1.03M | 0.01% |
+10,735
| New | +$1.44M |
|
1388
Huron Consulting
HURN
$2.42B
| $1.02M | 0.01% |
+22,593
| New | +$1.36M |
|
1389
NewtekOne
NEWT
$391M
| $1.02M | 0.01% |
77,566
-50,887
| -40% | -$968K |
|
1390
Best Buy
BBY
$17.3B
| $1.02M | 0.01% |
17,941
-290,993
| -94% | -$23.1M |
|
|
RAD
1391
PUT
DELISTED
Rite Aid Corporation
RAD
| $1.02M | 0.01% |
+68,200
| New | +$954K |
|
|
ALEX
1392
DELISTED
Alexander & Baldwin
ALEX
| $1.02M | 0.01% |
90,510
+16,329
| +22% | +$306K |
|
1393
Myers Industries
MYE
$1.29B
| $1.02M | 0.01% |
94,468
-372
| -0.4% | -$5.43K |
|
1394
PUT
Corning
GLW
$143B
| $1.01M | 0.01% |
49,400
+9,400
| +24% | +$245K |
|
|
HIMX
1395
Himax Technologies
HIMX
$2.55B
| $1.01M | 0.01% |
370,102
+234,759
| +173% | +$883K |
|
1396
Newmont
NEM
$119B
| $1.01M | 0.01% |
22,400
-3,700
| -14% | -$167K |
|
1397
CALL
Cardinal Health
CAH
$55.4B
| $1.01M | 0.01% |
21,100
+11,000
| +109% | +$571K |
|
1398
Cooper Companies
COO
$14.5B
| $1.01M | 0.01% |
14,688
-69,268
| -83% | -$5.64M |
|
1399
PUT
Dollar General
DG
$27.9B
| $1.01M | 0.01% |
6,700
-7,900
| -54% | -$1.22M |
|
1400
PUT
Marvell Technology
MRVL
$196B
| $1.01M | 0.01% |
44,700
-10,700
| -19% | -$257K |
|
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.