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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 | |
|---|---|---|---|---|---|---|
2576
FMC
FMC
$1.32B
| $223K | ﹤0.01% |
+2,728
| New | +$253K |
|
2577
LG Display
LPL
$3.46B
| $223K | ﹤0.01% |
+50,274
| New | +$300K |
|
2578
PUT
Invesco
IVZ
$14B
| $222K | ﹤0.01% |
24,500
+8,500
| +53% | +$129K |
|
2579
PCB Bancorp
PCB
$386M
| $222K | ﹤0.01% |
22,749
-11,401
| -33% | -$157K |
|
2580
PUT
Waste Management
WM
$91.4B
| $222K | ﹤0.01% |
2,400
-9,300
| -79% | -$1.07M |
|
2581
PUT
Nutrien
NTR
$31.8B
| $221K | ﹤0.01% |
+6,500
| New | +$260K |
|
2582
PUT
Perrigo
PRGO
$1.76B
| $221K | ﹤0.01% |
+4,600
| New | +$247K |
|
2583
Washington Trust Bancorp
WASH
$742M
| $221K | ﹤0.01% |
+6,035
| New | +$273K |
|
|
KRA
2584
DELISTED
Kraton Corporation
KRA
| $221K | ﹤0.01% |
+27,339
| New | +$407K |
|
2585
CALL
Synaptics
SYNA
$4.2B
| $220K | ﹤0.01% |
+3,800
| New | +$258K |
|
2586
CALL
State Street SPDR S&P Retail ETF
XRT
$649M
| $220K | ﹤0.01% |
7,400
-3,600
| -33% | -$146K |
|
2587
CALL
Herbalife
HLF
$1.22B
| $219K | ﹤0.01% |
7,500
-7,300
| -49% | -$272K |
|
2588
Liberty Broadband Class C
LBRDK
$5.18B
| $219K | ﹤0.01% |
1,974
-17,530
| -90% | -$2.18M |
|
|
OLP
2589
One Liberty Properties
OLP
$515M
| $219K | ﹤0.01% |
+15,721
| New | +$381K |
|
2590
CALL
PTC Therapeutics
PTCT
$6.14B
| $219K | ﹤0.01% |
+4,900
| New | +$247K |
|
2591
CALL
Royal Caribbean
RCL
$82.3B
| $219K | ﹤0.01% |
6,800
+4,800
| +240% | +$439K |
|
2592
CALL
STAAR Surgical
STAA
$1.27B
| $219K | ﹤0.01% |
6,800
-1,000
| -13% | -$33.7K |
|
|
BERY
2593
PUT
DELISTED
Berry Global Group, Inc.
BERY
| $219K | ﹤0.01% |
7,079
-10,890
| -61% | -$399K |
|
|
MSON
2594
DELISTED
Misonix Inc
MSON
| $219K | ﹤0.01% |
+23,255
| New | +$353K |
|
2595
LSI Industries
LYTS
$927M
| $218K | ﹤0.01% |
57,592
-55,861
| -49% | -$320K |
|
2596
PUT
Snap-on
SNA
$21.5B
| $218K | ﹤0.01% |
2,000
-5,000
| -71% | -$738K |
|
|
KDNY
2597
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
| $218K | ﹤0.01% |
15,897
-91,424
| -85% | -$1.08M |
|
2598
Bankunited
BKU
$3.32B
| $217K | ﹤0.01% |
+11,611
| New | +$347K |
|
2599
Neogen
NEOG
$2.51B
| $217K | ﹤0.01% |
+6,464
| New | +$212K |
|
2600
First Financial Bankshares
FFIN
$4.96B
| $216K | ﹤0.01% |
+8,061
| New | +$252K |
|
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.