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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 | |
|---|---|---|---|---|---|---|
2276
PUT
Synaptics
SYNA
$4.09B
| $312K | ﹤0.01% |
5,400
-2,000
| -27% | -$136K |
|
2277
Welltower
WELL
$169B
| $312K | ﹤0.01% |
+6,823
| New | +$503K |
|
2278
Murphy Oil
MUR
$5.09B
| $311K | ﹤0.01% |
50,735
+40,113
| +378% | +$737K |
|
|
CASA
2279
DELISTED
Casa Systems, Inc. Common Stock
CASA
| $311K | ﹤0.01% |
88,941
-247,961
| -74% | -$898K |
|
2280
Establishment Labs
ESTA
$2.21B
| $310K | ﹤0.01% |
21,454
-13,462
| -39% | -$297K |
|
2281
CALL
M&T Bank
MTB
$36.3B
| $310K | ﹤0.01% |
3,000
-6,000
| -67% | -$883K |
|
2282
QuinStreet
QNST
$1.26B
| $309K | ﹤0.01% |
38,436
-1,051
| -3% | -$13K |
|
2283
CALL
Cirrus Logic
CRUS
$6.11B
| $308K | ﹤0.01% |
4,700
+700
| +18% | +$51.7K |
|
2284
CALL
Exelixis
EXEL
$13.1B
| $308K | ﹤0.01% |
+17,900
| New | +$327K |
|
2285
CALL
ScottsMiracle-Gro
SMG
$3.63B
| $307K | ﹤0.01% |
3,000
-1,600
| -35% | -$176K |
|
2286
Acuity Brands
AYI
$10.6B
| $306K | ﹤0.01% |
+3,570
| New | +$392K |
|
2287
Harley-Davidson
HOG
$2.72B
| $306K | ﹤0.01% |
+16,180
| New | +$490K |
|
2288
PUT
Medifast
MED
$135M
| $306K | ﹤0.01% |
4,900
-3,300
| -40% | -$300K |
|
2289
PUT
Viatris
VTRS
$18.7B
| $306K | ﹤0.01% |
20,500
-86,100
| -81% | -$1.65M |
|
|
LJPC
2290
DELISTED
La Jolla Pharmaceutical Company
LJPC
| $306K | ﹤0.01% |
+72,791
| New | +$460K |
|
2291
PUT
Autohome
ATHM
$2.71B
| $305K | ﹤0.01% |
4,300
+800
| +23% | +$63.1K |
|
2292
CALL
Weyerhaeuser
WY
$18.2B
| $305K | ﹤0.01% |
18,000
+2,200
| +14% | +$57.9K |
|
|
PDCE
2293
DELISTED
PDC Energy, Inc.
PDCE
| $305K | ﹤0.01% |
+49,061
| New | +$884K |
|
2294
CALL
Delek US
DK
$3.72B
| $303K | ﹤0.01% |
19,200
-6,100
| -24% | -$145K |
|
2295
PUT
Hormel Foods
HRL
$13.6B
| $303K | ﹤0.01% |
+6,500
| New | +$296K |
|
2296
CALL
NIO
NIO
$12.1B
| $303K | ﹤0.01% |
+109,000
| New | +$406K |
|
2297
PUT
STAAR Surgical
STAA
$1.25B
| $303K | ﹤0.01% |
9,400
-1,300
| -12% | -$43.8K |
|
2298
PUT
Omnicom Group
OMC
$23.2B
| $302K | ﹤0.01% |
5,500
-17,500
| -76% | -$1.24M |
|
2299
Adicet Bio
ACET
$75.9M
| $301K | ﹤0.01% |
2,609
+1,329
| +104% | +$197K |
|
2300
CALL
Pultegroup
PHM
$24.8B
| $301K | ﹤0.01% |
13,500
-44,500
| -77% | -$1.72M |
|
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.