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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
+538.83%
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 | |
|---|---|---|---|---|---|---|
1
Amazon
AMZN
$2.5T
| $180M | 1.46% |
1,844,280
-755,260
| -29% | -$73.1M |
|
2
Home Depot
HD
$332B
| $150M | 1.22% |
804,984
-277,645
| -26% | -$61M |
|
|
3
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
| $148M | 1.21% |
+1,200,000
| New | +$153M |
|
4
Merck
MRK
$324B
| $139M | 1.13% |
1,889,360
-1,201,077
| -39% | -$94.4M |
|
5
Visa
V
$677B
| $133M | 1.08% |
824,690
-622,649
| -43% | -$117M |
|
6
Dollar General
DG
$25.9B
| $132M | 1.08% |
875,621
-503,235
| -36% | -$77.7M |
|
7
Tesla
TSLA
$1.24T
| $129M | 1.05% |
3,694,185
+993,255
| +37% | +$41.2M |
|
8
Pfizer
PFE
$140B
| $129M | 1.05% |
4,160,817
-3,096,786
| -43% | -$106M |
|
9
Charter Communications
CHTR
$14.7B
| $125M | 1.02% |
285,818
-134,209
| -32% | -$65.6M |
|
|
10
Coca-Cola
KO
$354B
| $114M | 0.93% |
2,569,315
+1,301,963
| +103% | +$70.3M |
|
11
Vertex Pharmaceuticals
VRTX
$121B
| $111M | 0.9% |
465,146
-328,323
| -41% | -$75.3M |
|
|
12
Target
TGT
$62.1B
| $106M | 0.86% |
1,140,757
+956,905
| +520% | +$106M |
|
13
Starbucks
SBUX
$118B
| $105M | 0.85% |
1,594,808
-482,141
| -23% | -$39M |
|
14
Costco
COST
$415B
| $100M | 0.82% |
351,195
-421,012
| -55% | -$128M |
|
15
AbbVie
ABBV
$458B
| $94.3M | 0.77% |
1,237,702
+202,928
| +20% | +$17.3M |
|
|
16
Altria Group
MO
$122B
| $91.9M | 0.75% |
2,377,212
+1,674,826
| +238% | +$74.3M |
|
17
Verizon
VZ
$194B
| $83.3M | 0.68% |
1,550,401
+538,339
| +53% | +$30.8M |
|
18
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $81.5M | 0.66% |
316,177
+140,451
| +80% | +$42.8M |
|
|
19
PUT
Amazon
AMZN
$2.5T
| $79.7M | 0.65% |
818,000
-922,000
| -53% | -$89.2M |
|
20
Public Service Enterprise Group
PEG
$39.8B
| $75M | 0.61% |
1,671,055
-954,646
| -36% | -$51.6M |
|
21
Duke Energy
DUK
$102B
| $72.4M | 0.59% |
895,093
-426,624
| -32% | -$39.2M |
|
|
22
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $72.1M | 0.59% |
279,800
-536,400
| -66% | -$164M |
|
23
Eli Lilly
LLY
$1.07T
| $69M | 0.56% |
497,184
+39,140
| +9% | +$5.38M |
|
24
Waste Management
WM
$95.9B
| $67.8M | 0.55% |
732,302
-179,566
| -20% | -$20.6M |
|
25
Union Pacific
UNP
$183B
| $65M | 0.53% |
460,884
+295,127
| +178% | +$48.8M |
|
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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.