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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
+538.83%
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 | |
|---|---|---|---|---|---|---|
1
Home Depot
HD
$332B
| $253M | 1.26% |
1,011,446
+206,462
| +26% | +$47.3M |
|
|
2
Lowe's Companies
LOW
$116B
| $250M | 1.24% |
1,851,583
+1,670,899
| +925% | +$191M |
|
3
Amazon
AMZN
$2.5T
| $249M | 1.23% |
1,804,480
-39,800
| -2% | -$4.81M |
|
4
Target
TGT
$62.1B
| $247M | 1.22% |
2,057,687
+916,930
| +80% | +$105M |
|
5
Pfizer
PFE
$140B
| $237M | 1.17% |
7,641,387
+3,480,570
| +84% | +$118M |
|
|
6
Procter & Gamble
PG
$343B
| $225M | 1.11% |
1,878,085
+1,355,860
| +260% | +$158M |
|
7
Etsy
ETSY
$7.65B
| $223M | 1.1% |
2,096,800
+1,419,984
| +210% | +$105M |
|
8
Charter Communications
CHTR
$15.2B
| $221M | 1.1% |
433,614
+147,796
| +52% | +$75M |
|
|
9
Qualcomm
QCOM
$176B
| $219M | 1.08% |
2,401,003
+2,346,153
| +4,277% | +$188M |
|
|
10
Intel
INTC
$464B
| $205M | 1.02% |
3,430,214
+3,184,535
| +1,296% | +$190M |
|
11
Tesla
TSLA
$1.24T
| $203M | 1.01% |
2,826,075
-868,110
| -23% | -$47M |
|
12
Verizon
VZ
$194B
| $194M | 0.96% |
3,512,570
+1,962,169
| +127% | +$110M |
|
13
CrowdStrike
CRWD
$187B
| $187M | 0.93% |
7,466,152
+7,288,612
| +4,105% | +$146M |
|
|
14
PepsiCo
PEP
$186B
| $186M | 0.92% |
1,404,741
+1,186,767
| +544% | +$156M |
|
15
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $180M | 0.89% |
582,991
+266,814
| +84% | +$78.1M |
|
16
AbbVie
ABBV
$458B
| $176M | 0.87% |
1,789,255
+551,553
| +45% | +$48.6M |
|
17
Meta Platforms (Facebook)
META
$1.51T
| $161M | 0.8% |
710,095
+644,626
| +985% | +$135M |
|
18
Merck
MRK
$324B
| $157M | 0.78% |
2,121,754
+232,394
| +12% | +$17.5M |
|
19
Visa
V
$677B
| $154M | 0.76% |
798,072
-26,618
| -3% | -$4.86M |
|
20
Wayfair
W
$11.1B
| $139M | 0.69% |
+705,775
| New | +$106M |
|
21
Lockheed Martin
LMT
$134B
| $135M | 0.67% |
370,327
+360,599
| +3,707% | +$136M |
|
22
Kroger
KR
$34.8B
| $132M | 0.65% |
+3,903,595
| New | +$127M |
|
23
Nike
NKE
$61.9B
| $131M | 0.65% |
1,332,589
+1,322,535
| +13,154% | +$122M |
|
24
O'Reilly Automotive
ORLY
$72.4B
| $130M | 0.64% |
4,607,325
+4,551,675
| +8,179% | +$119M |
|
|
25
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $126M | 0.62% |
408,500
+128,700
| +46% | +$37.7M |
|
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.