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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 | |
|---|---|---|---|---|---|---|
126
Alibaba
BABA
$304B
| $19.9M | 0.16% |
102,327
-407,396
| -80% | -$85M |
|
127
Halozyme
HALO
$10.2B
| $19.9M | 0.16% |
1,104,738
-599,844
| -35% | -$11.4M |
|
|
RTN
128
DELISTED
Raytheon Company
RTN
| $19.5M | 0.16% |
148,735
-711,154
| -83% | -$141M |
|
129
Delta Air Lines
DAL
$60.5B
| $19.5M | 0.16% |
683,130
-2,175,216
| -76% | -$108M |
|
130
Lam Research
LRCX
$383B
| $19.3M | 0.16% |
805,230
-1,532,160
| -66% | -$44.1M |
|
|
WCN
131
Waste Connections
WCN
$42.2B
| $19.2M | 0.16% |
247,756
-208,676
| -46% | -$19.6M |
|
132
Canadian Pacific Kansas City
CP
$79.3B
| $19.1M | 0.16% |
435,095
-25,185
| -5% | -$1.24M |
|
|
XYZ
133
PUT
Block Inc
XYZ
$47B
| $18.8M | 0.15% |
358,000
+89,600
| +33% | +$6.13M |
|
134
Cisco
CSCO
$476B
| $18.7M | 0.15% |
475,838
-4,334,100
| -90% | -$190M |
|
135
SolarEdge
SEDG
$1.99B
| $18.7M | 0.15% |
228,317
+66,582
| +41% | +$7.04M |
|
136
McCormick & Company Non-Voting
MKC
$14.1B
| $18.7M | 0.15% |
+264,160
| New | +$20.5M |
|
|
NVO
137
Novo Nordisk
NVO
$203B
| $18.6M | 0.15% |
616,988
-327,532
| -35% | -$9.75M |
|
138
PUT
Boeing
BA
$184B
| $18.6M | 0.15% |
124,500
+48,800
| +64% | +$13.4M |
|
139
TripAdvisor
TRIP
$1.21B
| $18.3M | 0.15% |
1,052,987
+772,888
| +276% | +$19.6M |
|
140
Tapestry
TPR
$32.7B
| $18.3M | 0.15% |
1,411,615
+577,748
| +69% | +$13.5M |
|
|
IRBT
141
DELISTED
iRobot
IRBT
| $18.1M | 0.15% |
443,556
+120,541
| +37% | +$5.78M |
|
|
PARA
142
DELISTED
Paramount Global Class B
PARA
| $17.9M | 0.15% |
+1,275,995
| New | +$36.6M |
|
143
Fidelity National Financial
FNF
$14.1B
| $17.8M | 0.15% |
746,085
+320,604
| +75% | +$12.6M |
|
144
Box
BOX
$4.41B
| $17.8M | 0.15% |
1,270,874
-1,046,614
| -45% | -$15.6M |
|
145
iShares Russell 2000 ETF
IWM
$82.1B
| $17.6M | 0.14% |
153,381
-23,985
| -14% | -$3.58M |
|
146
Cintas
CTAS
$80.9B
| $17.4M | 0.14% |
402,248
+262,104
| +187% | +$17.1M |
|
147
PUT
NVIDIA
NVDA
$5.3T
| $17.4M | 0.14% |
2,640,000
+480,000
| +22% | +$3.03M |
|
148
Elevance Health
ELV
$84.9B
| $17.3M | 0.14% |
76,169
-47,281
| -38% | -$12.9M |
|
|
SIX
149
DELISTED
Six Flags Entertainment Corp.
SIX
| $17.2M | 0.14% |
1,367,869
+1,034,662
| +311% | +$30.8M |
|
150
Lennox International
LII
$15.1B
| $17.1M | 0.14% |
94,247
-71,993
| -43% | -$16.6M |
|
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.