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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 | |
|---|---|---|---|---|---|---|
2251
CALL
National Beverage
FIZZ
$2.91B
| $320K | ﹤0.01% |
+15,000
| New | +$328K |
|
2252
PUT
TransDigm Group
TDG
$67.6B
| $320K | ﹤0.01% |
1,000
| – | – |
|
2253
PUT
Realty Income
O
$58.6B
| $319K | ﹤0.01% |
6,605
-31,166
| -83% | -$2.17M |
|
2254
CALL
Progressive
PGR
$124B
| $318K | ﹤0.01% |
4,300
-37,600
| -90% | -$2.9M |
|
2255
CALL
Lear
LEA
$8.05B
| $317K | ﹤0.01% |
+3,900
| New | +$449K |
|
2256
PUT
AMC Global Media
AMCX
$489M
| $316K | ﹤0.01% |
13,000
-11,700
| -47% | -$396K |
|
2257
Credit Acceptance
CACC
$6.03B
| $316K | ﹤0.01% |
+1,237
| New | +$499K |
|
2258
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.56B
| $316K | ﹤0.01% |
9,700
-5,300
| -35% | -$259K |
|
2259
Zumiez
ZUMZ
$330M
| $316K | ﹤0.01% |
+18,267
| New | +$515K |
|
|
KAMN
2260
DELISTED
Kaman Corp
KAMN
| $316K | ﹤0.01% |
8,208
-10,939
| -57% | -$618K |
|
|
ONDK
2261
DELISTED
On Deck Capital, Inc.
ONDK
| $315K | ﹤0.01% |
204,296
+35,886
| +21% | +$117K |
|
|
CRC
2262
DELISTED
California Resources Corporation
CRC
| $315K | ﹤0.01% |
315,036
-344,177
| -52% | -$2.13M |
|
|
AAT
2263
American Assets Trust
AAT
$1.38B
| $314K | ﹤0.01% |
+12,553
| New | +$508K |
|
2264
First Busey Corp
BUSE
$2.55B
| $314K | ﹤0.01% |
+18,324
| New | +$423K |
|
2265
PUT
Boston Properties
BXP
$10.8B
| $314K | ﹤0.01% |
3,400
-7,600
| -69% | -$979K |
|
2266
Forestar Group
FOR
$1.46B
| $314K | ﹤0.01% |
30,366
-48,556
| -62% | -$890K |
|
2267
Mueller Water Products
MWA
$4.07B
| $314K | ﹤0.01% |
39,181
-28,598
| -42% | -$314K |
|
2268
StoneCo
STNE
$2.52B
| $314K | ﹤0.01% |
+14,445
| New | +$551K |
|
2269
PUT
Weyerhaeuser
WY
$18.2B
| $314K | ﹤0.01% |
+18,500
| New | +$487K |
|
|
SPWR
2270
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $314K | ﹤0.01% |
94,674
-27,639
| -23% | -$145K |
|
2271
Arcturus Therapeutics
ARCT
$200M
| $313K | ﹤0.01% |
23,042
-52,620
| -70% | -$673K |
|
2272
CALL
Wabtec
WAB
$49.7B
| $313K | ﹤0.01% |
+6,500
| New | +$446K |
|
2273
PUT
Clorox
CLX
$13B
| $312K | ﹤0.01% |
1,800
-29,500
| -94% | -$4.87M |
|
2274
CALL
DaVita
DVA
$11.7B
| $312K | ﹤0.01% |
4,100
-11,700
| -74% | -$920K |
|
2275
M&T Bank
MTB
$36.3B
| $312K | ﹤0.01% |
3,014
-15,443
| -84% | -$2.27M |
|
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.