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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 | |
|---|---|---|---|---|---|---|
1326
PUT
Capri Holdings
CPRI
$1.74B
| $1.35M | 0.01% |
86,500
+29,600
| +52% | +$438K |
|
1327
CALL
TJX Companies
TJX
$178B
| $1.35M | 0.01% |
26,700
+14,100
| +112% | +$708K |
|
1328
CALL
Constellation Brands
STZ
$23.2B
| $1.35M | 0.01% |
+7,700
| New | +$1.28M |
|
1329
CALL
Texas Instruments
TXN
$261B
| $1.35M | 0.01% |
10,600
+7,600
| +253% | +$886K |
|
1330
PUT
General Dynamics
GD
$106B
| $1.34M | 0.01% |
9,000
-1,200
| -12% | -$169K |
|
1331
Photronics
PLAB
$1.93B
| $1.34M | 0.01% |
120,778
-55,034
| -31% | -$632K |
|
1332
CALL
RH
RH
$3.71B
| $1.34M | 0.01% |
5,400
-9,900
| -65% | -$1.79M |
|
|
MNK
1333
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $1.34M | 0.01% |
500,314
+452,849
| +954% | +$1.36M |
|
1334
PUT
Mondelez International
MDLZ
$79.9B
| $1.34M | 0.01% |
+26,200
| New | +$1.35M |
|
1335
Sprout Social
SPT
$621M
| $1.34M | 0.01% |
+49,612
| New | +$1.09M |
|
1336
PUT
Omnicom Group
OMC
$23.4B
| $1.34M | 0.01% |
24,500
+19,000
| +345% | +$1.03M |
|
1337
Rogers Communications
RCI
$18.6B
| $1.34M | 0.01% |
33,258
+14,876
| +81% | +$620K |
|
|
KZR
1338
DELISTED
Kezar Life Sciences
KZR
| $1.33M | 0.01% |
25,769
+14,261
| +124% | +$720K |
|
1339
Gladstone Investment Corp
GAIN
$661M
| $1.33M | 0.01% |
130,073
-8,988
| -6% | -$92.3K |
|
1340
Chunghwa Telecom
CHT
$33B
| $1.33M | 0.01% |
+33,708
| New | +$1.25M |
|
|
FL
1341
CALL
DELISTED
Foot Locker
FL
| $1.32M | 0.01% |
45,400
-13,300
| -23% | -$351K |
|
|
BKCC
1342
DELISTED
BlackRock Capital Investment Corporation
BKCC
| $1.32M | 0.01% |
495,859
+38,154
| +8% | +$102K |
|
1343
CALL
Enphase Energy
ENPH
$5.53B
| $1.32M | 0.01% |
27,800
-80,800
| -74% | -$3.86M |
|
1344
Horizon Technology Finance
HRZN
$311M
| $1.32M | 0.01% |
121,174
+21,492
| +22% | +$216K |
|
1345
PUT
Chubb
CB
$135B
| $1.32M | 0.01% |
10,400
+5,400
| +108% | +$626K |
|
1346
PUT
Hershey
HSY
$36.6B
| $1.31M | 0.01% |
10,100
+4,500
| +80% | +$605K |
|
1347
CALL
O'Reilly Automotive
ORLY
$76.3B
| $1.31M | 0.01% |
46,500
+4,500
| +11% | +$118K |
|
1348
CALL
Ralph Lauren
RL
$23.5B
| $1.3M | 0.01% |
18,000
+11,700
| +186% | +$860K |
|
1349
PUT
American Express
AXP
$230B
| $1.3M | 0.01% |
13,700
-4,100
| -23% | -$377K |
|
1350
CALL
Dick's Sporting Goods
DKS
$18.7B
| $1.3M | 0.01% |
31,600
+3,100
| +11% | +$98.4K |
|
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.