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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 | |
|---|---|---|---|---|---|---|
1101
Kinder Morgan
KMI
$68.7B
| $1.59M | 0.01% |
114,046
-3,194,394
| -97% | -$60.8M |
|
1102
CALL
Dell
DELL
$293B
| $1.59M | 0.01% |
79,117
-20,717
| -21% | -$478K |
|
1103
CALL
United Airlines
UAL
$42.1B
| $1.58M | 0.01% |
50,200
-50,600
| -50% | -$3.35M |
|
1104
CALL
Align Technology
ALGN
$12.3B
| $1.58M | 0.01% |
9,100
-13,900
| -60% | -$3.33M |
|
1105
United Microelectronic
UMC
$46.9B
| $1.58M | 0.01% |
729,577
+132,710
| +22% | +$335K |
|
1106
OGE Energy
OGE
$9.71B
| $1.58M | 0.01% |
+51,417
| New | +$2.08M |
|
|
MYOV
1107
DELISTED
Myovant Sciences Ltd.
MYOV
| $1.58M | 0.01% |
208,976
+151,633
| +264% | +$1.7M |
|
1108
PUT
Newmont
NEM
$119B
| $1.57M | 0.01% |
34,600
-62,500
| -64% | -$2.82M |
|
1109
CALL
Ollie's Bargain Outlet
OLLI
$4.94B
| $1.57M | 0.01% |
33,800
+11,100
| +49% | +$569K |
|
1110
Cullen/Frost Bankers
CFR
$10.2B
| $1.56M | 0.01% |
+28,035
| New | +$2.29M |
|
|
DRRX
1111
DELISTED
DURECT Corp
DRRX
| $1.56M | 0.01% |
100,876
+19,079
| +23% | +$366K |
|
1112
Agilysys
AGYS
$3.06B
| $1.56M | 0.01% |
93,428
-22,612
| -19% | -$619K |
|
|
CONN
1113
DELISTED
Conn's Inc.
CONN
| $1.56M | 0.01% |
373,032
+361,938
| +3,262% | +$2.95M |
|
|
TUP
1114
DELISTED
Tupperware Brands Corporation
TUP
| $1.55M | 0.01% |
958,195
-144,268
| -13% | -$734K |
|
|
SRDX
1115
DELISTED
Surmodics
SRDX
| $1.55M | 0.01% |
46,560
-38,833
| -45% | -$1.4M |
|
|
X
1116
CALL
DELISTED
US Steel
X
| $1.55M | 0.01% |
245,400
-1,700
| -0.7% | -$14.2K |
|
1117
PUT
Guardant Health
GH
$22.6B
| $1.54M | 0.01% |
22,200
+17,900
| +416% | +$1.37M |
|
1118
Wynn Resorts
WYNN
$10.6B
| $1.54M | 0.01% |
25,649
-62,442
| -71% | -$7M |
|
1119
CALL
RH
RH
$3.71B
| $1.54M | 0.01% |
15,300
-13,700
| -47% | -$2.55M |
|
|
1120
United Airlines
UAL
$42.1B
| $1.54M | 0.01% |
48,707
-209,164
| -81% | -$13.8M |
|
1121
PUT
Freeport-McMoran
FCX
$97.5B
| $1.54M | 0.01% |
227,500
+207,100
| +1,015% | +$2.17M |
|
1122
Williams Companies
WMB
$86.1B
| $1.53M | 0.01% |
108,138
-1,077,743
| -91% | -$20.9M |
|
1123
CALL
Universal Display
OLED
$4.19B
| $1.53M | 0.01% |
11,600
+1,600
| +16% | +$275K |
|
|
REGI
1124
DELISTED
Renewable Energy Group, Inc.
REGI
| $1.53M | 0.01% |
74,396
+44,835
| +152% | +$1.13M |
|
1125
Monarch Casino & Resort
MCRI
$2.23B
| $1.53M | 0.01% |
+54,357
| New | +$2.38M |
|
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.