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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 | |
|---|---|---|---|---|---|---|
1626
Prestige Consumer Healthcare
PBH
$2.6B
| $762K | 0.01% |
+20,776
| New | +$807K |
|
|
AZPN
1627
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $762K | 0.01% |
8,017
-127,462
| -94% | -$12.1M |
|
1628
Central Pacific Financial
CPF
$1B
| $761K | 0.01% |
+47,843
| New | +$1.18M |
|
1629
Independence Realty Trust
IRT
$4.07B
| $761K | 0.01% |
+85,175
| New | +$1.15M |
|
|
ABMD
1630
DELISTED
Abiomed Inc
ABMD
| $761K | 0.01% |
5,242
-121,731
| -96% | -$20.2M |
|
1631
Blackrock
BLK
$176B
| $760K | 0.01% |
+1,728
| New | +$851K |
|
1632
FNB Corp
FNB
$6.75B
| $760K | 0.01% |
+103,099
| New | +$1.09M |
|
|
X
1633
DELISTED
US Steel
X
| $760K | 0.01% |
120,403
+25,976
| +28% | +$218K |
|
1634
Duluth Holdings
DLTH
$159M
| $758K | 0.01% |
188,931
-176,885
| -48% | -$1.32M |
|
1635
Take-Two Interactive
TTWO
$46.1B
| $755K | 0.01% |
6,363
-54,943
| -90% | -$6.49M |
|
|
ARR
1636
Armour Residential REIT
ARR
$2.36B
| $754K | 0.01% |
17,116
+12,955
| +311% | +$1.11M |
|
1637
PUT
PVH
PVH
$4.04B
| $753K | 0.01% |
20,000
+4,400
| +28% | +$336K |
|
1638
Arcus Biosciences
RCUS
$3.64B
| $753K | 0.01% |
54,271
-70,702
| -57% | -$879K |
|
|
PVBC
1639
DELISTED
Provident Bancorp
PVBC
| $748K | 0.01% |
86,741
+16,776
| +24% | +$185K |
|
1640
T-Mobile US
TMUS
$190B
| $748K | 0.01% |
+8,919
| New | +$755K |
|
1641
UFP Technologies
UFPT
$2.43B
| $748K | 0.01% |
19,642
-5,376
| -21% | -$247K |
|
1642
CALL
UnitedHealth
UNH
$370B
| $748K | 0.01% |
3,000
-41,300
| -93% | -$11.4M |
|
1643
PUT
Deere & Co
DE
$168B
| $746K | 0.01% |
5,400
-28,100
| -84% | -$4.44M |
|
1644
Insmed
INSM
$28.6B
| $746K | 0.01% |
46,555
-5,241
| -10% | -$124K |
|
1645
Allot
ALLT
$383M
| $745K | 0.01% |
78,868
-33,941
| -30% | -$339K |
|
1646
CALL
CF Industries
CF
$17.3B
| $745K | 0.01% |
27,400
+21,000
| +328% | +$780K |
|
|
ECOM
1647
DELISTED
CHANNELADVISOR CORPORATION
ECOM
| $745K | 0.01% |
102,556
-49,141
| -32% | -$432K |
|
|
WMC
1648
DELISTED
Western Asset Mortgage Capital Corporation
WMC
| $745K | 0.01% |
32,543
+10,026
| +45% | +$912K |
|
|
B
1649
CALL
Barrick Mining
B
$73.2B
| $744K | 0.01% |
40,600
-54,900
| -57% | -$1.03M |
|
1650
PUT
Hershey
HSY
$36.6B
| $742K | 0.01% |
5,600
-46,400
| -89% | -$6.85M |
|
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.