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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 | |
|---|---|---|---|---|---|---|
1126
PUT
American Express
AXP
$230B
| $1.52M | 0.01% |
17,800
+800
| +5% | +$93.1K |
|
1127
CALL
First Solar
FSLR
$26.9B
| $1.52M | 0.01% |
42,200
-22,800
| -35% | -$1.08M |
|
1128
Chord Energy
CHRD
$7.39B
| $1.52M | 0.01% |
4,334,599
+1,854,387
| +75% | +$3.4M |
|
1129
Core Laboratories
CLB
$521M
| $1.51M | 0.01% |
146,544
+34,834
| +31% | +$974K |
|
|
CYBR
1130
CALL
DELISTED
CyberArk
CYBR
| $1.51M | 0.01% |
17,700
+3,700
| +26% | +$427K |
|
1131
PUT
Northrop Grumman
NOC
$81.2B
| $1.51M | 0.01% |
5,000
-23,300
| -82% | -$8.1M |
|
1132
PUT
NetEase
NTES
$84.7B
| $1.51M | 0.01% |
23,500
-15,500
| -40% | -$1.02M |
|
|
GRA
1133
DELISTED
W.R. Grace & Co.
GRA
| $1.51M | 0.01% |
42,373
+19,753
| +87% | +$1.13M |
|
1134
PUT
Innovative Industrial Properties
IIPR
$1.72B
| $1.5M | 0.01% |
19,800
-23,400
| -54% | -$1.98M |
|
|
IRBT
1135
CALL
DELISTED
iRobot
IRBT
| $1.5M | 0.01% |
36,700
-3,000
| -8% | -$144K |
|
1136
CALL
Freeport-McMoran
FCX
$97.5B
| $1.5M | 0.01% |
+222,200
| New | +$2.32M |
|
1137
NextEra Energy
NEE
$177B
| $1.5M | 0.01% |
+24,876
| New | +$1.56M |
|
|
OPTU
1138
Optimum Communications Inc
OPTU
$301M
| $1.5M | 0.01% |
+67,085
| New | +$1.75M |
|
1139
Nomad Foods
NOMD
$1.68B
| $1.5M | 0.01% |
80,555
-663,809
| -89% | -$12.9M |
|
|
AXON
1140
CALL
Axon Enterprise
AXON
$46.4B
| $1.49M | 0.01% |
21,100
+8,300
| +65% | +$621K |
|
1141
Stewart Information Services
STC
$2.08B
| $1.49M | 0.01% |
55,742
-89,194
| -62% | -$3.28M |
|
1142
PUT
Charter Communications
CHTR
$18.2B
| $1.48M | 0.01% |
3,400
-29,400
| -90% | -$14.4M |
|
|
SOHU
1143
Sohu.com
SOHU
$357M
| $1.48M | 0.01% |
237,374
-163,078
| -41% | -$1.62M |
|
|
HOLI
1144
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
| $1.48M | 0.01% |
114,663
-131,044
| -53% | -$1.93M |
|
1145
CALL
Merck
MRK
$318B
| $1.48M | 0.01% |
20,122
-49,151
| -71% | -$3.86M |
|
1146
Evolent Health
EVH
$447M
| $1.47M | 0.01% |
271,486
+26,744
| +11% | +$239K |
|
|
CHU
1147
DELISTED
China Unicom (HONG KONG) Limited
CHU
| $1.47M | 0.01% |
+250,655
| New | +$2M |
|
|
KYNB
1148
Kyntra Bio
KYNB
$29.4M
| $1.47M | 0.01% |
1,693
-2,985
| -64% | -$2.97M |
|
|
HUYA
1149
CALL
Huya Inc
HUYA
$558M
| $1.47M | 0.01% |
86,800
+65,000
| +298% | +$1.21M |
|
1150
FormFactor
FORM
$9.17B
| $1.47M | 0.01% |
73,152
-4,590
| -6% | -$110K |
|
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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.