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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 | |
|---|---|---|---|---|---|---|
1926
M/I Homes
MHO
$3.73B
| $502K | ﹤0.01% |
30,378
-6,100
| -17% | -$221K |
|
|
CSGS
1927
DELISTED
CSG Systems International
CSGS
| $501K | ﹤0.01% |
11,968
+4,025
| +51% | +$192K |
|
1928
Equitable Holdings
EQH
$14.4B
| $501K | ﹤0.01% |
34,651
-1,136,682
| -97% | -$24.8M |
|
1929
Hancock Whitney
HWC
$6.2B
| $501K | ﹤0.01% |
+25,653
| New | +$885K |
|
1930
Digimarc Corp
DMRC
$169M
| $500K | ﹤0.01% |
38,347
+13,938
| +57% | +$364K |
|
1931
Peoples Bancorp
PEBO
$1.44B
| $500K | ﹤0.01% |
22,584
-19,088
| -46% | -$568K |
|
|
TWO
1932
Two Harbors Investment
TWO
$1.27B
| $500K | ﹤0.01% |
32,813
-89,914
| -73% | -$4.59M |
|
|
LBAI
1933
DELISTED
Lakeland Bancorp Inc
LBAI
| $499K | ﹤0.01% |
46,201
-19,265
| -29% | -$285K |
|
1934
Community Trust Bancorp
CTBI
$1.4B
| $498K | ﹤0.01% |
15,654
-521
| -3% | -$21K |
|
1935
PUT
NXP Semiconductors
NXPI
$59.2B
| $498K | ﹤0.01% |
6,000
-79,200
| -93% | -$9.28M |
|
|
BPFH
1936
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $498K | ﹤0.01% |
69,656
+59,290
| +572% | +$610K |
|
1937
AMERISAFE
AMSF
$526M
| $496K | ﹤0.01% |
7,697
-48,518
| -86% | -$3.18M |
|
1938
PUT
Philip Morris
PM
$291B
| $496K | ﹤0.01% |
6,800
-129,100
| -95% | -$10.6M |
|
1939
PUT
Aon
AON
$75.6B
| $495K | ﹤0.01% |
3,000
-5,500
| -65% | -$1.13M |
|
1940
LyondellBasell Industries
LYB
$20B
| $493K | ﹤0.01% |
9,926
+543
| +6% | +$39.9K |
|
1941
CALL
Canadian Solar
CSIQ
$1.06B
| $492K | ﹤0.01% |
30,900
+17,400
| +129% | +$352K |
|
1942
PUT
PetMed Express
PETS
$41.9M
| $492K | ﹤0.01% |
17,100
-25,500
| -60% | -$668K |
|
1943
PUT
Qorvo
QRVO
$8.6B
| $492K | ﹤0.01% |
6,100
-900
| -13% | -$90K |
|
1944
PUT
ScottsMiracle-Gro
SMG
$3.57B
| $492K | ﹤0.01% |
4,800
-800
| -14% | -$88K |
|
1945
PUT
Casey's General Stores
CASY
$31B
| $490K | ﹤0.01% |
3,700
-3,800
| -51% | -$615K |
|
1946
CALL
PACCAR
PCAR
$69.3B
| $489K | ﹤0.01% |
12,000
+6,000
| +100% | +$282K |
|
1947
China Yuchai International
CYD
$1.73B
| $487K | ﹤0.01% |
45,240
-41,238
| -48% | -$494K |
|
1948
CALL
AvalonBay Communities
AVB
$26.2B
| $486K | ﹤0.01% |
3,300
-9,700
| -75% | -$1.95M |
|
1949
Oxford Industries
OXM
$553M
| $486K | ﹤0.01% |
13,396
-2,792
| -17% | -$171K |
|
1950
State Street Energy Select Sector SPDR ETF
XLE
$39.1B
| $485K | ﹤0.01% |
33,376
-4,663,992
| -99% | -$111M |
|
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.