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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 | |
|---|---|---|---|---|---|---|
3351
Foster
FSTR
$432M
| – | – |
-12,015
| Closed | -$233K |
|
3352
FirstService
FSV
$6.32B
| – | – |
-44,294
| Closed | -$4.12M |
|
3353
CALL
Fortinet
FTNT
$117B
| – | – |
-73,000
| Closed | -$1.56M |
|
|
3354
PUT
Fortinet
FTNT
$117B
| – | – |
-65,500
| Closed | -$1.4M |
|
3355
Fortis
FTS
$28.7B
| – | – |
-4,852
| Closed | -$201K |
|
3356
CALL
Fortive
FTV
$18.6B
| – | – |
-6,502
| Closed | -$313K |
|
3357
FVCBankcorp
FVCB
$333M
| – | – |
-20,694
| Closed | -$289K |
|
3358
Forward Air
FWRD
$654M
| – | – |
-3,753
| Closed | -$263K |
|
3359
GATX Corp
GATX
$6.27B
| – | – |
-23,927
| Closed | -$1.98M |
|
3360
The Greenbrier Companies
GBX
$1.46B
| – | – |
-76,844
| Closed | -$2.49M |
|
3361
GDS Holdings
GDS
$6.41B
| – | – |
-17,100
| Closed | -$953K |
|
3362
GE Aerospace
GE
$384B
| – | – |
-2,044,781
| Closed | -$109M |
|
3363
Greif
GEF
$5.04B
| – | – |
-6,077
| Closed | -$269K |
|
3364
The GEO Group
GEO
$4.04B
| – | – |
-494,601
| Closed | -$8.21M |
|
|
GES
3365
PUT
DELISTED
Guess Inc
GES
| – | – |
-15,000
| Closed | -$336K |
|
3366
Griffon
GFF
$4.86B
| – | – |
-93,340
| Closed | -$1.9M |
|
3367
Galicia Financial Group
GGAL
$7.42B
| – | – |
-97,817
| Closed | -$1.24M |
|
3368
Graham Corp
GHM
$1.31B
| – | – |
-35,143
| Closed | -$769K |
|
3369
Global Industrial
GIC
$1.49B
| – | – |
-29,345
| Closed | -$738K |
|
3370
CALL
General Mills
GIS
$19.7B
| – | – |
-30,000
| Closed | -$1.61M |
|
3371
Glaukos
GKOS
$10.6B
| – | – |
-117,631
| Closed | -$6.41M |
|
3372
CALL
Globe Life
GL
$14.3B
| – | – |
-9,300
| Closed | -$979K |
|
3373
Gladstone Capital
GLAD
$446M
| – | – |
-5,104
| Closed | -$101K |
|
3374
SPDR Gold Trust
GLD
$142B
| – | – |
-122,169
| Closed | -$18.2M |
|
3375
Golar LNG
GLNG
$5.13B
| – | – |
-58,547
| Closed | -$833K |
|
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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.