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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 | |
|---|---|---|---|---|---|---|
|
DHC
2801
Diversified Healthcare Trust
DHC
$2.04B
| $121K | ﹤0.01% |
33,227
-216,002
| -87% | -$1.42M |
|
2802
GameStop
GME
$8.43B
| $121K | ﹤0.01% |
137,984
+2,472
| +2% | +$2.65K |
|
2803
Ocular Therapeutix
OCUL
$2.03B
| $121K | ﹤0.01% |
+24,361
| New | +$120K |
|
|
NEX
2804
DELISTED
NexTier Oilfield Solutions Inc.
NEX
| $121K | ﹤0.01% |
103,106
-248,390
| -71% | -$1.09M |
|
2805
CALL
Core Laboratories
CLB
$561M
| $120K | ﹤0.01% |
11,600
-6,600
| -36% | -$185K |
|
2806
CALL
Cleveland-Cliffs
CLF
$7.13B
| $120K | ﹤0.01% |
30,300
-23,200
| -43% | -$146K |
|
2807
PUT
United Natural Foods
UNFI
$2.8B
| $120K | ﹤0.01% |
+13,100
| New | +$104K |
|
2808
CALL
Mattel
MAT
$4.21B
| $119K | ﹤0.01% |
13,500
-27,300
| -67% | -$335K |
|
|
HALL
2809
DELISTED
Hallmark Financial Services, Inc.
HALL
| $119K | ﹤0.01% |
2,942
-2,060
| -41% | -$279K |
|
2810
Invesco
IVZ
$14B
| $118K | ﹤0.01% |
+13,018
| New | +$198K |
|
|
QVCGA
2811
CALL
DELISTED
QVC Group Inc Series A
QVCGA
| $118K | ﹤0.01% |
+400
| New | +$143K |
|
2812
CALL
Hewlett Packard
HPE
$72.4B
| $117K | ﹤0.01% |
+12,100
| New | +$159K |
|
2813
Sol-Gel Technologies
SLGL
$277M
| $117K | ﹤0.01% |
+1,658
| New | +$184K |
|
2814
CALL
CNX Resources
CNX
$5.32B
| $116K | ﹤0.01% |
21,800
-28,000
| -56% | -$186K |
|
2815
CALL
Kimco Realty
KIM
$16.2B
| $116K | ﹤0.01% |
+12,000
| New | +$206K |
|
2816
CALL
Smith & Wesson
SWBI
$636M
| $115K | ﹤0.01% |
17,954
-10,798
| -38% | -$76.5K |
|
|
CLR
2817
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $115K | ﹤0.01% |
15,100
+2,100
| +16% | +$46.8K |
|
|
ARC
2818
DELISTED
ARC Document Solutions, Inc.
ARC
| $115K | ﹤0.01% |
142,573
-14,412
| -9% | -$16.6K |
|
|
AFMD
2819
DELISTED
Affimed
AFMD
| $114K | ﹤0.01% |
7,211
-132
| -2% | -$3.14K |
|
2820
Navios Maritime Partners
NMM
$2.24B
| $114K | ﹤0.01% |
21,354
-27,765
| -57% | -$303K |
|
2821
PUT
Rithm Capital
RITM
$5.65B
| $114K | ﹤0.01% |
22,800
+6,600
| +41% | +$95.7K |
|
2822
Acacia Research
ACTG
$465M
| $112K | ﹤0.01% |
50,429
-24,297
| -33% | -$59.3K |
|
2823
Gran Tierra Energy
GTE
$317M
| $112K | ﹤0.01% |
44,714
+8,950
| +25% | +$71.1K |
|
|
QUOT
2824
DELISTED
Quotient Technology Inc
QUOT
| $112K | ﹤0.01% |
+17,181
| New | +$153K |
|
2825
PUT
Abercrombie & Fitch
ANF
$5.27B
| $111K | ﹤0.01% |
12,200
-30,400
| -71% | -$440K |
|
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.