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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 | |
|---|---|---|---|---|---|---|
|
CATC
1576
DELISTED
CAMBRIDGE BANCORP
CATC
| $814K | 0.01% |
15,651
-4,516
| -22% | -$308K |
|
1577
Anika Therapeutics
ANIK
$287M
| $812K | 0.01% |
28,082
+22,707
| +422% | +$918K |
|
1578
Lindblad Expeditions
LIND
$2.22B
| $810K | 0.01% |
194,248
+23,130
| +14% | +$297K |
|
1579
CALL
Hasbro
HAS
$13.2B
| $809K | 0.01% |
11,300
+6,300
| +126% | +$545K |
|
1580
Horizon Technology Finance
HRZN
$311M
| $809K | 0.01% |
99,682
-130,473
| -57% | -$1.54M |
|
|
DFS
1581
CALL
DELISTED
Discover Financial Services
DFS
| $806K | 0.01% |
22,600
-6,900
| -23% | -$457K |
|
1582
Waterstone Financial
WSBF
$375M
| $806K | 0.01% |
55,401
+4,450
| +9% | +$75.5K |
|
1583
CALL
Deckers Outdoor
DECK
$13.3B
| $804K | 0.01% |
36,000
-7,800
| -18% | -$217K |
|
1584
CALL
HDFC Bank
HDB
$121B
| $804K | 0.01% |
+41,800
| New | +$1.12M |
|
1585
CALL
Corning
GLW
$143B
| $803K | 0.01% |
39,100
-2,700
| -6% | -$70.4K |
|
1586
VanEck Semiconductor ETF
SMH
$71.8B
| $803K | 0.01% |
13,712
+600
| +5% | +$40.5K |
|
1587
Webster Financial
WBS
$12.8B
| $803K | 0.01% |
+35,053
| New | +$1.43M |
|
|
SPTN
1588
DELISTED
SpartanNash
SPTN
| $802K | 0.01% |
56,005
-199,755
| -78% | -$2.57M |
|
|
FOLD
1589
DELISTED
Amicus Therapeutics
FOLD
| $800K | 0.01% |
86,607
-551,825
| -86% | -$5.25M |
|
|
ZEN
1590
PUT
DELISTED
ZENDESK INC
ZEN
| $800K | 0.01% |
12,500
-7,800
| -38% | -$609K |
|
1591
Everest Group
EG
$14.4B
| $799K | 0.01% |
4,150
-817
| -16% | -$209K |
|
1592
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$5.2B
| $799K | 0.01% |
39,128
-7,128
| -15% | -$225K |
|
1593
Idexx Laboratories
IDXX
$46.2B
| $798K | 0.01% |
3,293
-47,500
| -94% | -$12.4M |
|
1594
PUT
Cigna
CI
$74.6B
| $797K | 0.01% |
4,500
-6,000
| -57% | -$1.16M |
|
1595
SITE Centers
SITC
$165M
| $797K | 0.01% |
+196,160
| New | +$1.7M |
|
1596
PUT
United Therapeutics
UTHR
$23.1B
| $797K | 0.01% |
8,400
+5,900
| +236% | +$561K |
|
|
DLPH
1597
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
| $795K | 0.01% |
98,739
-148,540
| -60% | -$1.84M |
|
1598
CALL
JB Hunt Transport Services
JBHT
$25.2B
| $793K | 0.01% |
8,600
-14,100
| -62% | -$1.47M |
|
|
QTS
1599
DELISTED
QTS REALTY TRUST, INC.
QTS
| $792K | 0.01% |
13,658
-116,341
| -89% | -$6.5M |
|
1600
Assembly Biosciences
ASMB
$529M
| $791K | 0.01% |
4,444
-4,404
| -50% | -$944K |
|
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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.