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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 | |
|---|---|---|---|---|---|---|
2176
Aurinia Pharmaceuticals
AUPH
$2.06B
| $357K | ﹤0.01% |
+24,599
| New | +$434K |
|
2177
CALL
Cboe Global Markets
CBOE
$29.8B
| $357K | ﹤0.01% |
4,000
-14,500
| -78% | -$1.62M |
|
2178
CALL
MasTec
MTZ
$21.5B
| $357K | ﹤0.01% |
10,900
-2,400
| -18% | -$122K |
|
|
NP
2179
DELISTED
Neenah, Inc. Common Stock
NP
| $357K | ﹤0.01% |
8,285
-13,377
| -62% | -$792K |
|
2180
Telefônica Brasil
VIV
$19.1B
| $356K | ﹤0.01% |
37,408
-83,824
| -69% | -$1.06M |
|
|
CDTX
2181
DELISTED
Cidara Therapeutics
CDTX
| $355K | ﹤0.01% |
7,160
+3,816
| +114% | +$229K |
|
|
SRCL
2182
CALL
DELISTED
Stericycle Inc
SRCL
| $355K | ﹤0.01% |
7,300
-4,400
| -38% | -$259K |
|
2183
CALL
Cigna
CI
$73.6B
| $354K | ﹤0.01% |
2,000
-20,900
| -91% | -$4.05M |
|
2184
CALL
Cencora
COR
$62B
| $354K | ﹤0.01% |
4,000
-3,300
| -45% | -$291K |
|
2185
Tanger
SKT
$4.44B
| $354K | ﹤0.01% |
70,717
-440,407
| -86% | -$5.38M |
|
2186
CALL
Equity Residential
EQR
$24.7B
| $352K | ﹤0.01% |
5,700
-2,700
| -32% | -$209K |
|
2187
PUT
Williams Companies
WMB
$87.9B
| $352K | ﹤0.01% |
24,900
+14,300
| +135% | +$277K |
|
|
RDS.A
2188
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $352K | ﹤0.01% |
10,099
-14,161
| -58% | -$661K |
|
2189
Baker Hughes
BKR
$63.6B
| $351K | ﹤0.01% |
33,451
-1,932,750
| -98% | -$36.3M |
|
2190
CALL
Edison International
EIX
$26.1B
| $351K | ﹤0.01% |
6,400
-6,000
| -48% | -$416K |
|
2191
CALL
SBA Communications
SBAC
$19.2B
| $351K | ﹤0.01% |
1,300
-9,300
| -88% | -$2.45M |
|
2192
Xeris Biopharma Holdings
XERS
$1.46B
| $348K | ﹤0.01% |
178,650
+153,498
| +610% | +$660K |
|
|
RPT
2193
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $347K | ﹤0.01% |
57,505
-78,128
| -58% | -$977K |
|
2194
Citi Trends
CTRN
$618M
| $346K | ﹤0.01% |
38,830
+8,340
| +27% | +$161K |
|
|
MRUS
2195
DELISTED
Merus
MRUS
| $346K | ﹤0.01% |
28,584
-29,189
| -51% | -$462K |
|
2196
Edgewell Personal Care
EPC
$1.29B
| $345K | ﹤0.01% |
14,348
-243,841
| -94% | -$7.28M |
|
2197
The RMR Group
RMR
$335M
| $344K | ﹤0.01% |
12,750
-129,634
| -91% | -$5.02M |
|
2198
CALL
Ball Corp
BALL
$16.6B
| $343K | ﹤0.01% |
5,300
-33,000
| -86% | -$2.31M |
|
2199
PUT
Chegg
CHGG
$94.8M
| $343K | ﹤0.01% |
+9,600
| New | +$375K |
|
|
I
2200
DELISTED
INTELSAT S. A.
I
| $343K | ﹤0.01% |
224,081
-629,559
| -74% | -$2.64M |
|
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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.