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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 | |
|---|---|---|---|---|---|---|
2076
Ituran Location and Control
ITRN
$1.02B
| $408K | ﹤0.01% |
28,691
-44,544
| -61% | -$980K |
|
2077
Sixth Street Specialty
TSLX
$1.79B
| $408K | ﹤0.01% |
+29,300
| New | +$592K |
|
|
BGG
2078
DELISTED
Briggs & Stratton Corp.
BGG
| $408K | ﹤0.01% |
225,599
-550,664
| -71% | -$2.06M |
|
2079
AAR Corp
AIR
$5.74B
| $407K | ﹤0.01% |
22,890
-4,212
| -16% | -$154K |
|
|
HEES
2080
DELISTED
H&E Equipment Services
HEES
| $407K | ﹤0.01% |
27,731
+6,201
| +29% | +$150K |
|
2081
PUT
Nucor
NUE
$62.5B
| $407K | ﹤0.01% |
11,300
+200
| +2% | +$8.88K |
|
2082
Heartland Express
HTLD
$911M
| $405K | ﹤0.01% |
+21,814
| New | +$415K |
|
2083
El Pollo Loco
LOCO
$463M
| $405K | ﹤0.01% |
+47,928
| New | +$610K |
|
|
PPL
2084
PUT
PPL Corp
PPL
$26.3B
| $405K | ﹤0.01% |
16,400
-8,200
| -33% | -$264K |
|
2085
Matinas BioPharma
MTNB
$1.72M
| $404K | ﹤0.01% |
+13,465
| New | +$813K |
|
2086
CALL
Applied Materials
AMAT
$415B
| $403K | ﹤0.01% |
8,800
-100
| -1% | -$5.74K |
|
2087
CALL
Ambarella
AMBA
$3.6B
| $403K | ﹤0.01% |
8,300
-2,600
| -24% | -$149K |
|
2088
German American Bancorp
GABC
$1.87B
| $403K | ﹤0.01% |
14,689
+6,275
| +75% | +$200K |
|
2089
Civista Bancshares
CIVB
$585M
| $402K | ﹤0.01% |
26,840
-11,114
| -29% | -$224K |
|
2090
CALL
Honeywell
HON
$77B
| $401K | ﹤0.01% |
3,183
-29,814
| -90% | -$4.61M |
|
|
2091
PUT
Honeywell
HON
$77B
| $401K | ﹤0.01% |
3,183
-43,501
| -93% | -$6.72M |
|
2092
iShares US Transportation ETF
IYT
$2.27B
| $401K | ﹤0.01% |
+11,604
| New | +$510K |
|
2093
CALL
American Electric Power
AEP
$66.9B
| $400K | ﹤0.01% |
5,000
-25,900
| -84% | -$2.45M |
|
|
AVYA
2094
CALL
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $400K | ﹤0.01% |
49,500
+32,300
| +188% | +$384K |
|
|
FISV
2095
PUT
Fiserv Inc
FISV
$27.8B
| $399K | ﹤0.01% |
4,200
-5,400
| -56% | -$600K |
|
2096
CALL
Realty Income
O
$58.6B
| $399K | ﹤0.01% |
8,256
-25,078
| -75% | -$1.75M |
|
2097
PUT
Packaging Corp of America
PKG
$22.7B
| $399K | ﹤0.01% |
+4,600
| New | +$446K |
|
|
ORTX
2098
DELISTED
Orchard Therapeutics plc American Depositary Shares
ORTX
| $399K | ﹤0.01% |
5,302
+3,133
| +144% | +$361K |
|
|
RUBY
2099
DELISTED
Rubius Therapeutics, Inc
RUBY
| $399K | ﹤0.01% |
+89,701
| New | +$666K |
|
|
GLUU
2100
PUT
DELISTED
Glu Mobile Inc.
GLUU
| $399K | ﹤0.01% |
63,500
+47,500
| +297% | +$306K |
|
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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.