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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 | |
|---|---|---|---|---|---|---|
876
CALL
Ulta Beauty
ULTA
$24.3B
| $2.37M | 0.02% |
13,500
-5,400
| -29% | -$1.35M |
|
|
ATNX
877
DELISTED
Athenex, Inc. Common Stock
ATNX
| $2.37M | 0.02% |
15,304
+13,577
| +786% | +$3.42M |
|
|
USCR
878
DELISTED
U S Concrete, Inc.
USCR
| $2.36M | 0.02% |
+130,164
| New | +$4M |
|
879
RPM International
RPM
$15B
| $2.36M | 0.02% |
39,663
-11,731
| -23% | -$808K |
|
880
PUT
Merck
MRK
$318B
| $2.35M | 0.02% |
32,069
-76,294
| -70% | -$6M |
|
|
STMP
881
PUT
DELISTED
Stamps.com, Inc.
STMP
| $2.35M | 0.02% |
18,100
+8,500
| +89% | +$891K |
|
882
Commault Systems
CVLT
$5.61B
| $2.35M | 0.02% |
58,058
-329,792
| -85% | -$14.2M |
|
883
PUT
IBM
IBM
$224B
| $2.33M | 0.02% |
21,966
-175,728
| -89% | -$22.2M |
|
|
BZUN
884
CALL
Baozun
BZUN
$172M
| $2.33M | 0.02% |
83,300
+47,300
| +131% | +$1.49M |
|
885
CALL
New Oriental
EDU
$8.98B
| $2.33M | 0.02% |
21,500
+15,200
| +241% | +$1.95M |
|
886
Hudbay
HBM
$12.3B
| $2.33M | 0.02% |
1,224,319
+504,184
| +70% | +$1.39M |
|
887
MGIC Investment
MTG
$6.25B
| $2.33M | 0.02% |
366,091
-1,129,542
| -76% | -$13.6M |
|
888
CALL
American Express
AXP
$230B
| $2.32M | 0.02% |
27,100
+5,100
| +23% | +$593K |
|
889
WillScot Mobile Mini Holdings
WSC
$4.41B
| $2.32M | 0.02% |
229,072
-352,070
| -61% | -$5.72M |
|
890
CALL
Boston Beer
SAM
$1.92B
| $2.32M | 0.02% |
6,300
-9,900
| -61% | -$3.67M |
|
|
891
PUT
McDonald's
MCD
$195B
| $2.31M | 0.02% |
14,000
-50,900
| -78% | -$10M |
|
|
TRUE
892
DELISTED
TrueCar
TRUE
| $2.31M | 0.02% |
954,406
-471,760
| -33% | -$1.6M |
|
893
CALL
CVS Health
CVS
$122B
| $2.31M | 0.02% |
38,900
-26,700
| -41% | -$1.78M |
|
894
CALL
Atlassian
TEAM
$37.8B
| $2.31M | 0.02% |
16,800
-28,400
| -63% | -$3.97M |
|
|
895
PUT
Atlassian
TEAM
$37.8B
| $2.31M | 0.02% |
16,800
-45,200
| -73% | -$6.32M |
|
896
AvalonBay Communities
AVB
$26.8B
| $2.31M | 0.02% |
+15,664
| New | +$3.16M |
|
897
H&R Block
HRB
$5.86B
| $2.3M | 0.02% |
163,451
+116,100
| +245% | +$2.43M |
|
898
MaxLinear
MXL
$6.8B
| $2.29M | 0.02% |
196,074
+157,996
| +415% | +$2.65M |
|
|
ISBC
899
DELISTED
Investors Bancorp, Inc.
ISBC
| $2.28M | 0.02% |
285,484
-211,989
| -43% | -$2.28M |
|
900
PUT
Tandem Diabetes Care
TNDM
$1.56B
| $2.27M | 0.02% |
35,300
+22,900
| +185% | +$1.6M |
|
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.