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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 | |
|---|---|---|---|---|---|---|
|
NREF
2501
NexPoint Real Estate Finance
NREF
$342M
| $250K | ﹤0.01% |
+14,904
| New | +$197K |
|
2502
PUT
CF Industries
CF
$17.3B
| $248K | ﹤0.01% |
8,800
-24,300
| -73% | -$691K |
|
2503
Dolby
DLB
$5.79B
| $248K | ﹤0.01% |
3,761
-122,355
| -97% | -$7.33M |
|
2504
Enerpac Tool Group
EPAC
$1.93B
| $248K | ﹤0.01% |
+14,077
| New | +$238K |
|
2505
CALL
Floor & Decor
FND
$6.68B
| $248K | ﹤0.01% |
+4,300
| New | +$196K |
|
2506
Kornit Digital
KRNT
$791M
| $248K | ﹤0.01% |
+4,647
| New | +$177K |
|
|
TRVN
2507
DELISTED
Trevena, Inc.
TRVN
| $248K | ﹤0.01% |
+264
| New | +$176K |
|
2508
CALL
Delek US
DK
$3.58B
| $247K | ﹤0.01% |
14,200
-5,000
| -26% | -$95.4K |
|
2509
PUT
Hartford Financial Services
HIG
$39.3B
| $247K | ﹤0.01% |
+6,400
| New | +$244K |
|
2510
PUT
Honeywell
HON
$78B
| $246K | ﹤0.01% |
1,804
-1,379
| -43% | -$182K |
|
2511
CALL
Synaptics
SYNA
$4.15B
| $246K | ﹤0.01% |
4,100
+300
| +8% | +$18.8K |
|
|
VAR
2512
PUT
DELISTED
Varian Medical Systems, Inc.
VAR
| $245K | ﹤0.01% |
2,000
-600
| -23% | -$69.5K |
|
2513
Tootsie Roll Industries
TR
$2.98B
| $244K | ﹤0.01% |
8,489
-8,637
| -50% | -$256K |
|
2514
Future Fuel
FF
$223M
| $243K | ﹤0.01% |
20,335
-14,873
| -42% | -$176K |
|
2515
PUT
Helmerich & Payne
HP
$3.71B
| $242K | ﹤0.01% |
+12,400
| New | +$242K |
|
2516
John B. Sanfilippo & Son
JBSS
$972M
| $242K | ﹤0.01% |
+2,841
| New | +$241K |
|
2517
PUT
Bristol-Myers Squibb
BMY
$132B
| $241K | ﹤0.01% |
4,100
-302,800
| -99% | -$18.1M |
|
2518
CALL
IPG Photonics
IPGP
$3.84B
| $241K | ﹤0.01% |
+1,500
| New | +$214K |
|
2519
PUT
Masco
MAS
$15.3B
| $241K | ﹤0.01% |
+4,800
| New | +$208K |
|
2520
Tactile Systems Technology
TCMD
$665M
| $240K | ﹤0.01% |
+5,800
| New | +$272K |
|
2521
CALL
GDS Holdings
GDS
$6.41B
| $239K | ﹤0.01% |
3,000
-5,800
| -66% | -$359K |
|
|
2522
PUT
GDS Holdings
GDS
$6.41B
| $239K | ﹤0.01% |
3,000
-8,700
| -74% | -$538K |
|
2523
Hovnanian Enterprises
HOV
$807M
| $238K | ﹤0.01% |
+10,178
| New | +$154K |
|
2524
CALL
Papa John's
PZZA
$806M
| $238K | ﹤0.01% |
3,000
-13,300
| -82% | -$989K |
|
2525
CALL
F5
FFIV
$22.7B
| $237K | ﹤0.01% |
1,700
-6,900
| -80% | -$929K |
|
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.