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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
+34.26%
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
$20.2B
AUM Growth
+$7.91B
(+64%)
Cap. Flow
+$4.35B
Cap. Flow
% of AUM
21.54%
Top 10 Holdings %
Top 10 Hldgs %
11.54%
Holding
3,794
New
798
Increased
974
Reduced
1,096
Closed
913
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Lowe's Companies
LOW
|
+$191M |
| 2 |
Intel
INTC
|
+$190M |
| 3 |
Qualcomm
QCOM
|
+$188M |
| 4 |
Procter & Gamble
PG
|
+$158M |
| 5 |
PepsiCo
PEP
|
+$156M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Starbucks
SBUX
|
+$120M |
| 2 |
Costco
COST
|
+$107M |
| 3 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$104M |
| 4 |
Vertex Pharmaceuticals
VRTX
|
+$98.4M |
| 5 |
Eli Lilly
LLY
|
+$75.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 14.38% |
| 2 | Healthcare | 13.99% |
| 3 | Technology | 12.92% |
| 4 | Consumer Staples | 9.49% |
| 5 | Financials | 8.23% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1251
PUT
iQIYI
IQ
$1.28B
| $1.52M | 0.01% |
65,400
-179,900
| -73% | -$3.34M |
|
1252
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| $1.51M | 0.01% |
29,000
-107,100
| -79% | -$5.41M |
|
1253
ICU Medical
ICUI
$4.61B
| $1.51M | 0.01% |
+8,203
| New | +$1.63M |
|
1254
Xylem
XYL
$28.1B
| $1.51M | 0.01% |
+23,244
| New | +$1.53M |
|
1255
Xenon Pharmaceuticals
XENE
$6.12B
| $1.51M | 0.01% |
120,115
+31,510
| +36% | +$401K |
|
1256
Highwoods Properties
HIW
$3.47B
| $1.5M | 0.01% |
+40,307
| New | +$1.5M |
|
1257
PUT
D.R. Horton
DHI
$42.3B
| $1.5M | 0.01% |
27,100
+14,500
| +115% | +$703K |
|
1258
CALL
Cisco
CSCO
$479B
| $1.5M | 0.01% |
32,200
-31,900
| -50% | -$1.4M |
|
|
BCPC
1259
Balchem Corp
BCPC
$5.72B
| $1.5M | 0.01% |
+15,833
| New | +$1.48M |
|
1260
Paysign
PAYS
$698M
| $1.5M | 0.01% |
154,252
+81,296
| +111% | +$600K |
|
1261
Neurogene
NGNE
$712M
| $1.5M | 0.01% |
4,510
+2,576
| +133% | +$671K |
|
1262
PUT
Hormel Foods
HRL
$13.8B
| $1.49M | 0.01% |
30,900
+24,400
| +375% | +$1.17M |
|
1263
Kraft Heinz
KHC
$30B
| $1.49M | 0.01% |
+46,783
| New | +$1.4M |
|
1264
PUT
Freeport-McMoran
FCX
$97.5B
| $1.49M | 0.01% |
128,600
-98,900
| -43% | -$906K |
|
|
WBT
1265
DELISTED
Welbilt, Inc.
WBT
| $1.48M | 0.01% |
243,602
-500,618
| -67% | -$2.71M |
|
1266
FNB Corp
FNB
$6.75B
| $1.48M | 0.01% |
197,706
+94,607
| +92% | +$712K |
|
1267
Glaukos
GKOS
$10.6B
| $1.48M | 0.01% |
+38,600
| New | +$1.44M |
|
1268
First Financial Bancorp
FFBC
$3.53B
| $1.48M | 0.01% |
106,481
+86,428
| +431% | +$1.19M |
|
1269
PUT
Domino's
DPZ
$11.6B
| $1.48M | 0.01% |
4,000
| – | – |
|
1270
CALL
Hershey
HSY
$36.6B
| $1.48M | 0.01% |
11,400
-3,700
| -25% | -$497K |
|
|
WWE
1271
CALL
DELISTED
World Wrestling Entertainment
WWE
| $1.48M | 0.01% |
34,000
-31,600
| -48% | -$1.36M |
|
1272
PUT
McDonald's
MCD
$195B
| $1.48M | 0.01% |
8,000
-6,000
| -43% | -$1.1M |
|
1273
CALL
TSMC
TSM
$2.18T
| $1.48M | 0.01% |
26,000
-2,300
| -8% | -$121K |
|
|
MRUS
1274
DELISTED
Merus
MRUS
| $1.47M | 0.01% |
91,463
+62,879
| +220% | +$910K |
|
1275
RLI Corp
RLI
$5.89B
| $1.47M | 0.01% |
35,858
-14,732
| -29% | -$581K |
|
Similar funds
VAM
Two Sigma Investments's Q2 2020 Portfolio in Review
As of Q2 2020, Two Sigma Investments held 3,794 positions worth $20.2B, up 64% from $12.3B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Two Sigma Investments deployed $4.35B of net new capital in Q2 2020, opening 798 new positions and adding to 974 existing holdings. Its largest new stake was Kroger: 3,903,595 shares worth $132M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 14% of assets, up from 11% a quarter earlier, followed by Healthcare and Technology.
On the sell side, the largest reduction was iShares iBoxx $ Investment Grade Corporate Bond ETF, an estimated $104M trimmed.
- Two Sigma Investments's largest Q2 2020 buy was Kroger: 3,903,595 shares worth $132M.
- Two Sigma Investments added most to Lowe's Companies in Q2 2020, an estimated $191M increase.
- Two Sigma Investments's biggest Q2 2020 reduction was iShares iBoxx $ Investment Grade Corporate Bond ETF, cutting an estimated $104M.
- Two Sigma Investments fully exited Starbucks in Q2 2020, selling an estimated $120M.
- Two Sigma Investments's ten largest holdings make up 12% of its $20.2B portfolio in Q2 2020.
- Two Sigma Investments opened 798 new positions and closed 913 in Q2 2020.
- Two Sigma Investments's portfolio value rose 64% quarter-over-quarter to $20.2B.
Based on Two Sigma Investments's 13F filing for Q2 2020, filed 14 Aug 2020.