We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
AUD
2076
DELISTED
Audacy, Inc.
AUD
| $449K | ﹤0.01% |
325,395
+57,727
| +22% | +$81.7K |
|
|
VRS
2077
DELISTED
Verso Corporation
VRS
| $449K | ﹤0.01% |
+37,500
| New | +$491K |
|
2078
CALL
Sunrun
RUN
$2.46B
| $448K | ﹤0.01% |
22,700
-1,700
| -7% | -$26K |
|
2079
CALL
Automatic Data Processing
ADP
$108B
| $447K | ﹤0.01% |
+3,000
| New | +$430K |
|
2080
PUT
United Rentals
URI
$72.4B
| $447K | ﹤0.01% |
3,000
+700
| +30% | +$88.8K |
|
2081
Oxford Square Capital
OXSQ
$157M
| $445K | ﹤0.01% |
158,837
+31,752
| +25% | +$89.8K |
|
2082
PUT
Welltower
WELL
$171B
| $445K | ﹤0.01% |
8,600
-1,400
| -14% | -$68.8K |
|
|
DRTT
2083
DELISTED
DIRTT Environmental Solutions Ltd. Common Shares
DRTT
| $445K | ﹤0.01% |
367,612
-254,500
| -41% | -$306K |
|
2084
CALL
Capital One
COF
$134B
| $444K | ﹤0.01% |
+7,100
| New | +$442K |
|
2085
CALL
Quest Diagnostics
DGX
$26.3B
| $444K | ﹤0.01% |
+3,900
| New | +$414K |
|
2086
Sabesp
SBS
$18.7B
| $442K | ﹤0.01% |
+216,713
| New | +$363K |
|
|
CNCE
2087
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
| $439K | ﹤0.01% |
44,131
-10,228
| -19% | -$98.1K |
|
2088
CALL
Cboe Global Markets
CBOE
$29.9B
| $438K | ﹤0.01% |
4,700
+700
| +18% | +$68.9K |
|
2089
PUT
Comcast
CMCSA
$90B
| $437K | ﹤0.01% |
11,200
-4,700
| -30% | -$179K |
|
2090
CALL
Vail Resorts
MTN
$5.3B
| $437K | ﹤0.01% |
2,400
-1,700
| -41% | -$297K |
|
|
ORTX
2091
DELISTED
Orchard Therapeutics plc American Depositary Shares
ORTX
| $437K | ﹤0.01% |
7,275
+1,973
| +37% | +$181K |
|
2092
CALL
Dollar Tree
DLTR
$25.2B
| $436K | ﹤0.01% |
4,700
-21,500
| -82% | -$1.79M |
|
|
MOFG
2093
DELISTED
MidWestOne Financial Group
MOFG
| $436K | ﹤0.01% |
21,807
-11,790
| -35% | -$228K |
|
2094
CALL
Carnival Corporation Ltd
CCL
$39.7B
| $435K | ﹤0.01% |
26,500
+6,300
| +31% | +$94.4K |
|
2095
Coca-Cola Consolidated
COKE
$12.8B
| $435K | ﹤0.01% |
+19,000
| New | +$445K |
|
2096
ProPetro Holding
PUMP
$1.35B
| $435K | ﹤0.01% |
84,558
+23,283
| +38% | +$107K |
|
2097
Quad
QUAD
$525M
| $435K | ﹤0.01% |
133,958
+4,945
| +4% | +$15.1K |
|
2098
PUT
Cognizant
CTSH
$26B
| $432K | ﹤0.01% |
7,600
+2,600
| +52% | +$140K |
|
|
CPLG
2099
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
| $432K | ﹤0.01% |
102,618
+70,625
| +221% | +$276K |
|
2100
PUT
Invesco
IVZ
$13.9B
| $431K | ﹤0.01% |
40,100
+15,600
| +64% | +$140K |
|
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.