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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 | |
|---|---|---|---|---|---|---|
1301
PUT
Lam Research
LRCX
$390B
| $1.18M | 0.01% |
49,000
-119,000
| -71% | -$3.43M |
|
1302
PUT
iShares Biotechnology ETF
IBB
$9.77B
| $1.17M | 0.01% |
+10,900
| New | +$1.25M |
|
1303
Kulicke & Soffa
KLIC
$4.78B
| $1.17M | 0.01% |
55,931
-255,797
| -82% | -$6.27M |
|
1304
Newmark Group
NMRK
$2.63B
| $1.16M | 0.01% |
273,818
-516,967
| -65% | -$5.07M |
|
1305
PUT
Yum China
YUMC
$16.3B
| $1.16M | 0.01% |
27,300
+23,000
| +535% | +$1.03M |
|
1306
Q2 Holdings
QTWO
$3.92B
| $1.16M | 0.01% |
19,580
-61,024
| -76% | -$4.73M |
|
1307
Winmark
WINA
$1.32B
| $1.16M | 0.01% |
9,067
-5,007
| -36% | -$940K |
|
|
SPNE
1308
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
| $1.16M | 0.01% |
141,312
+37,139
| +36% | +$489K |
|
|
QEP
1309
DELISTED
QEP RESOURCES, INC.
QEP
| $1.15M | 0.01% |
3,445,432
+2,858,366
| +487% | +$6.88M |
|
1310
PUT
McKesson
MCK
$101B
| $1.15M | 0.01% |
8,500
-10,400
| -55% | -$1.52M |
|
1311
CALL
Phillips 66
PSX
$81.4B
| $1.15M | 0.01% |
21,400
-16,200
| -43% | -$1.32M |
|
1312
Travere Therapeutics
TVTX
$5.78B
| $1.15M | 0.01% |
78,690
-284,795
| -78% | -$4.28M |
|
|
GOOS
1313
CALL
Canada Goose Holdings
GOOS
$856M
| $1.15M | 0.01% |
+57,600
| New | +$1.61M |
|
1314
PUT
McCormick & Company Non-Voting
MKC
$14.2B
| $1.14M | 0.01% |
16,200
-9,800
| -38% | -$760K |
|
|
CYOU
1315
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $1.14M | 0.01% |
106,708
-134,438
| -56% | -$1.42M |
|
1316
CALL
CME Group
CME
$94.8B
| $1.14M | 0.01% |
6,600
-14,700
| -69% | -$2.93M |
|
1317
PUT
Cardinal Health
CAH
$55.4B
| $1.14M | 0.01% |
23,700
+13,800
| +139% | +$717K |
|
1318
CALL
Dollar General
DG
$27.9B
| $1.13M | 0.01% |
7,500
-7,700
| -51% | -$1.19M |
|
|
SFIX
1319
CALL
Stitch Fix
SFIX
$560M
| $1.13M | 0.01% |
89,200
+14,800
| +20% | +$321K |
|
1320
CALL
Zoetis
ZTS
$30B
| $1.13M | 0.01% |
9,600
-10,500
| -52% | -$1.38M |
|
1321
PUT
Walmart Inc
WMT
$890B
| $1.13M | 0.01% |
29,700
-260,700
| -90% | -$10M |
|
1322
CALL
Mercado Libre
MELI
$92.3B
| $1.12M | 0.01% |
2,300
-10,700
| -82% | -$6.6M |
|
1323
Innovative Industrial Properties
IIPR
$1.72B
| $1.12M | 0.01% |
14,777
-44,544
| -75% | -$3.76M |
|
1324
PUT
Home Depot
HD
$355B
| $1.12M | 0.01% |
6,000
-22,200
| -79% | -$4.87M |
|
|
AVTA
1325
DELISTED
Avantax, Inc. Common Stock
AVTA
| $1.12M | 0.01% |
92,954
+43,235
| +87% | +$834K |
|
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.