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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
+9.48%
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
$28.2B
AUM Growth
+$7.98B
(+40%)
Cap. Flow
+$6.48B
Cap. Flow
% of AUM
23.02%
Top 10 Holdings %
Top 10 Hldgs %
9.24%
Holding
3,787
New
904
Increased
1,230
Reduced
870
Closed
772
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Costco
COST
|
+$241M |
| 2 |
PayPal
PYPL
|
+$229M |
| 3 |
McDonald's
MCD
|
+$220M |
| 4 |
Cisco
CSCO
|
+$216M |
| 5 |
Walmart Inc
WMT
|
+$216M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$284M |
| 2 |
Tesla
TSLA
|
+$252M |
| 3 |
Procter & Gamble
PG
|
+$215M |
| 4 |
Charter Communications
CHTR
|
+$202M |
| 5 |
Qualcomm
QCOM
|
+$183M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 14.8% |
| 2 | Technology | 14.33% |
| 3 | Healthcare | 10.23% |
| 4 | Financials | 9.44% |
| 5 | Consumer Staples | 9.08% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Tractor Supply
TSCO
$16.1B
| $178M | 0.63% |
6,214,545
+2,621,325
| +73% | +$75.3M |
|
27
Kimberly-Clark
KMB
$36.3B
| $176M | 0.63% |
+1,194,938
| New | +$179M |
|
28
Etsy
ETSY
$7.75B
| $176M | 0.63% |
1,447,960
-648,840
| -31% | -$76M |
|
29
O'Reilly Automotive
ORLY
$72.9B
| $174M | 0.62% |
5,655,075
+1,047,750
| +23% | +$31.8M |
|
30
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
| $172M | 0.61% |
2,682,859
+772,850
| +40% | +$48.8M |
|
31
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
| $172M | 0.61% |
619,552
+218,552
| +55% | +$59.7M |
|
32
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $170M | 0.6% |
2,318,200
+584,400
| +34% | +$41.4M |
|
33
Automatic Data Processing
ADP
$106B
| $169M | 0.6% |
1,215,000
+770,762
| +174% | +$108M |
|
34
Elevance Health
ELV
$81.5B
| $159M | 0.57% |
593,345
+233,647
| +65% | +$62.9M |
|
35
Aon
AON
$76.5B
| $158M | 0.56% |
766,725
+606,753
| +379% | +$121M |
|
36
Kinder Morgan
KMI
$71.7B
| $153M | 0.54% |
12,444,421
+10,201,247
| +455% | +$142M |
|
37
eBay
EBAY
$50.6B
| $148M | 0.53% |
+2,850,026
| New | +$157M |
|
38
Visa
V
$684B
| $146M | 0.52% |
730,338
-67,734
| -8% | -$13.5M |
|
39
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| $146M | 0.52% |
435,500
+27,000
| +7% | +$8.95M |
|
40
AutoZone
AZO
$49.2B
| $127M | 0.45% |
107,802
+60,814
| +129% | +$71.9M |
|
41
RTX Corp
RTX
$290B
| $127M | 0.45% |
2,204,811
+1,887,695
| +595% | +$115M |
|
42
ConocoPhillips
COP
$147B
| $126M | 0.45% |
3,845,725
+3,826,519
| +19,924% | +$145M |
|
43
Domino's
DPZ
$11.5B
| $125M | 0.45% |
294,858
+230,242
| +356% | +$91.7M |
|
44
Constellation Brands
STZ
$22.2B
| $121M | 0.43% |
639,421
+481,318
| +304% | +$87.8M |
|
|
45
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| $121M | 0.43% |
359,900
+7,200
| +2% | +$2.39M |
|
46
Altria Group
MO
$114B
| $120M | 0.43% |
3,106,097
+235,800
| +8% | +$9.81M |
|
47
General Mills
GIS
$19.1B
| $119M | 0.42% |
1,937,278
+856,949
| +79% | +$53.6M |
|
48
Medtronic
MDT
$109B
| $118M | 0.42% |
1,139,597
+43,625
| +4% | +$4.38M |
|
49
Intuit
INTU
$86.5B
| $117M | 0.42% |
358,695
+336,510
| +1,517% | +$105M |
|
|
XYZ
50
Block Inc
XYZ
$48.4B
| $116M | 0.41% |
715,883
+639,788
| +841% | +$90.3M |
|
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Two Sigma Investments's Q3 2020 Portfolio in Review
As of Q3 2020, Two Sigma Investments held 3,787 positions worth $28.2B, up 40% from $20.2B the previous quarter. Its ten largest holdings account for 9.2% of the portfolio.
Two Sigma Investments deployed $6.48B of net new capital in Q3 2020, opening 904 new positions and adding to 1,230 existing holdings. Its largest new stake was Costco: 716,888 shares worth $254M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.
On the sell side, the largest reduction was Tesla, an estimated $252M trimmed.
- Two Sigma Investments's largest Q3 2020 buy was Costco: 716,888 shares worth $254M.
- Two Sigma Investments added most to Cisco in Q3 2020, an estimated $216M increase.
- Two Sigma Investments's biggest Q3 2020 reduction was Tesla, cutting an estimated $252M.
- Two Sigma Investments fully exited Amazon in Q3 2020, selling an estimated $284M.
- Two Sigma Investments's ten largest holdings make up 9.2% of its $28.2B portfolio in Q3 2020.
- Two Sigma Investments opened 904 new positions and closed 772 in Q3 2020.
- Two Sigma Investments's portfolio value rose 40% quarter-over-quarter to $28.2B.
Based on Two Sigma Investments's 13F filing for Q3 2020, filed 16 Nov 2020.