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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 | |
|---|---|---|---|---|---|---|
2001
McKesson
MCK
$102B
| $459K | ﹤0.01% |
+3,396
| New | +$497K |
|
|
STEL
2002
DELISTED
Stellar Bancorp
STEL
| $459K | ﹤0.01% |
25,841
-16,843
| -39% | -$441K |
|
2003
PUT
Welltower
WELL
$169B
| $458K | ﹤0.01% |
10,000
-18,700
| -65% | -$1.38M |
|
|
AUD
2004
DELISTED
Audacy, Inc.
AUD
| $458K | ﹤0.01% |
267,668
+167,708
| +168% | +$609K |
|
|
COHR
2005
CALL
DELISTED
Coherent Inc
COHR
| $458K | ﹤0.01% |
+4,300
| New | +$601K |
|
2006
PUT
AvalonBay Communities
AVB
$26.3B
| $456K | ﹤0.01% |
3,100
-4,900
| -61% | -$987K |
|
2007
Douglas Emmett
DEI
$1.94B
| $454K | ﹤0.01% |
+14,874
| New | +$579K |
|
2008
CALL
Elevance Health
ELV
$86B
| $454K | ﹤0.01% |
2,000
-15,400
| -89% | -$4.2M |
|
2009
S&T Bancorp
STBA
$1.78B
| $453K | ﹤0.01% |
16,570
+8,874
| +115% | +$310K |
|
2010
Navient
NAVI
$801M
| $452K | ﹤0.01% |
+59,691
| New | +$712K |
|
2011
PUT
Sempra
SRE
$55.1B
| $452K | ﹤0.01% |
8,000
-14,800
| -65% | -$1.05M |
|
2012
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $452K | ﹤0.01% |
5,107
-1,278,393
| -100% | -$124M |
|
2013
PUT
Cencora
COR
$61.5B
| $451K | ﹤0.01% |
5,100
-3,600
| -41% | -$317K |
|
|
MASI
2014
DELISTED
Masimo
MASI
| $451K | ﹤0.01% |
2,547
-11,892
| -82% | -$2.04M |
|
2015
National Fuel Gas
NFG
$7.77B
| $449K | ﹤0.01% |
12,052
-195,773
| -94% | -$8.03M |
|
2016
Surgery Partners
SGRY
$2.12B
| $449K | ﹤0.01% |
+68,722
| New | +$980K |
|
2017
PUT
XPO
XPO
$23.6B
| $449K | ﹤0.01% |
26,601
-12,433
| -32% | -$332K |
|
2018
CALL
Lowe's Companies
LOW
$122B
| $447K | ﹤0.01% |
5,200
-76,300
| -94% | -$8.34M |
|
2019
PUT
LyondellBasell Industries
LYB
$20.2B
| $447K | ﹤0.01% |
9,000
-1,400
| -13% | -$103K |
|
2020
Midland States Bancorp
MSBI
$688M
| $447K | ﹤0.01% |
25,569
+2,017
| +9% | +$49K |
|
|
FBMS
2021
DELISTED
The First Bancshares, Inc.
FBMS
| $447K | ﹤0.01% |
23,435
-9,842
| -30% | -$295K |
|
2022
NVE Corp
NVEC
$584M
| $446K | ﹤0.01% |
8,575
-21,385
| -71% | -$1.4M |
|
2023
CALL
Iron Mountain
IRM
$36.3B
| $445K | ﹤0.01% |
18,700
-40,500
| -68% | -$1.23M |
|
2024
Badger Meter
BMI
$3.95B
| $444K | ﹤0.01% |
+8,285
| New | +$505K |
|
|
LRFC
2025
DELISTED
Logan Ridge Finance Corp
LRFC
| $444K | ﹤0.01% |
23,634
-6,875
| -23% | -$300K |
|
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.