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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 | |
|---|---|---|---|---|---|---|
551
Sensient Technologies
SXT
$5.53B
| $4.42M | 0.04% |
+101,593
| New | +$5.6M |
|
552
Magnachip Semiconductor
MX
$145M
| $4.41M | 0.04% |
399,470
-98,584
| -20% | -$1.2M |
|
|
SPR
553
DELISTED
Spirit AeroSystems
SPR
| $4.4M | 0.04% |
184,028
+155,521
| +546% | +$8.6M |
|
554
Citizens Financial Group
CFG
$30.6B
| $4.4M | 0.04% |
234,026
-397,143
| -63% | -$13M |
|
555
Travelers Companies
TRV
$80.2B
| $4.4M | 0.04% |
44,279
-7,852
| -15% | -$976K |
|
556
Cytokinetics
CYTK
$10.4B
| $4.39M | 0.04% |
372,092
-90,358
| -20% | -$1.15M |
|
557
PUT
Walt Disney
DIS
$181B
| $4.39M | 0.04% |
45,400
-68,400
| -60% | -$8.65M |
|
558
Resideo Technologies
REZI
$3.95B
| $4.37M | 0.04% |
903,242
+160,387
| +22% | +$1.51M |
|
559
PUT
iQIYI
IQ
$1.28B
| $4.37M | 0.04% |
245,300
+225,800
| +1,158% | +$5.07M |
|
560
Emerson Electric
EMR
$88.3B
| $4.36M | 0.04% |
91,499
-208,891
| -70% | -$13.8M |
|
561
Community Health Systems
CYH
$423M
| $4.36M | 0.04% |
1,305,054
+103,662
| +9% | +$420K |
|
562
Dow Inc
DOW
$21.2B
| $4.35M | 0.04% |
148,790
+139,491
| +1,500% | +$5.93M |
|
563
8x8 Inc
EGHT
$332M
| $4.35M | 0.04% |
313,817
+1,345
| +0.4% | +$24.5K |
|
|
INFN
564
DELISTED
Infinera Corporation Common Stock
INFN
| $4.34M | 0.04% |
818,817
+24,810
| +3% | +$170K |
|
|
TWTR
565
CALL
DELISTED
Twitter, Inc.
TWTR
| $4.34M | 0.04% |
176,700
+90,700
| +105% | +$2.93M |
|
|
RDUS
566
DELISTED
Radius Health, Inc.
RDUS
| $4.34M | 0.04% |
333,659
-114,761
| -26% | -$2.05M |
|
|
WCC
567
WESCO International
WCC
$17.7B
| $4.33M | 0.04% |
+189,501
| New | +$8.08M |
|
|
568
CALL
Procter & Gamble
PG
$339B
| $4.3M | 0.04% |
39,100
-64,400
| -62% | -$7.73M |
|
569
Sunrun
RUN
$2.46B
| $4.3M | 0.04% |
425,876
+9,950
| +2% | +$163K |
|
570
Icon
ICLR
$12.7B
| $4.3M | 0.04% |
31,612
-58,607
| -65% | -$9.38M |
|
571
PUT
lululemon athletica
LULU
$14.6B
| $4.28M | 0.03% |
22,600
-400
| -2% | -$89.5K |
|
572
Campbell Soup
CPB
$6.87B
| $4.25M | 0.03% |
92,059
+75,333
| +450% | +$3.62M |
|
573
Equinox Gold
EQX
$13.5B
| $4.23M | 0.03% |
638,379
+241,419
| +61% | +$1.9M |
|
574
Schneider National
SNDR
$6.25B
| $4.22M | 0.03% |
218,155
-12,906
| -6% | -$267K |
|
|
FG
575
DELISTED
FGL Holdings Ordinary Shares
FG
| $4.22M | 0.03% |
430,425
-194,831
| -31% | -$2.06M |
|
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.