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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 | |
|---|---|---|---|---|---|---|
526
Valvoline
VVV
$4.51B
| $4.81M | 0.04% |
367,608
-64,438
| -15% | -$1.23M |
|
527
PUT
Adobe
ADBE
$105B
| $4.8M | 0.04% |
15,100
-38,300
| -72% | -$13.1M |
|
528
CALL
ExxonMobil
XOM
$634B
| $4.8M | 0.04% |
126,500
-78,800
| -38% | -$4.35M |
|
529
CALL
DexCom
DXCM
$32B
| $4.79M | 0.04% |
71,200
+49,600
| +230% | +$3.09M |
|
530
PUT
Snap
SNAP
$9.01B
| $4.79M | 0.04% |
402,800
+94,700
| +31% | +$1.45M |
|
531
Xcel Energy
XEL
$48.8B
| $4.78M | 0.04% |
79,338
+29,304
| +59% | +$1.91M |
|
532
CALL
FedEx
FDX
$75.4B
| $4.75M | 0.04% |
39,200
+28,300
| +260% | +$3.98M |
|
533
Nu Skin
NUS
$267M
| $4.74M | 0.04% |
216,720
-263,200
| -55% | -$7.92M |
|
534
Morgan Stanley
MS
$340B
| $4.69M | 0.04% |
137,927
+110,556
| +404% | +$5.21M |
|
535
PUT
American Airlines Group
AAL
$10.6B
| $4.67M | 0.04% |
383,200
-42,000
| -10% | -$957K |
|
536
Agnico Eagle Mines
AEM
$90.5B
| $4.66M | 0.04% |
117,061
+72,133
| +161% | +$3.8M |
|
537
Healthcare Services Group
HCSG
$1.53B
| $4.63M | 0.04% |
193,583
-398,015
| -67% | -$10.2M |
|
538
CarMax
KMX
$8.26B
| $4.62M | 0.04% |
+85,906
| New | +$7.27M |
|
539
Cimpress
CMPR
$2.31B
| $4.61M | 0.04% |
86,703
+30,539
| +54% | +$3.1M |
|
540
Hanover Insurance
THG
$7.98B
| $4.58M | 0.04% |
50,565
+16,836
| +50% | +$2.08M |
|
|
541
PUT
ExxonMobil
XOM
$634B
| $4.58M | 0.04% |
120,600
-118,400
| -50% | -$6.54M |
|
542
Nutanix
NTNX
$16.9B
| $4.57M | 0.04% |
289,188
-698,355
| -71% | -$19.6M |
|
|
AYX
543
CALL
DELISTED
Alteryx Inc
AYX
| $4.56M | 0.04% |
47,900
+21,300
| +80% | +$2.65M |
|
|
MRO
544
DELISTED
Marathon Oil Corporation
MRO
| $4.56M | 0.04% |
+1,384,984
| New | +$12.8M |
|
545
PUT
eHealth
EHTH
$43.9M
| $4.55M | 0.04% |
32,300
-2,100
| -6% | -$241K |
|
546
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| $4.48M | 0.04% |
136,100
+46,850
| +52% | +$3.1M |
|
|
BNFT
547
DELISTED
Benefitfocus, Inc.
BNFT
| $4.45M | 0.04% |
499,050
+179,156
| +56% | +$2.72M |
|
548
PUT
Mastercard
MA
$493B
| $4.45M | 0.04% |
18,400
-24,400
| -57% | -$7.25M |
|
|
549
PUT
FedEx
FDX
$75.4B
| $4.43M | 0.04% |
36,500
+21,500
| +143% | +$3.03M |
|
550
Kodiak Sciences
KOD
$2.84B
| $4.43M | 0.04% |
92,792
+65,225
| +237% | +$3.91M |
|
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.