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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 | |
|---|---|---|---|---|---|---|
726
CALL
3M
MMM
$94.3B
| $3.15M | 0.03% |
27,628
+20,930
| +312% | +$2.75M |
|
|
YMAB
727
DELISTED
Y-mAbs Therapeutics
YMAB
| $3.15M | 0.03% |
120,780
-51,557
| -30% | -$1.5M |
|
|
JWN
728
DELISTED
Nordstrom
JWN
| $3.14M | 0.03% |
204,790
-170,652
| -45% | -$5.69M |
|
729
Herbalife
HLF
$1.29B
| $3.13M | 0.03% |
107,353
-212,182
| -66% | -$7.9M |
|
|
AJRD
730
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $3.12M | 0.03% |
+74,661
| New | +$3.67M |
|
731
PUT
Kraft Heinz
KHC
$30B
| $3.12M | 0.03% |
126,100
-8,000
| -6% | -$219K |
|
732
Mastercard
MA
$493B
| $3.11M | 0.03% |
12,869
-223,062
| -95% | -$66.3M |
|
733
PUT
GE Aerospace
GE
$384B
| $3.11M | 0.03% |
78,529
+53,449
| +213% | +$2.85M |
|
734
Magnolia Oil & Gas
MGY
$5.94B
| $3.1M | 0.03% |
774,917
+372,126
| +92% | +$3.2M |
|
735
Arvinas
ARVN
$572M
| $3.09M | 0.03% |
76,741
+982
| +1% | +$45.9K |
|
|
736
McDonald's
MCD
$195B
| $3.09M | 0.03% |
18,702
-1,086,661
| -98% | -$214M |
|
737
Expeditors International
EXPD
$23.2B
| $3.08M | 0.03% |
46,169
-46,724
| -50% | -$3.33M |
|
|
DOO
738
Bombardier Recreational Products
DOO
$4.77B
| $3.08M | 0.03% |
187,595
-18,291
| -9% | -$750K |
|
739
KB Home
KBH
$3.59B
| $3.07M | 0.03% |
169,861
-153,668
| -47% | -$4.92M |
|
740
CALL
Weibo
WB
$1.95B
| $3.07M | 0.03% |
92,800
+80,900
| +680% | +$3.43M |
|
741
Alaska Air
ALK
$5.58B
| $3.07M | 0.03% |
+107,850
| New | +$5.86M |
|
742
Honeywell
HON
$78B
| $3.07M | 0.03% |
24,328
-1,020,374
| -98% | -$158M |
|
743
Viavi Solutions
VIAV
$9.66B
| $3.07M | 0.03% |
273,610
+236,552
| +638% | +$3.22M |
|
744
Pan American Silver
PAAS
$21.6B
| $3.06M | 0.02% |
+213,615
| New | +$4.44M |
|
745
Quanta Services
PWR
$101B
| $3.04M | 0.02% |
95,640
-177,770
| -65% | -$6.61M |
|
746
Trinity Industries
TRN
$2.38B
| $3.04M | 0.02% |
188,873
-179,907
| -49% | -$3.6M |
|
747
Gibraltar Industries
ROCK
$1.49B
| $3.02M | 0.02% |
70,403
-150,044
| -68% | -$7.5M |
|
748
CALL
Amgen
AMGN
$222B
| $3.02M | 0.02% |
14,900
-3,000
| -17% | -$655K |
|
749
Texas Roadhouse
TXRH
$13.7B
| $3.01M | 0.02% |
72,835
-535,016
| -88% | -$29.6M |
|
|
VMW
750
CALL
DELISTED
VMware, Inc
VMW
| $3M | 0.02% |
24,800
+3,200
| +15% | +$440K |
|
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.