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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 | |
|---|---|---|---|---|---|---|
2426
CALL
United Natural Foods
UNFI
$2.8B
| $263K | ﹤0.01% |
+28,700
| New | +$228K |
|
|
SPWR
2427
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $263K | ﹤0.01% |
79,251
-67,341
| -46% | -$354K |
|
2428
PUT
MasTec
MTZ
$21.5B
| $262K | ﹤0.01% |
8,000
-7,000
| -47% | -$356K |
|
2429
PUT
Sociedad Química y Minera de Chile
SQM
$20.8B
| $262K | ﹤0.01% |
11,600
-5,000
| -30% | -$135K |
|
2430
CALL
Wolfspeed
WOLF
$1.52B
| $262K | ﹤0.01% |
7,400
-9,100
| -55% | -$409K |
|
|
LM
2431
DELISTED
Legg Mason, Inc.
LM
| $262K | ﹤0.01% |
+5,371
| New | +$234K |
|
2432
CALL
CenterPoint Energy
CNP
$26.4B
| $261K | ﹤0.01% |
16,900
-4,300
| -20% | -$98.7K |
|
2433
Omega Healthcare
OHI
$14.4B
| $261K | ﹤0.01% |
+9,838
| New | +$373K |
|
2434
American States Water
AWR
$3.43B
| $260K | ﹤0.01% |
+3,177
| New | +$272K |
|
2435
RLJ Lodging Trust
RLJ
$1.67B
| $260K | ﹤0.01% |
33,726
+15,077
| +81% | +$203K |
|
|
BRG
2436
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
| $260K | ﹤0.01% |
46,597
-85,459
| -65% | -$888K |
|
2437
PUT
Ball Corp
BALL
$16.6B
| $259K | ﹤0.01% |
4,000
-40,400
| -91% | -$2.83M |
|
2438
Cerus
CERS
$508M
| $259K | ﹤0.01% |
55,747
-261,812
| -82% | -$1.19M |
|
|
MRSH
2439
CALL
Marsh
MRSH
$91B
| $259K | ﹤0.01% |
3,000
-600
| -17% | -$64K |
|
2440
PUT
Truist Financial
TFC
$63.4B
| $259K | ﹤0.01% |
8,400
-12,200
| -59% | -$577K |
|
2441
CALL
International Paper
IP
$21.9B
| $258K | ﹤0.01% |
8,765
-31,574
| -78% | -$1.17M |
|
2442
CALL
Nutrien
NTR
$31.6B
| $258K | ﹤0.01% |
+7,600
| New | +$304K |
|
2443
PUT
Zillow
ZG
$7.66B
| $258K | ﹤0.01% |
7,600
+2,800
| +58% | +$128K |
|
2444
Q32 Bio
QTTB
$466M
| $258K | ﹤0.01% |
+923
| New | +$283K |
|
2445
i3 Verticals
IIIV
$328M
| $257K | ﹤0.01% |
+13,464
| New | +$379K |
|
|
APLT
2446
DELISTED
Applied Therapeutics
APLT
| $256K | ﹤0.01% |
+7,834
| New | +$317K |
|
2447
Cogent Communications
CCOI
$528M
| $256K | ﹤0.01% |
3,122
-118,982
| -97% | -$9M |
|
2448
American International
AIG
$40.6B
| $255K | ﹤0.01% |
10,509
| – | – |
|
2449
PUT
Estee Lauder
EL
$31.5B
| $255K | ﹤0.01% |
1,600
-18,300
| -92% | -$3.53M |
|
|
LTC
2450
LTC Properties
LTC
$2.12B
| $255K | ﹤0.01% |
8,239
-20,776
| -72% | -$888K |
|
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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.