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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 | |
|---|---|---|---|---|---|---|
2451
Madison Square Garden
MSGS
$9.43B
| $255K | ﹤0.01% |
1,694
-500
| -23% | -$97K |
|
2452
CALL
ON Semiconductor
ON
$31.1B
| $255K | ﹤0.01% |
20,500
+2,200
| +12% | +$43K |
|
2453
Safety Insurance
SAFT
$1.52B
| $255K | ﹤0.01% |
+3,024
| New | +$264K |
|
|
FSB
2454
DELISTED
Franklin Financial Network, Inc.
FSB
| $255K | ﹤0.01% |
+12,490
| New | +$398K |
|
2455
AGCO
AGCO
$7.06B
| $254K | ﹤0.01% |
+5,367
| New | +$341K |
|
2456
3D Systems Corp
DDD
$611M
| $254K | ﹤0.01% |
32,920
-398,340
| -92% | -$3.88M |
|
2457
First Bancorp
FBNC
$2.68B
| $254K | ﹤0.01% |
+11,023
| New | +$360K |
|
2458
PUT
HDFC Bank
HDB
$120B
| $254K | ﹤0.01% |
+13,200
| New | +$355K |
|
|
KSU
2459
CALL
DELISTED
Kansas City Southern
KSU
| $254K | ﹤0.01% |
2,000
-2,500
| -56% | -$381K |
|
|
KSU
2460
PUT
DELISTED
Kansas City Southern
KSU
| $254K | ﹤0.01% |
2,000
| – | – |
|
2461
Buckle
BKE
$2.4B
| $253K | ﹤0.01% |
18,430
+8,304
| +82% | +$187K |
|
2462
CALL
LyondellBasell Industries
LYB
$20.2B
| $253K | ﹤0.01% |
5,100
+600
| +13% | +$44.1K |
|
2463
PUT
United States Oil Fund
USO
$1.78B
| $253K | ﹤0.01% |
+7,513
| New | +$579K |
|
|
BBBY
2464
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $253K | ﹤0.01% |
60,000
+36,000
| +150% | +$419K |
|
2465
Barrett Business Services
BBSI
$783M
| $252K | ﹤0.01% |
25,400
+7,248
| +40% | +$127K |
|
|
HBI
2466
CALL
DELISTED
Hanesbrands
HBI
| $252K | ﹤0.01% |
32,000
+4,200
| +15% | +$53.2K |
|
2467
CALL
Steel Dynamics
STLD
$38.5B
| $252K | ﹤0.01% |
11,200
+1,700
| +18% | +$46.5K |
|
|
HT
2468
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $252K | ﹤0.01% |
+70,281
| New | +$765K |
|
|
FMBI
2469
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $252K | ﹤0.01% |
+19,078
| New | +$360K |
|
|
GAP
2470
PUT
The Gap Inc
GAP
$7.74B
| $251K | ﹤0.01% |
35,600
+2,800
| +9% | +$41.5K |
|
2471
Nathan's Famous
NATH
$400M
| $250K | ﹤0.01% |
4,105
-7,820
| -66% | -$504K |
|
2472
Sportsman's Warehouse
SPWH
$46.4M
| $250K | ﹤0.01% |
40,575
-179,021
| -82% | -$1.12M |
|
2473
Sociedad Química y Minera de Chile
SQM
$20.8B
| $250K | ﹤0.01% |
11,081
-475,976
| -98% | -$12.8M |
|
2474
Garrett Motion
GTX
$5.41B
| $249K | ﹤0.01% |
+87,128
| New | +$634K |
|
2475
Intrepid Potash
IPI
$508M
| $249K | ﹤0.01% |
31,165
+23,453
| +304% | +$436K |
|
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.