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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 | |
|---|---|---|---|---|---|---|
1876
CALL
Sonos
SONO
$1.86B
| $535K | ﹤0.01% |
+63,100
| New | +$779K |
|
|
CNST
1877
DELISTED
Constellation Pharmaceuticals, Inc.
CNST
| $535K | ﹤0.01% |
17,037
-41,798
| -71% | -$1.45M |
|
1878
PUT
Dick's Sporting Goods
DKS
$19.3B
| $534K | ﹤0.01% |
25,100
+15,400
| +159% | +$591K |
|
|
ACR
1879
ACRES Commercial Realty
ACR
$109M
| $533K | ﹤0.01% |
64,400
-10,335
| -14% | -$313K |
|
1880
Adeia
ADEA
$3.11B
| $533K | ﹤0.01% |
+144,729
| New | +$617K |
|
1881
CALL
Check Point Software Technologies
CHKP
$13.2B
| $533K | ﹤0.01% |
5,300
-15,400
| -74% | -$1.65M |
|
1882
NWPX Infrastructure Inc
NWPX
$1.12B
| $533K | ﹤0.01% |
23,962
-24,140
| -50% | -$736K |
|
|
MRNS
1883
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
| $532K | ﹤0.01% |
65,523
+28,879
| +79% | +$250K |
|
1884
Bridgewater Bancshares
BWB
$596M
| $531K | ﹤0.01% |
54,412
-68,576
| -56% | -$840K |
|
1885
Consolidated Edison
ED
$39.3B
| $531K | ﹤0.01% |
6,803
-114,668
| -94% | -$10.1M |
|
1886
CALL
Insulet
PODD
$9.93B
| $530K | ﹤0.01% |
+3,200
| New | +$585K |
|
1887
Red Rock Resorts
RRR
$3.59B
| $530K | ﹤0.01% |
+61,954
| New | +$1.23M |
|
1888
Shutterstock
SSTK
$214M
| $530K | ﹤0.01% |
16,486
-173,077
| -91% | -$6.92M |
|
1889
CALL
Toronto Dominion Bank
TD
$201B
| $530K | ﹤0.01% |
12,500
+4,300
| +52% | +$221K |
|
1890
Verisk Analytics
VRSK
$23.8B
| $529K | ﹤0.01% |
+3,794
| New | +$595K |
|
1891
CALL
WEC Energy
WEC
$34.7B
| $529K | ﹤0.01% |
6,000
-21,700
| -78% | -$2.09M |
|
1892
iShares US Home Construction ETF
ITB
$2.35B
| $527K | ﹤0.01% |
18,200
-727,200
| -98% | -$31.1M |
|
1893
PUT
First Majestic Silver
AG
$9.28B
| $526K | ﹤0.01% |
84,900
+11,700
| +16% | +$105K |
|
|
B
1894
PUT
Barrick Mining
B
$67.1B
| $524K | ﹤0.01% |
28,600
-45,100
| -61% | -$845K |
|
1895
CALL
BorgWarner
BWA
$14.1B
| $522K | ﹤0.01% |
+24,310
| New | +$703K |
|
1896
CALL
Prologis
PLD
$131B
| $522K | ﹤0.01% |
6,500
-4,600
| -41% | -$402K |
|
1897
CALL
Factset
FDS
$10.2B
| $521K | ﹤0.01% |
2,000
-3,900
| -66% | -$1.06M |
|
1898
CALL
PetMed Express
PETS
$41.9M
| $521K | ﹤0.01% |
18,100
-20,600
| -53% | -$540K |
|
1899
CALL
Clorox
CLX
$12.9B
| $520K | ﹤0.01% |
3,000
-23,000
| -88% | -$3.8M |
|
|
ALBO
1900
DELISTED
Albireo Pharma Inc
ALBO
| $519K | ﹤0.01% |
31,731
-5,523
| -15% | -$121K |
|
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.