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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 | |
|---|---|---|---|---|---|---|
2001
Newmark Group
NMRK
$2.63B
| $494K | ﹤0.01% |
101,642
-172,176
| -63% | -$724K |
|
2002
Acco Brands
ACCO
$407M
| $493K | ﹤0.01% |
69,403
+37,017
| +114% | +$230K |
|
2003
Trinity Industries
TRN
$2.38B
| $493K | ﹤0.01% |
23,143
-165,730
| -88% | -$3.19M |
|
|
RPT
2004
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $493K | ﹤0.01% |
70,840
+13,335
| +23% | +$84.9K |
|
2005
Sierra Bancorp
BSRR
$525M
| $492K | ﹤0.01% |
26,083
-1,120
| -4% | -$20.2K |
|
|
VWTR
2006
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $492K | ﹤0.01% |
+58,330
| New | +$467K |
|
2007
CALL
Analog Devices
ADI
$190B
| $491K | ﹤0.01% |
+4,000
| New | +$439K |
|
2008
PUT
Quest Diagnostics
DGX
$26.3B
| $490K | ﹤0.01% |
+4,300
| New | +$456K |
|
2009
Freedom Holding
FRHC
$9.49B
| $490K | ﹤0.01% |
26,197
+13,299
| +103% | +$221K |
|
2010
PUT
Under Armour
UAA
$2.6B
| $490K | ﹤0.01% |
50,300
+27,900
| +125% | +$265K |
|
2011
PUT
Franco-Nevada
FNV
$46B
| $489K | ﹤0.01% |
3,500
-9,900
| -74% | -$1.32M |
|
|
ITI
2012
DELISTED
Iteris, Inc.
ITI
| $489K | ﹤0.01% |
102,810
-18,221
| -15% | -$76K |
|
2013
CALL
CME Group
CME
$94.8B
| $488K | ﹤0.01% |
3,000
-3,600
| -55% | -$645K |
|
2014
PUT
United Natural Foods
UNFI
$2.85B
| $486K | ﹤0.01% |
26,700
+13,600
| +104% | +$204K |
|
|
RFP
2015
DELISTED
Resolute Forest Products Inc.
RFP
| $486K | ﹤0.01% |
230,298
-219,904
| -49% | -$417K |
|
2016
PUT
Seagate
STX
$184B
| $484K | ﹤0.01% |
10,000
-19,300
| -66% | -$968K |
|
|
TEN
2017
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $484K | ﹤0.01% |
64,016
-172,435
| -73% | -$1.01M |
|
2018
CALL
Ciena
CIEN
$58.4B
| $482K | ﹤0.01% |
8,900
-17,300
| -66% | -$860K |
|
|
2019
PUT
Ciena
CIEN
$58.4B
| $482K | ﹤0.01% |
8,900
-11,600
| -57% | -$577K |
|
2020
Lindblad Expeditions
LIND
$2.22B
| $482K | ﹤0.01% |
62,493
-131,755
| -68% | -$909K |
|
|
HARP
2021
DELISTED
Harpoon Therapeutics, Inc. Common Stock
HARP
| $482K | ﹤0.01% |
2,902
-1,121
| -28% | -$175K |
|
2022
Community Trust Bancorp
CTBI
$1.41B
| $481K | ﹤0.01% |
14,676
-978
| -6% | -$31.5K |
|
2023
Rocket Pharmaceuticals
RCKT
$394M
| $481K | ﹤0.01% |
+22,986
| New | +$414K |
|
2024
PUT
MasTec
MTZ
$21.9B
| $480K | ﹤0.01% |
10,700
+2,700
| +34% | +$102K |
|
2025
Alamos Gold
AGI
$13.9B
| $479K | ﹤0.01% |
51,041
-277,081
| -84% | -$2.13M |
|
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.