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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 | |
|---|---|---|---|---|---|---|
2051
Kennametal
KMT
$2.41B
| $430K | ﹤0.01% |
+23,101
| New | +$658K |
|
2052
PUT
Molson Coors Class B
TAP
$7.93B
| $429K | ﹤0.01% |
11,000
-20,600
| -65% | -$1.04M |
|
2053
PUT
D.R. Horton
DHI
$41B
| $428K | ﹤0.01% |
12,600
-35,500
| -74% | -$1.84M |
|
2054
Fulton Financial
FULT
$4.6B
| $428K | ﹤0.01% |
+37,217
| New | +$571K |
|
2055
PUT
Warner Bros
WBD
$67.4B
| $428K | ﹤0.01% |
22,000
-20,600
| -48% | -$565K |
|
2056
SS&C Technologies
SSNC
$18.7B
| $426K | ﹤0.01% |
+9,716
| New | +$549K |
|
2057
CALL
Philip Morris
PM
$290B
| $423K | ﹤0.01% |
5,800
-52,500
| -90% | -$4.32M |
|
2058
PUT
Union Pacific
UNP
$174B
| $423K | ﹤0.01% |
3,000
-12,500
| -81% | -$2.07M |
|
2059
CALL
LendingTree
TREE
$453M
| $422K | ﹤0.01% |
2,300
-4,900
| -68% | -$1.39M |
|
|
ANH
2060
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $422K | ﹤0.01% |
373,501
+194,640
| +109% | +$592K |
|
|
LNW
2061
DELISTED
Light & Wonder
LNW
| $421K | ﹤0.01% |
43,419
-586,002
| -93% | -$12M |
|
2062
CALL
Ralph Lauren
RL
$24.2B
| $421K | ﹤0.01% |
6,300
+2,000
| +47% | +$210K |
|
2063
CALL
LGI Homes
LGIH
$1.32B
| $420K | ﹤0.01% |
9,300
-23,400
| -72% | -$1.74M |
|
|
PR
2064
Permian Resources
PR
$17.8B
| $419K | ﹤0.01% |
1,592,296
+565,711
| +55% | +$1.44M |
|
2065
CALL
Colgate-Palmolive
CL
$74.3B
| $418K | ﹤0.01% |
6,300
-7,000
| -53% | -$494K |
|
|
2066
CALL
eBay
EBAY
$47.9B
| $418K | ﹤0.01% |
13,900
-33,100
| -70% | -$1.15M |
|
2067
Strategy Inc
MSTR
$37.4B
| $418K | ﹤0.01% |
+35,410
| New | +$481K |
|
2068
PUT
TJX Companies
TJX
$175B
| $416K | ﹤0.01% |
8,700
-11,300
| -57% | -$650K |
|
|
2069
CALL
Warner Bros
WBD
$67.4B
| $416K | ﹤0.01% |
21,400
-8,000
| -27% | -$220K |
|
2070
Ribbon Communications
RBBN
$367M
| $415K | ﹤0.01% |
136,839
+26,096
| +24% | +$78.4K |
|
2071
Aon
AON
$75.7B
| $412K | ﹤0.01% |
+2,499
| New | +$512K |
|
|
COWN
2072
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $412K | ﹤0.01% |
+42,621
| New | +$608K |
|
2073
Radware
RDWR
$1.2B
| $411K | ﹤0.01% |
19,500
-115,565
| -86% | -$2.72M |
|
2074
CALL
Devon Energy
DVN
$49.9B
| $410K | ﹤0.01% |
59,400
-12,200
| -17% | -$221K |
|
2075
PUT
FMC
FMC
$1.31B
| $408K | ﹤0.01% |
5,000
+2,000
| +67% | +$186K |
|
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.