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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 | |
|---|---|---|---|---|---|---|
3401
Douglas Dynamics
PLOW
$1.04B
| – | – |
-6,703
| Closed | -$238K |
|
|
PMT
3402
PennyMac Mortgage Investment
PMT
$814M
| – | – |
-177,767
| Closed | -$1.89M |
|
3403
CALL
PNC Financial Services
PNC
$101B
| – | – |
-5,000
| Closed | -$479K |
|
3404
PUT
Pinnacle West Capital
PNW
$12.2B
| – | – |
-4,900
| Closed | -$371K |
|
3405
Pool Corp
POOL
$7.31B
| – | – |
-3,689
| Closed | -$726K |
|
3406
PPG Industries
PPG
$26B
| – | – |
-81,654
| Closed | -$6.83M |
|
|
PPL
3407
CALL
PPL Corp
PPL
$26B
| – | – |
-10,000
| Closed | -$247K |
|
|
PPL
3408
PPL Corp
PPL
$26B
| – | – |
-119,545
| Closed | -$2.95M |
|
|
PPL
3409
PUT
PPL Corp
PPL
$26B
| – | – |
-16,400
| Closed | -$405K |
|
|
PR
3410
Permian Resources
PR
$17B
| – | – |
-1,592,296
| Closed | -$419K |
|
3411
PRA Group
PRAA
$692M
| – | – |
-7,293
| Closed | -$202K |
|
3412
CALL
Perrigo
PRGO
$1.74B
| – | – |
-5,800
| Closed | -$279K |
|
|
3413
PUT
Perrigo
PRGO
$1.74B
| – | – |
-4,600
| Closed | -$221K |
|
|
PROF
3414
Profound Medical
PROF
$289M
| – | – |
-14,500
| Closed | -$141K |
|
3415
Pearson
PSO
$9.97B
| – | – |
-124,705
| Closed | -$859K |
|
|
P
3416
CALL
Everpure Inc
P
$29B
| – | – |
-23,300
| Closed | -$287K |
|
|
P
3417
PUT
Everpure Inc
P
$29B
| – | – |
-37,700
| Closed | -$464K |
|
3418
CALL
PTC Therapeutics
PTCT
$5.91B
| – | – |
-4,900
| Closed | -$219K |
|
|
3419
PTC Therapeutics
PTCT
$5.91B
| – | – |
-182,611
| Closed | -$8.15M |
|
3420
PVH
PVH
$3.99B
| – | – |
-7,869
| Closed | -$367K |
|
3421
PayPal
PYPL
$51.1B
| – | – |
-312,193
| Closed | -$43.1M |
|
3422
CALL
Ryder
R
$10.1B
| – | – |
-11,000
| Closed | -$291K |
|
|
3423
PUT
Ryder
R
$10.1B
| – | – |
-8,900
| Closed | -$235K |
|
3424
CALL
LiveRamp
RAMP
$2.3B
| – | – |
-8,700
| Closed | -$286K |
|
|
3425
PUT
LiveRamp
RAMP
$2.3B
| – | – |
-11,500
| Closed | -$379K |
|
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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.