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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 | |
|---|---|---|---|---|---|---|
376
Microsoft
MSFT
$3.71T
| $6.85M | 0.06% |
43,430
-74,503
| -63% | -$12.3M |
|
377
Tenaris
TS
$26.8B
| $6.85M | 0.06% |
568,250
-1,194,521
| -68% | -$22M |
|
378
Dolby
DLB
$5.79B
| $6.84M | 0.06% |
126,116
-263,243
| -68% | -$17.2M |
|
379
PPG Industries
PPG
$26.6B
| $6.83M | 0.06% |
+81,654
| New | +$9.07M |
|
380
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $6.8M | 0.06% |
124,800
+103,800
| +494% | +$6.3M |
|
381
Dick's Sporting Goods
DKS
$18.7B
| $6.79M | 0.06% |
319,320
-336,473
| -51% | -$12.9M |
|
|
HDS
382
DELISTED
HD Supply Holdings, Inc.
HDS
| $6.78M | 0.06% |
238,560
-221,881
| -48% | -$8.28M |
|
|
WBA
383
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $6.78M | 0.06% |
148,200
+139,600
| +1,623% | +$7.08M |
|
384
American Airlines Group
AAL
$10.6B
| $6.76M | 0.06% |
554,497
+544,885
| +5,669% | +$12.4M |
|
385
CSX Corp
CSX
$93.1B
| $6.76M | 0.06% |
353,865
-1,569,378
| -82% | -$36.6M |
|
386
Ally Financial
ALLY
$13.3B
| $6.75M | 0.06% |
467,679
-148,066
| -24% | -$3.89M |
|
387
Itaú Unibanco
ITUB
$87.5B
| $6.7M | 0.05% |
2,051,398
-6,875,151
| -77% | -$35.2M |
|
388
Ulta Beauty
ULTA
$24.3B
| $6.68M | 0.05% |
38,038
+32,751
| +619% | +$8.17M |
|
|
STOR
389
DELISTED
STORE Capital Corporation
STOR
| $6.67M | 0.05% |
367,938
+133,643
| +57% | +$4.42M |
|
390
International Flavors & Fragrances
IFF
$21.9B
| $6.64M | 0.05% |
+65,014
| New | +$8.1M |
|
391
Phillips 66
PSX
$81.4B
| $6.61M | 0.05% |
123,169
+69,529
| +130% | +$5.66M |
|
392
Amdocs
DOX
$6.22B
| $6.59M | 0.05% |
119,849
-182,299
| -60% | -$12.2M |
|
393
MetLife
MET
$62.4B
| $6.58M | 0.05% |
215,241
-2,729,328
| -93% | -$121M |
|
394
PUT
MongoDB
MDB
$32.1B
| $6.57M | 0.05% |
48,100
+14,400
| +43% | +$2.13M |
|
|
MNDT
395
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $6.56M | 0.05% |
619,828
-986,207
| -61% | -$14.2M |
|
396
Chevron
CVX
$366B
| $6.51M | 0.05% |
89,888
-1,650,031
| -95% | -$163M |
|
|
FITB
397
Fifth Third Bancorp
FITB
$51.8B
| $6.51M | 0.05% |
438,213
+311,699
| +246% | +$7.77M |
|
398
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58.2B
| $6.5M | 0.05% |
+312,000
| New | +$8.59M |
|
399
Nokia
NOK
$52.3B
| $6.48M | 0.05% |
2,090,913
+2,040,799
| +4,072% | +$7.59M |
|
400
Nutrien
NTR
$30.7B
| $6.47M | 0.05% |
190,570
-497,057
| -72% | -$19.9M |
|
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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.