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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 | |
|---|---|---|---|---|---|---|
1701
PUT
Healthpeak Properties
DOC
$14.8B
| $696K | 0.01% |
29,200
-3,600
| -11% | -$117K |
|
|
BFYT
1702
PUT
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
| $694K | 0.01% |
31,000
+4,400
| +17% | +$104K |
|
1703
SunCoke Energy
SXC
$797M
| $691K | 0.01% |
179,555
-75,024
| -29% | -$380K |
|
1704
Atara Biotherapeutics
ATRA
$76.1M
| $689K | 0.01% |
3,240
-6,385
| -66% | -$2.03M |
|
1705
CALL
AeroVironment
AVAV
$9.45B
| $689K | 0.01% |
11,300
+4,200
| +59% | +$263K |
|
1706
PUT
Broadcom
AVGO
$2.04T
| $688K | 0.01% |
29,000
-76,000
| -72% | -$2.14M |
|
1707
PUT
Lowe's Companies
LOW
$125B
| $688K | 0.01% |
8,000
-69,600
| -90% | -$7.6M |
|
1708
CALL
Dow Inc
DOW
$21.2B
| $684K | 0.01% |
23,400
-33,100
| -59% | -$1.41M |
|
|
VRN
1709
DELISTED
Veren
VRN
| $684K | 0.01% |
889,176
-2,484,764
| -74% | -$6.87M |
|
1710
Great Southern Bancorp
GSBC
$878M
| $683K | 0.01% |
16,909
+12,789
| +310% | +$674K |
|
1711
CALL
Guardant Health
GH
$22.6B
| $682K | 0.01% |
9,800
+5,700
| +139% | +$437K |
|
1712
PUT
Guidewire Software
GWRE
$14.2B
| $682K | 0.01% |
8,600
+4,300
| +100% | +$449K |
|
1713
Wabash National
WNC
$527M
| $682K | 0.01% |
+94,515
| New | +$1.06M |
|
|
PARA
1714
CALL
DELISTED
Paramount Global Class B
PARA
| $681K | 0.01% |
48,600
-28,800
| -37% | -$826K |
|
1715
CEVA Inc
CEVA
$1.08B
| $679K | 0.01% |
27,217
-1,226
| -4% | -$34K |
|
1716
CALL
Rockwell Automation
ROK
$49B
| $679K | 0.01% |
4,500
+3,200
| +246% | +$593K |
|
1717
PUT
GDS Holdings
GDS
$6.41B
| $678K | 0.01% |
11,700
-6,700
| -36% | -$374K |
|
|
1718
Healthpeak Properties
DOC
$14.8B
| $676K | 0.01% |
+28,343
| New | +$924K |
|
|
MCHB
1719
Mechanics Bancorp
MCHB
$3.68B
| $676K | 0.01% |
30,408
-36,703
| -55% | -$1.06M |
|
1720
Omeros
OMER
$959M
| $675K | 0.01% |
+50,463
| New | +$671K |
|
|
ISEE
1721
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $675K | 0.01% |
+196,255
| New | +$1.15M |
|
1722
OSI Systems
OSIS
$3.89B
| $674K | 0.01% |
+9,776
| New | +$835K |
|
1723
Phreesia
PHR
$773M
| $674K | 0.01% |
+32,033
| New | +$878K |
|
|
CVGW
1724
DELISTED
Calavo Growers
CVGW
| $673K | 0.01% |
11,658
-58,507
| -83% | -$4.13M |
|
1725
Devon Energy
DVN
$47.3B
| $673K | 0.01% |
97,457
-783,723
| -89% | -$14.2M |
|
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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.