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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 | |
|---|---|---|---|---|---|---|
851
CALL
Kraft Heinz
KHC
$30B
| $2.51M | 0.02% |
101,600
+25,400
| +33% | +$697K |
|
|
ACC
852
DELISTED
American Campus Communities, Inc.
ACC
| $2.51M | 0.02% |
+90,525
| New | +$3.78M |
|
853
PUT
Universal Display
OLED
$4.19B
| $2.5M | 0.02% |
19,000
+4,300
| +29% | +$740K |
|
854
EverQuote
EVER
$906M
| $2.5M | 0.02% |
95,171
-146,427
| -61% | -$5.16M |
|
855
Sturm, Ruger & Co
RGR
$593M
| $2.48M | 0.02% |
48,787
-73,617
| -60% | -$3.62M |
|
856
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.7B
| $2.48M | 0.02% |
28,000
+25,000
| +833% | +$2.43M |
|
857
Linde
LIN
$226B
| $2.47M | 0.02% |
+14,290
| New | +$2.82M |
|
858
CrowdStrike
CRWD
$218B
| $2.47M | 0.02% |
+177,540
| New | +$2.51M |
|
859
CALL
NetEase
NTES
$84.7B
| $2.47M | 0.02% |
38,500
+8,500
| +28% | +$559K |
|
860
Labcorp
LH
$25.9B
| $2.47M | 0.02% |
22,719
-222,901
| -91% | -$32.1M |
|
861
Allstate
ALL
$67.5B
| $2.46M | 0.02% |
26,802
-327,093
| -92% | -$35.6M |
|
862
PUT
Qualcomm
QCOM
$176B
| $2.46M | 0.02% |
36,300
-20,500
| -36% | -$1.68M |
|
863
CALL
Advance Auto Parts
AAP
$3.49B
| $2.44M | 0.02% |
26,200
+20,500
| +360% | +$2.66M |
|
864
Lyft
LYFT
$6.63B
| $2.44M | 0.02% |
90,890
+77,079
| +558% | +$3.06M |
|
865
Silicon Motion
SIMO
$8.68B
| $2.43M | 0.02% |
66,276
-18,399
| -22% | -$795K |
|
866
Bain Capital Specialty
BCSF
$850M
| $2.42M | 0.02% |
266,458
-191,451
| -42% | -$3.29M |
|
867
CALL
Walt Disney
DIS
$181B
| $2.4M | 0.02% |
24,800
-36,200
| -59% | -$4.58M |
|
868
PUT
Bilibili
BILI
$7.84B
| $2.39M | 0.02% |
+102,100
| New | +$2.46M |
|
869
CALL
Nike
NKE
$61.9B
| $2.39M | 0.02% |
28,900
+1,800
| +7% | +$167K |
|
870
PUT
Arista Networks
ANET
$238B
| $2.39M | 0.02% |
188,800
+59,200
| +46% | +$768K |
|
871
PUT
Cisco
CSCO
$479B
| $2.39M | 0.02% |
60,800
+24,300
| +67% | +$1.07M |
|
872
Ventas
VTR
$47.9B
| $2.39M | 0.02% |
+89,143
| New | +$4.43M |
|
873
iShares China Large-Cap ETF
FXI
$4.31B
| $2.39M | 0.02% |
63,600
-6,860
| -10% | -$279K |
|
874
TransDigm Group
TDG
$67.7B
| $2.38M | 0.02% |
7,444
-4,500
| -38% | -$2.45M |
|
875
Orion
OEC
$409M
| $2.38M | 0.02% |
319,359
+161,039
| +102% | +$2.33M |
|
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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.