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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 | |
|---|---|---|---|---|---|---|
1276
CALL
Nutanix
NTNX
$16.9B
| $1.22M | 0.01% |
77,100
+53,900
| +232% | +$1.51M |
|
1277
Franco-Nevada
FNV
$46B
| $1.21M | 0.01% |
+12,194
| New | +$1.32M |
|
1278
CALL
Palo Alto Networks
PANW
$297B
| $1.21M | 0.01% |
44,400
-66,600
| -60% | -$2.32M |
|
1279
Independent Bank Corp
IBCP
$844M
| $1.21M | 0.01% |
94,067
+23,090
| +33% | +$448K |
|
1280
Harmonic Inc
HLIT
$1.28B
| $1.21M | 0.01% |
209,839
-260,011
| -55% | -$1.74M |
|
|
SAFM
1281
CALL
DELISTED
Sanderson Farms Inc
SAFM
| $1.21M | 0.01% |
9,800
+5,200
| +113% | +$724K |
|
|
HONE
1282
DELISTED
HarborOne Bancorp
HONE
| $1.21M | 0.01% |
160,456
-111,814
| -41% | -$1.12M |
|
1283
United Bankshares
UBSI
$6.62B
| $1.21M | 0.01% |
+52,290
| New | +$1.64M |
|
1284
Louisiana-Pacific
LPX
$5.49B
| $1.2M | 0.01% |
+70,098
| New | +$1.94M |
|
|
PLAN
1285
PUT
DELISTED
Anaplan, Inc.
PLAN
| $1.2M | 0.01% |
+39,800
| New | +$1.98M |
|
1286
Frontdoor
FTDR
$6.26B
| $1.2M | 0.01% |
34,575
-138,147
| -80% | -$5.88M |
|
1287
Home BancShares
HOMB
$6.18B
| $1.2M | 0.01% |
+100,342
| New | +$1.74M |
|
1288
Old National Bancorp
ONB
$10.2B
| $1.2M | 0.01% |
+91,069
| New | +$1.52M |
|
1289
CALL
Dropbox
DBX
$8.12B
| $1.2M | 0.01% |
+66,300
| New | +$1.21M |
|
|
RARX
1290
DELISTED
Ra Pharmaceuticals, Inc. Common Stock
RARX
| $1.2M | 0.01% |
25,000
-14,589
| -37% | -$679K |
|
1291
Madrigal Pharmaceuticals
MDGL
$11.8B
| $1.2M | 0.01% |
17,967
+15,717
| +699% | +$1.31M |
|
1292
HealthStream
HSTM
$840M
| $1.2M | 0.01% |
+49,967
| New | +$1.26M |
|
|
PLAN
1293
DELISTED
Anaplan, Inc.
PLAN
| $1.19M | 0.01% |
39,401
-884,979
| -96% | -$44.1M |
|
1294
CALL
General Dynamics
GD
$106B
| $1.19M | 0.01% |
9,000
-16,500
| -65% | -$2.74M |
|
1295
Standard BioTools
LAB
$314M
| $1.19M | 0.01% |
467,806
-138,545
| -23% | -$455K |
|
|
SMAR
1296
PUT
DELISTED
Smartsheet Inc.
SMAR
| $1.19M | 0.01% |
28,600
+9,300
| +48% | +$422K |
|
1297
BancFirst
BANF
$3.8B
| $1.18M | 0.01% |
+35,482
| New | +$1.85M |
|
1298
J&J Snack Foods
JJSF
$1.71B
| $1.18M | 0.01% |
9,774
+3,074
| +46% | +$496K |
|
|
CYBR
1299
PUT
DELISTED
CyberArk
CYBR
| $1.18M | 0.01% |
13,800
-3,200
| -19% | -$369K |
|
1300
CALL
ResMed
RMD
$30.7B
| $1.18M | 0.01% |
8,000
+5,000
| +167% | +$796K |
|
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.