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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 | |
|---|---|---|---|---|---|---|
|
DNKN
2151
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $411K | ﹤0.01% |
+6,300
| New | +$392K |
|
|
HSII
2152
DELISTED
Heidrick & Struggles
HSII
| $410K | ﹤0.01% |
+18,969
| New | +$418K |
|
2153
PUT
Southern Company
SO
$107B
| $410K | ﹤0.01% |
7,900
-200
| -2% | -$11.1K |
|
2154
Bank of Marin Bancorp
BMRC
$459M
| $409K | ﹤0.01% |
12,274
-3,253
| -21% | -$103K |
|
|
NATI
2155
DELISTED
National Instruments Corp
NATI
| $409K | ﹤0.01% |
+10,574
| New | +$400K |
|
2156
Chesapeake Utilities
CPK
$3.21B
| $408K | ﹤0.01% |
4,862
-707
| -13% | -$61.4K |
|
2157
CALL
KLA
KLAC
$259B
| $408K | ﹤0.01% |
21,000
-39,000
| -65% | -$667K |
|
2158
PUT
Sinclair Inc
SBGI
$1.03B
| $408K | ﹤0.01% |
+22,100
| New | +$383K |
|
|
PLAN
2159
CALL
DELISTED
Anaplan, Inc.
PLAN
| $408K | ﹤0.01% |
9,000
-19,600
| -69% | -$821K |
|
2160
PUT
BioMarin Pharmaceuticals
BMRN
$12.4B
| $407K | ﹤0.01% |
3,300
-6,700
| -67% | -$666K |
|
2161
PUT
Corning
GLW
$143B
| $407K | ﹤0.01% |
15,700
-33,700
| -68% | -$764K |
|
2162
CALL
Ulta Beauty
ULTA
$24.3B
| $407K | ﹤0.01% |
2,000
-11,500
| -85% | -$2.47M |
|
2163
Radware
RDWR
$1.19B
| $404K | ﹤0.01% |
17,120
-2,380
| -12% | -$54.6K |
|
2164
CALL
CenterPoint Energy
CNP
$26.8B
| $403K | ﹤0.01% |
21,600
+4,700
| +28% | +$81K |
|
2165
LifeVantage
LFVN
$85.3M
| $403K | ﹤0.01% |
29,837
+14,561
| +95% | +$202K |
|
2166
PUT
Zillow
ZG
$7.63B
| $402K | ﹤0.01% |
7,000
-600
| -8% | -$29.6K |
|
2167
PUT
Lincoln National
LNC
$8.81B
| $401K | ﹤0.01% |
+10,900
| New | +$384K |
|
|
CSLT
2168
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
| $401K | ﹤0.01% |
483,012
+190,038
| +65% | +$141K |
|
2169
Cencora
COR
$61.2B
| $400K | ﹤0.01% |
+3,973
| New | +$366K |
|
2170
Primis Financial Corp
FRST
$404M
| $399K | ﹤0.01% |
41,164
+4,008
| +11% | +$38.6K |
|
2171
PUT
State Street SPDR S&P Retail ETF
XRT
$327M
| $399K | ﹤0.01% |
9,300
+2,300
| +33% | +$87.3K |
|
2172
Brady Corp
BRC
$4.57B
| $398K | ﹤0.01% |
+8,511
| New | +$391K |
|
2173
Compass Diversified
CODI
$828M
| $398K | ﹤0.01% |
+23,112
| New | +$394K |
|
|
DFS
2174
CALL
DELISTED
Discover Financial Services
DFS
| $396K | ﹤0.01% |
7,900
-14,700
| -65% | -$647K |
|
2175
PUT
DaVita
DVA
$11.7B
| $396K | ﹤0.01% |
+5,000
| New | +$390K |
|
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.