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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
+538.88%
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 | 9.45% |
| 5 | Consumer Staples | 9.08% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1976
PUT
Toll Brothers
TOL
$14.5B
| $730K | ﹤0.01% |
15,000
-8,900
| -37% | -$360K |
|
|
WIRE
1977
DELISTED
Encore Wire Corp
WIRE
| $730K | ﹤0.01% |
+15,719
| New | +$786K |
|
1978
Titan Machinery
TITN
$445M
| $729K | ﹤0.01% |
55,108
+41,312
| +299% | +$502K |
|
|
LVGO
1979
CALL
DELISTED
Livongo Health, Inc. Common Stock
LVGO
| $728K | ﹤0.01% |
+5,200
| New | +$634K |
|
1980
PUT
Cencora
COR
$61.2B
| $727K | ﹤0.01% |
7,500
-3,900
| -34% | -$388K |
|
|
RAD
1981
CALL
DELISTED
Rite Aid Corporation
RAD
| $721K | ﹤0.01% |
76,000
-90,200
| -54% | -$1.29M |
|
|
AXON
1982
Axon Enterprise
AXON
$46.4B
| $718K | ﹤0.01% |
7,913
-69,531
| -90% | -$6.05M |
|
1983
PUT
Floor & Decor
FND
$6.68B
| $718K | ﹤0.01% |
+9,600
| New | +$659K |
|
|
FRG
1984
DELISTED
Franchise Group, Inc.
FRG
| $717K | ﹤0.01% |
+28,261
| New | +$676K |
|
|
ALPN
1985
DELISTED
Alpine Immune Sciences Inc
ALPN
| $715K | ﹤0.01% |
81,365
+3,066
| +4% | +$28K |
|
1986
PUT
W.W. Grainger
GWW
$60.2B
| $714K | ﹤0.01% |
2,000
+500
| +33% | +$172K |
|
1987
CALL
Five Below
FIVE
$13.5B
| $711K | ﹤0.01% |
5,600
-4,800
| -46% | -$546K |
|
1988
PUT
iShares MSCI Japan ETF
EWJ
$22.8B
| $709K | ﹤0.01% |
+12,000
| New | +$687K |
|
|
PRA
1989
DELISTED
ProAssurance
PRA
| $708K | ﹤0.01% |
45,299
-43,933
| -49% | -$654K |
|
1990
Luxfer Holdings
LXFR
$458M
| $707K | ﹤0.01% |
56,343
+41,802
| +287% | +$568K |
|
1991
CALL
Darden Restaurants
DRI
$24.4B
| $705K | ﹤0.01% |
7,000
-7,300
| -51% | -$607K |
|
|
NFBK
1992
DELISTED
Northfield Bancorp
NFBK
| $705K | ﹤0.01% |
77,350
+57,853
| +297% | +$568K |
|
1993
PUT
TSMC
TSM
$2.18T
| $705K | ﹤0.01% |
8,700
-16,300
| -65% | -$1.24M |
|
|
CLR
1994
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $705K | ﹤0.01% |
+57,400
| New | +$932K |
|
|
ESPR
1995
DELISTED
Esperion Therapeutics
ESPR
| $704K | ﹤0.01% |
18,930
-9,202
| -33% | -$364K |
|
1996
PUT
BILL Holdings
BILL
$4.78B
| $702K | ﹤0.01% |
+7,000
| New | +$637K |
|
1997
CALL
Alaska Air
ALK
$5.58B
| $700K | ﹤0.01% |
+19,100
| New | +$715K |
|
|
BRMK
1998
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
| $699K | ﹤0.01% |
+70,851
| New | +$683K |
|
1999
CALL
United Rentals
URI
$72.4B
| $698K | ﹤0.01% |
+4,000
| New | +$672K |
|
|
2000
PUT
United Rentals
URI
$72.4B
| $698K | ﹤0.01% |
4,000
+1,000
| +33% | +$168K |
|
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VAM
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.