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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 | |
|---|---|---|---|---|---|---|
2026
Main Street Capital
MAIN
$5.44B
| $444K | ﹤0.01% |
+21,646
| New | +$810K |
|
|
MRSN
2027
DELISTED
Mersana Therapeutics
MRSN
| $444K | ﹤0.01% |
3,048
+1,820
| +148% | +$318K |
|
2028
PUT
Vail Resorts
MTN
$5.21B
| $443K | ﹤0.01% |
3,000
-200
| -6% | -$43K |
|
2029
PUT
AT&T
T
$165B
| $443K | ﹤0.01% |
20,125
-54,946
| -73% | -$1.5M |
|
2030
Cartesian Therapeutics
RNAC
$265M
| $441K | ﹤0.01% |
6,094
+4,545
| +293% | +$439K |
|
|
GLUU
2031
CALL
DELISTED
Glu Mobile Inc.
GLUU
| $441K | ﹤0.01% |
+70,100
| New | +$452K |
|
2032
Insteel Industries
IIIN
$626M
| $440K | ﹤0.01% |
33,209
-18,299
| -36% | -$362K |
|
2033
Neurogene
NGNE
$729M
| $440K | ﹤0.01% |
1,934
+1,249
| +182% | +$257K |
|
2034
Signet Jewelers
SIG
$3.67B
| $440K | ﹤0.01% |
68,287
-146,189
| -68% | -$2.99M |
|
2035
CALL
Scorpio Tankers
STNG
$3.83B
| $440K | ﹤0.01% |
23,000
-9,100
| -28% | -$216K |
|
2036
PUT
LendingTree
TREE
$453M
| $440K | ﹤0.01% |
2,400
-3,100
| -56% | -$877K |
|
|
AGEN
2037
Agenus
AGEN
$291M
| $439K | ﹤0.01% |
9,134
-42,651
| -82% | -$2.68M |
|
2038
PUT
Franklin Resources
BEN
$17B
| $439K | ﹤0.01% |
26,300
-15,500
| -37% | -$356K |
|
2039
PUT
Southern Company
SO
$105B
| $439K | ﹤0.01% |
8,100
-35,400
| -81% | -$2.24M |
|
|
2040
CALL
Signet Jewelers
SIG
$3.67B
| $438K | ﹤0.01% |
67,900
+9,400
| +16% | +$192K |
|
2041
PUT
Equinix
EQIX
$103B
| $437K | ﹤0.01% |
700
-6,200
| -90% | -$3.71M |
|
2042
CALL
Travelers Companies
TRV
$78.3B
| $437K | ﹤0.01% |
4,400
-5,700
| -56% | -$709K |
|
2043
CALL
Waters Corp
WAT
$40.4B
| $437K | ﹤0.01% |
2,400
+100
| +4% | +$21.1K |
|
2044
PUT
Iron Mountain
IRM
$36.2B
| $436K | ﹤0.01% |
18,300
-6,300
| -26% | -$191K |
|
2045
PUT
CarMax
KMX
$8.34B
| $436K | ﹤0.01% |
+8,100
| New | +$685K |
|
2046
PUT
Vicor
VICR
$9.63B
| $436K | ﹤0.01% |
+9,800
| New | +$465K |
|
|
CTRA
2047
PUT
DELISTED
Coterra Energy
CTRA
| $435K | ﹤0.01% |
25,300
-81,900
| -76% | -$1.3M |
|
2048
PUT
Kimberly-Clark
KMB
$35.9B
| $435K | ﹤0.01% |
3,400
-9,100
| -73% | -$1.26M |
|
2049
PUT
BorgWarner
BWA
$14.1B
| $434K | ﹤0.01% |
+20,221
| New | +$585K |
|
2050
PUT
AngloGold Ashanti
AU
$49.2B
| $432K | ﹤0.01% |
26,000
-15,500
| -37% | -$304K |
|
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.