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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 | |
|---|---|---|---|---|---|---|
|
TACO
1501
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
| $891K | 0.01% |
259,850
-10,776
| -4% | -$68.9K |
|
1502
CALL
Martin Marietta Materials
MLM
$33B
| $889K | 0.01% |
4,700
-5,900
| -56% | -$1.41M |
|
1503
Progress Software
PRGS
$1.76B
| $886K | 0.01% |
27,695
-19,371
| -41% | -$780K |
|
|
ORC
1504
Orchid Island Capital
ORC
$1.31B
| $882K | 0.01% |
59,809
+53,885
| +910% | +$1.46M |
|
|
FPRX
1505
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $882K | 0.01% |
388,378
-85,023
| -18% | -$361K |
|
1506
Prothena Corp
PRTA
$450M
| $881K | 0.01% |
82,330
-64,732
| -44% | -$784K |
|
1507
CALL
Comcast
CMCSA
$90B
| $880K | 0.01% |
25,600
-412,700
| -94% | -$17.4M |
|
1508
Lakeland Financial Corp
LKFN
$1.53B
| $879K | 0.01% |
+23,924
| New | +$1.04M |
|
|
HTB
1509
HomeTrust Bancshares
HTB
$848M
| $879K | 0.01% |
55,217
+8,193
| +17% | +$192K |
|
|
EVRI
1510
DELISTED
Everi Holdings
EVRI
| $878K | 0.01% |
266,180
-1,335,185
| -83% | -$13.6M |
|
|
PPLI
1511
PUT
People Inc
PPLI
$3.1B
| $878K | 0.01% |
27,417
-22,382
| -45% | -$886K |
|
1512
Ooma
OOMA
$604M
| $878K | 0.01% |
73,600
-67,760
| -48% | -$857K |
|
1513
PUT
Exelon
EXC
$47B
| $876K | 0.01% |
33,368
-67,856
| -67% | -$2.13M |
|
1514
Bank of N.T. Butterfield & Son
NTB
$2.45B
| $876K | 0.01% |
51,464
-75,234
| -59% | -$2.21M |
|
|
RAD
1515
CALL
DELISTED
Rite Aid Corporation
RAD
| $875K | 0.01% |
+58,300
| New | +$816K |
|
1516
PUT
Becton Dickinson
BDX
$48.2B
| $873K | 0.01% |
3,895
-103
| -3% | -$25.4K |
|
|
GOOS
1517
PUT
Canada Goose Holdings
GOOS
$856M
| $873K | 0.01% |
+43,900
| New | +$1.23M |
|
1518
PUT
Deckers Outdoor
DECK
$13.3B
| $871K | 0.01% |
39,000
-8,400
| -18% | -$234K |
|
1519
Lincoln Electric
LECO
$15.4B
| $871K | 0.01% |
12,621
+483
| +4% | +$41.4K |
|
1520
CALL
Papa John's
PZZA
$806M
| $870K | 0.01% |
16,300
-9,600
| -37% | -$578K |
|
1521
EXL Service
EXLS
$5.29B
| $869K | 0.01% |
+83,490
| New | +$1.14M |
|
|
PLAN
1522
CALL
DELISTED
Anaplan, Inc.
PLAN
| $865K | 0.01% |
+28,600
| New | +$1.43M |
|
1523
CALL
Lam Research
LRCX
$390B
| $864K | 0.01% |
36,000
-66,000
| -65% | -$1.9M |
|
|
BFYT
1524
CALL
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
| $864K | 0.01% |
38,600
+5,300
| +16% | +$126K |
|
1525
Northrop Grumman
NOC
$81.2B
| $863K | 0.01% |
2,852
-82,851
| -97% | -$28.8M |
|
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.