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Two Sigma Investments

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
Cap. Flow
+$4.35B
Cap. Flow %
21.54%
Top 10 Hldgs %
11.54%
Holding
3,794
New
798
Increased
974
Reduced
1,096
Closed
913

Top Buys

Rank Stock Value
1
LOW icon
Lowe's Companies
LOW
+$191M
2
INTC icon
Intel
INTC
+$190M
3
QCOM icon
Qualcomm
QCOM
+$188M
4
PG icon
Procter & Gamble
PG
+$158M
5
PEP icon
PepsiCo
PEP
+$156M

Top Sells

Rank Stock Value
1
SBUX icon
Starbucks
SBUX
+$120M
2
COST icon
Costco
COST
+$107M
3
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$104M
4
VRTX icon
Vertex Pharmaceuticals
VRTX
+$98.4M
5
LLY icon
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
WNC icon
3576
Wabash National
WNC
$512M
– –
-94,515
Closed -$682K
WPC icon
3577
CALL
W.P. Carey
WPC
$16.4B
– –
-10,925
Closed -$621K
WPC icon
3578
PUT
W.P. Carey
WPC
$16.4B
– –
-6,330
Closed -$360K
WPRT
3579
Westport Fuel Systems
WPRT
$35.1M
– –
-6,417
Closed -$60K
WSM icon
3580
CALL
Williams-Sonoma
WSM
$29.1B
– –
-10,800
Closed -$230K
WU icon
3581
CALL
Western Union
WU
$2.24B
– –
-28,000
Closed -$508K
WU icon
3582
Western Union
WU
$2.24B
– –
-15,323
Closed -$278K
WU icon
3583
PUT
Western Union
WU
$2.24B
– –
-20,000
Closed -$363K
WW
3584
CALL
DELISTED
WW International
WW
– –
-16,700
Closed -$282K
WYNN icon
3585
Wynn Resorts
WYNN
$10.5B
– –
-25,649
Closed -$2.06M
WY icon
3586
CALL
Weyerhaeuser
WY
$18.3B
– –
-18,000
Closed -$305K
X
3587
DELISTED
US Steel
X
– –
-120,403
Closed -$939K
XBI icon
3588
State Street SPDR S&P Biotech ETF
XBI
$10.1B
– –
-40,770
Closed -$4.02M
XEL icon
3589
Xcel Energy
XEL
$48.1B
– –
-79,338
Closed -$4.78M
XLF icon
3590
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.4B
– –
-339,900
Closed -$7.08M
XLF icon
3591
State Street Financial Select Sector SPDR ETF
XLF
$58.4B
– –
-159,915
Closed -$3.33M
XLF icon
3592
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58.4B
– –
-312,000
Closed -$6.5M
XLI icon
3593
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.6B
– –
-96,000
Closed -$5.67M
XLI icon
3594
State Street Industrial Select Sector SPDR ETF
XLI
$33.6B
– –
-42,950
Closed -$2.53M
XLI icon
3595
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.6B
– –
-98,100
Closed -$5.79M
XLP icon
3596
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
– –
-124,800
Closed -$6.8M
XLU icon
3597
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.4B
– –
-510,000
Closed -$14.1M
XLU icon
3598
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.4B
– –
-514,400
Closed -$14.3M
XLY icon
3599
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
– –
-18,200
Closed -$893K
XLY icon
3600
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
– –
-16,000
Closed -$785K
142 143
144
145 146

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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.