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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 | |
|---|---|---|---|---|---|---|
151
PUT
Bristol-Myers Squibb
BMY
$130B
| $17.1M | 0.14% |
306,900
+192,900
| +169% | +$11.8M |
|
152
CMS Energy
CMS
$22.4B
| $17M | 0.14% |
289,082
-197,715
| -41% | -$12.7M |
|
153
Petrobras
PBR
$118B
| $16.9M | 0.14% |
3,076,119
+999,469
| +48% | +$11.9M |
|
154
Applied Materials
AMAT
$424B
| $16.9M | 0.14% |
367,978
-2,473,617
| -87% | -$142M |
|
155
Wells Fargo
WFC
$270B
| $16.8M | 0.14% |
585,994
+569,953
| +3,553% | +$24.2M |
|
156
Arrowhead Research
ARWR
$12.3B
| $16.5M | 0.13% |
572,403
+415,952
| +266% | +$16.8M |
|
|
MLNX
157
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $16.4M | 0.13% |
135,439
-244,221
| -64% | -$28.7M |
|
158
Axalta
AXTA
$8.15B
| $16.4M | 0.13% |
949,273
-158,598
| -14% | -$4.06M |
|
159
PUT
Beyond Meat
BYND
$314M
| $16.4M | 0.13% |
+245,500
| New | +$23.8M |
|
160
Church & Dwight Co
CHD
$24.6B
| $16.3M | 0.13% |
+253,302
| New | +$18M |
|
161
Synchrony
SYF
$25.8B
| $16.3M | 0.13% |
1,009,962
-430,509
| -30% | -$12.6M |
|
162
UnitedHealth
UNH
$375B
| $16M | 0.13% |
64,124
+46,985
| +274% | +$12.9M |
|
163
Gildan
GIL
$10.8B
| $15.9M | 0.13% |
+1,249,620
| New | +$30.1M |
|
|
CERN
164
DELISTED
Cerner Corp
CERN
| $15.7M | 0.13% |
+249,224
| New | +$17.7M |
|
165
Insulet
PODD
$9.23B
| $15.7M | 0.13% |
94,505
-208,996
| -69% | -$38.2M |
|
166
Tractor Supply
TSCO
$17.5B
| $15.6M | 0.13% |
925,355
-1,562,695
| -63% | -$28M |
|
167
Lowe's Companies
LOW
$123B
| $15.5M | 0.13% |
180,684
-936,371
| -84% | -$102M |
|
168
Eldorado Gold
EGO
$9.39B
| $15.2M | 0.12% |
2,470,924
-782,386
| -24% | -$5.89M |
|
|
169
CALL
Bristol-Myers Squibb
BMY
$130B
| $15.1M | 0.12% |
271,500
+206,200
| +316% | +$12.6M |
|
170
VeriSign
VRSN
$26.5B
| $15.1M | 0.12% |
83,706
-87,677
| -51% | -$17.2M |
|
171
Teva Pharmaceuticals
TEVA
$40.5B
| $15M | 0.12% |
1,675,179
-1,477,722
| -47% | -$15.1M |
|
|
BBL
172
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $14.9M | 0.12% |
490,034
+327,186
| +201% | +$12.9M |
|
173
Alkermes
ALKS
$8.32B
| $14.9M | 0.12% |
1,031,014
-639,915
| -38% | -$11.4M |
|
174
Tradeweb Markets
TW
$21.6B
| $14.8M | 0.12% |
351,403
-422,057
| -55% | -$19.3M |
|
175
CubeSmart
CUBE
$9.45B
| $14.5M | 0.12% |
541,850
-613,668
| -53% | -$18.4M |
|
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.