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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 | |
|---|---|---|---|---|---|---|
1176
Teradyne
TER
$59.3B
| $1.42M | 0.01% |
26,273
-633,243
| -96% | -$40.2M |
|
1177
Avient
AVNT
$4.19B
| $1.42M | 0.01% |
74,915
-154,418
| -67% | -$4.32M |
|
1178
Immersion
IMMR
$252M
| $1.42M | 0.01% |
264,407
-91,251
| -26% | -$630K |
|
1179
PUT
Macy's
M
$6.68B
| $1.41M | 0.01% |
288,000
+75,200
| +35% | +$1.02M |
|
|
TPH
1180
DELISTED
Tri Pointe Homes
TPH
| $1.41M | 0.01% |
160,556
-395,497
| -71% | -$5.78M |
|
1181
WisdomTree
WT
$3.22B
| $1.41M | 0.01% |
603,985
+378,039
| +167% | +$1.46M |
|
1182
Marcus Corp
MCS
$945M
| $1.4M | 0.01% |
+113,842
| New | +$2.87M |
|
1183
Darden Restaurants
DRI
$24.4B
| $1.4M | 0.01% |
+25,722
| New | +$2.5M |
|
1184
Packaging Corp of America
PKG
$22.8B
| $1.4M | 0.01% |
+16,072
| New | +$1.56M |
|
1185
Acadia Realty Trust
AKR
$2.84B
| $1.39M | 0.01% |
112,520
+100,681
| +850% | +$2.27M |
|
1186
PUT
American Tower
AMT
$80.4B
| $1.39M | 0.01% |
6,400
-29,200
| -82% | -$6.8M |
|
1187
CALL
WIX.com
WIX
$2.52B
| $1.39M | 0.01% |
13,800
-1,300
| -9% | -$170K |
|
1188
KeyCorp
KEY
$24.4B
| $1.39M | 0.01% |
134,037
+11,550
| +9% | +$192K |
|
1189
Nabors Industries
NBR
$1.21B
| $1.39M | 0.01% |
71,267
+24,746
| +53% | +$2.27M |
|
|
MZTI
1190
The Marzetti Company
MZTI
$3.11B
| $1.39M | 0.01% |
+9,592
| New | +$1.45M |
|
|
1191
CALL
Teradyne
TER
$59.3B
| $1.38M | 0.01% |
25,500
+13,800
| +118% | +$876K |
|
|
HUYA
1192
PUT
Huya Inc
HUYA
$558M
| $1.38M | 0.01% |
81,200
+62,900
| +344% | +$1.17M |
|
|
SFIX
1193
Stitch Fix
SFIX
$560M
| $1.37M | 0.01% |
+108,141
| New | +$2.35M |
|
1194
CALL
Crown Castle
CCI
$32.2B
| $1.37M | 0.01% |
9,500
-10,100
| -52% | -$1.51M |
|
1195
CytomX Therapeutics
CTMX
$754M
| $1.37M | 0.01% |
178,935
-131,777
| -42% | -$919K |
|
1196
Comscore
SCOR
$109M
| $1.37M | 0.01% |
24,323
-1,805
| -7% | -$136K |
|
1197
Zoetis
ZTS
$30B
| $1.37M | 0.01% |
11,659
-439,548
| -97% | -$57.9M |
|
1198
PUT
TSMC
TSM
$2.18T
| $1.37M | 0.01% |
+28,600
| New | +$1.56M |
|
|
1199
PUT
Altria Group
MO
$114B
| $1.36M | 0.01% |
35,300
-113,700
| -76% | -$5.05M |
|
1200
PUT
Blackrock
BLK
$176B
| $1.36M | 0.01% |
3,100
-6,000
| -66% | -$2.96M |
|
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.