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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 | |
|---|---|---|---|---|---|---|
1551
Vishay Precision Group
VPG
$914M
| $837K | 0.01% |
41,661
+6,069
| +17% | +$178K |
|
1552
CALL
Marvell Technology
MRVL
$196B
| $835K | 0.01% |
36,900
+3,000
| +9% | +$71.9K |
|
|
RAVN
1553
DELISTED
Raven Industries Inc
RAVN
| $835K | 0.01% |
39,343
-12,870
| -25% | -$377K |
|
1554
Atlanta Braves Holdings Series B
BATRK
$3.21B
| $833K | 0.01% |
43,691
-26,320
| -38% | -$675K |
|
1555
Nike
NKE
$61.9B
| $832K | 0.01% |
10,054
-22,498
| -69% | -$2.09M |
|
1556
Mohawk Industries
MHK
$9.22B
| $830K | 0.01% |
10,883
-54,849
| -83% | -$6.5M |
|
1557
National Healthcare
NHC
$3.38B
| $830K | 0.01% |
11,566
+5,125
| +80% | +$405K |
|
1558
CALL
Bath & Body Works
BBWI
$4.1B
| $828K | 0.01% |
88,569
+44,037
| +99% | +$699K |
|
1559
CALL
State Street Technology Select Sector SPDR ETF
XLK
$123B
| $828K | 0.01% |
20,600
+4,600
| +29% | +$210K |
|
1560
CALL
Capri Holdings
CPRI
$1.74B
| $825K | 0.01% |
76,500
+68,500
| +856% | +$1.8M |
|
|
VNET
1561
VNET Group
VNET
$2.09B
| $825K | 0.01% |
59,526
-20,551
| -26% | -$252K |
|
|
TVRD
1562
Tvardi Therapeutics
TVRD
$23.4M
| $825K | 0.01% |
1,734
-1,170
| -40% | -$636K |
|
1563
CALL
Idexx Laboratories
IDXX
$46.2B
| $824K | 0.01% |
3,400
+600
| +21% | +$157K |
|
1564
Salesforce
CRM
$158B
| $823K | 0.01% |
5,716
+2,132
| +59% | +$366K |
|
1565
Cincinnati Financial
CINF
$27.1B
| $822K | 0.01% |
+10,897
| New | +$1.09M |
|
1566
Donnelley Financial Solutions
DFIN
$1.16B
| $822K | 0.01% |
156,025
+57,597
| +59% | +$488K |
|
1567
CALL
PVH
PVH
$4.04B
| $821K | 0.01% |
21,800
+7,600
| +54% | +$581K |
|
|
DFS
1568
PUT
DELISTED
Discover Financial Services
DFS
| $820K | 0.01% |
23,000
-1,000
| -4% | -$66.2K |
|
1569
Peapack-Gladstone Financial
PGC
$812M
| $819K | 0.01% |
45,612
-24,025
| -35% | -$636K |
|
1570
Chefs' Warehouse
CHEF
$4.5B
| $818K | 0.01% |
81,278
+55,964
| +221% | +$1.66M |
|
1571
CALL
NextEra Energy
NEE
$177B
| $818K | 0.01% |
13,600
-128,800
| -90% | -$8.1M |
|
1572
PUT
Ciena
CIEN
$58.4B
| $816K | 0.01% |
+20,500
| New | +$841K |
|
1573
Vermilion Energy
VET
$1.66B
| $815K | 0.01% |
261,968
-515,548
| -66% | -$5.75M |
|
1574
Ollie's Bargain Outlet
OLLI
$4.94B
| $814K | 0.01% |
+17,575
| New | +$901K |
|
|
SMAR
1575
CALL
DELISTED
Smartsheet Inc.
SMAR
| $814K | 0.01% |
19,600
+2,700
| +16% | +$123K |
|
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.