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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 | |
|---|---|---|---|---|---|---|
1801
ICF International
ICFI
$1.72B
| $597K | ﹤0.01% |
8,684
-12,828
| -60% | -$1.05M |
|
|
NLSN
1802
DELISTED
Nielsen Holdings plc
NLSN
| $597K | ﹤0.01% |
47,617
-431,378
| -90% | -$8.08M |
|
1803
STMicroelectronics
STM
$50B
| $596K | ﹤0.01% |
+27,883
| New | +$735K |
|
1804
PUT
iShares Silver Trust
SLV
$30.9B
| $594K | ﹤0.01% |
+45,500
| New | +$715K |
|
|
SCPL
1805
DELISTED
SciPlay Corporation Class A Common Stock
SCPL
| $593K | ﹤0.01% |
62,219
-119,417
| -66% | -$1.21M |
|
1806
CALL
Roper Technologies
ROP
$39.8B
| $592K | ﹤0.01% |
1,900
-8,200
| -81% | -$2.91M |
|
1807
Bath & Body Works
BBWI
$4.1B
| $590K | ﹤0.01% |
+63,087
| New | +$1M |
|
1808
Lattice Semiconductor
LSCC
$18.5B
| $590K | ﹤0.01% |
33,094
-65,998
| -67% | -$1.25M |
|
1809
Rockwell Automation
ROK
$49B
| $589K | ﹤0.01% |
3,901
-388,527
| -99% | -$72M |
|
1810
PUT
Zoetis
ZTS
$30B
| $588K | ﹤0.01% |
5,000
-11,800
| -70% | -$1.55M |
|
1811
PennantPark Floating Rate Capital
PFLT
$746M
| $586K | ﹤0.01% |
120,638
-131,688
| -52% | -$1.38M |
|
1812
Caterpillar
CAT
$387B
| $585K | ﹤0.01% |
5,039
-28,428
| -85% | -$3.63M |
|
1813
US Physical Therapy
USPH
$1.22B
| $585K | ﹤0.01% |
+8,476
| New | +$894K |
|
1814
PUT
Sonos
SONO
$1.85B
| $583K | ﹤0.01% |
+68,700
| New | +$848K |
|
|
EPAY
1815
DELISTED
Bottomline Technologies Inc
EPAY
| $583K | ﹤0.01% |
15,908
-8,188
| -34% | -$377K |
|
1816
Caleres
CAL
$487M
| $581K | ﹤0.01% |
+111,773
| New | +$1.61M |
|
1817
PUT
Newell Brands
NWL
$2.56B
| $579K | ﹤0.01% |
43,600
-56,300
| -56% | -$969K |
|
1818
Super Micro Computer
SMCI
$20.1B
| $579K | ﹤0.01% |
+271,920
| New | +$691K |
|
|
BIG
1819
PUT
DELISTED
Big Lots, Inc.
BIG
| $579K | ﹤0.01% |
40,700
-23,100
| -36% | -$523K |
|
1820
Nicolet Bankshares
NIC
$3.62B
| $578K | ﹤0.01% |
10,583
+2,199
| +26% | +$148K |
|
|
IAA
1821
DELISTED
IAA, Inc. Common Stock
IAA
| $577K | ﹤0.01% |
19,248
-176,877
| -90% | -$7.64M |
|
1822
PUT
Abbott
ABT
$187B
| $576K | ﹤0.01% |
7,300
-59,300
| -89% | -$4.95M |
|
1823
CALL
Public Storage
PSA
$61.3B
| $576K | ﹤0.01% |
2,900
-24,400
| -89% | -$5.23M |
|
1824
PUT
Kroger
KR
$34.8B
| $575K | ﹤0.01% |
19,100
-82,500
| -81% | -$2.42M |
|
1825
Southwest Gas
SWX
$6.67B
| $575K | ﹤0.01% |
8,268
-48,080
| -85% | -$3.46M |
|
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.