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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 | |
|---|---|---|---|---|---|---|
1001
CALL
Halliburton
HAL
$26.6B
| $1.87M | 0.02% |
273,600
+3,500
| +1% | +$60.9K |
|
|
VSLR
1002
DELISTED
VIVINT SOLAR, INC.
VSLR
| $1.87M | 0.02% |
428,182
+210,671
| +97% | +$1.79M |
|
|
MGP
1003
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
| $1.85M | 0.02% |
78,362
-822,701
| -91% | -$23.4M |
|
1004
PUT
WIX.com
WIX
$2.52B
| $1.84M | 0.02% |
18,300
-1,500
| -8% | -$196K |
|
1005
PUT
Agnico Eagle Mines
AEM
$90.5B
| $1.84M | 0.02% |
46,300
-33,200
| -42% | -$1.75M |
|
|
MFGP
1006
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
| $1.84M | 0.02% |
363,306
+325,087
| +851% | +$3.29M |
|
|
EBIX
1007
DELISTED
Ebix Inc
EBIX
| $1.84M | 0.02% |
+121,016
| New | +$3.45M |
|
1008
CALL
Shake Shack
SHAK
$2.87B
| $1.83M | 0.01% |
48,500
-37,700
| -44% | -$2.23M |
|
1009
Euronet Worldwide
EEFT
$2.7B
| $1.82M | 0.01% |
21,246
-2,257
| -10% | -$299K |
|
|
ENLC
1010
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $1.82M | 0.01% |
1,654,991
+1,374,772
| +491% | +$5.41M |
|
|
1011
CALL
McDonald's
MCD
$195B
| $1.82M | 0.01% |
11,000
-49,700
| -82% | -$9.79M |
|
|
PTR
1012
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $1.81M | 0.01% |
50,409
-25,504
| -34% | -$1.07M |
|
1013
CALL
Ubiquiti
UI
$34.3B
| $1.81M | 0.01% |
+12,800
| New | +$1.95M |
|
|
1014
CALL
Coca-Cola
KO
$375B
| $1.8M | 0.01% |
40,800
-337,400
| -89% | -$18.2M |
|
1015
Photronics
PLAB
$1.93B
| $1.8M | 0.01% |
175,812
-6,765
| -4% | -$88.5K |
|
1016
The RealReal
REAL
$1.5B
| $1.8M | 0.01% |
+256,727
| New | +$3.5M |
|
|
XRN
1017
Chiron Real Estate Inc
XRN
$477M
| $1.8M | 0.01% |
35,512
-23,028
| -39% | -$1.55M |
|
1018
PUT
Duke Energy
DUK
$97.3B
| $1.79M | 0.01% |
22,100
-54,700
| -71% | -$5.02M |
|
|
WORK
1019
CALL
DELISTED
Slack Technologies, Inc.
WORK
| $1.78M | 0.01% |
+66,500
| New | +$1.6M |
|
1020
Popular Inc
BPOP
$11.1B
| $1.78M | 0.01% |
50,969
-286,213
| -85% | -$14.2M |
|
|
MFA
1021
MFA Financial
MFA
$933M
| $1.78M | 0.01% |
287,681
-515,160
| -64% | -$13.7M |
|
1022
MidCap Financial Investment
MFIC
$804M
| $1.78M | 0.01% |
263,509
+16,105
| +7% | +$240K |
|
1023
Meritage Homes
MTH
$4.86B
| $1.78M | 0.01% |
97,380
-84,092
| -46% | -$2.55M |
|
1024
Avis
CAR
$5.02B
| $1.78M | 0.01% |
+127,809
| New | +$3.83M |
|
1025
Silicon Laboratories
SLAB
$7.23B
| $1.78M | 0.01% |
+20,800
| New | +$2.06M |
|
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.