---
name: Copy Two Sigma Investments
kind: hedgecopy-fund
cik: 0001179392
latest_13f_period: 2026-06-30
latest_13f_filed: 2026-08-14
author: HedgeCopy
---

# Copy Two Sigma Investments (13F follow-the-filing)

Two Sigma Investments files a 13F-HR with the SEC each quarter (CIK 0001179392). This skill describes a
long-only copy portfolio built from that filing, bought the trading day after it is filed.

## Track record (estimated from 13F holdings, net of 10 bps per unit of turnover)
- Annualised return copying the filings, last 3 years (headline): +24.2% vs SPY +22.9% (alpha +1.3%/yr)
- Annualised since the series started (2022-08-19 to 2026-10-09): +16.4% vs SPY +17.3%
- Follow-the-filing TTM: +15.7% vs SPY +16.2% (alpha -0.6%)
- Quarters of history: 17; average coverage 85%; flags: hard_to_copy

## Latest disclosed top holdings (2026-06-30)
| # | Ticker | Issuer | Weight |
|---|---|---|---|
| 1 | AMZN | AMAZON COM INC | 1.1% |
| 2 | NVDA | NVIDIA CORPORATION | 1.0% |
| 3 | AAPL | APPLE INC | 0.9% |
| 4 | TSLA | TESLA INC | 0.9% |
| 5 | BRK-B | BERKSHIRE HATHAWAY INC DEL | 0.9% |
| 6 | JPM | JPMORGAN CHASE & CO | 0.8% |
| 7 | MA | MASTERCARD INCORPORATED | 0.7% |
| 8 | COST | COSTCO WHOLESALE CORPORATION | 0.7% |
| 9 | — | ASML HLDG NV | 0.7% |
| 10 | AMD | ADVANCED MICRO DEVICES INC | 0.7% |
| 11 | C | CITIGROUP INC | 0.6% |
| 12 | BSX | BOSTON SCIENTIFIC CORP | 0.6% |
| 13 | GOOGL | ALPHABET INC | 0.6% |
| 14 | LMT | LOCKHEED MARTIN CORP | 0.6% |
| 15 | ISRG | INTUITIVE SURGICAL INC | 0.6% |
| 16 | SCHW | SCHWAB CHARLES CORP | 0.6% |
| 17 | KMB | KIMBERLY-CLARK CORP | 0.6% |
| 18 | GS | GOLDMAN SACHS GROUP INC | 0.6% |
| 19 | TJX | TJX COS INC NEW | 0.6% |
| 20 | TMUS | T-MOBILE US INC | 0.6% |

## About the fund

Two Sigma Investments is a quantitative investment and trading firm that applies rigorous scientific inquiry, including artificial intelligence and machine learning, to uncover investment value. Headquartered in New York, the firm manages assets for institutional clients and operates as a technology-driven investment manager.

- Strategy: Quantitative investment and trading firm using systematic, data-driven strategies.
- Type: Quant, Macro, Long/short equity
- Founders: John Overdeck, David Siegel, Mark Pickard
- Key people: Carter Lyons (Co-CEO); Scott Hoffman (Co-CEO); John Overdeck (Co-Founder and Co-Chairman); David Siegel (Co-Founder and Co-Chairman)
- Founded 2001 · HQ New York City, United States
- Reported AUM: $232.8bn (as of 2026-03-31)
- Website: https://www.twosigma.com/

### Approach
Two Sigma employs a systematic, process-driven investment approach that integrates data science, machine learning, and distributed computing. The firm analyzes vast datasets to identify investment signals across various asset classes, including equities, futures, and foreign exchange. Its strategies are implemented through rigorous quantitative research and high-performance, end-to-end systems designed for scalability.

### History
Two Sigma was founded in 2001 by John Overdeck, David Siegel, and Mark Pickard with seed funding from Paul Tudor Jones. The firm grew from a boutique to a large-scale institutional asset manager, evolving its platform to include various quantitative strategies across global markets. In August 2024, founders Overdeck and Siegel stepped down as co-CEOs, with Carter Lyons and Scott Hoffman taking over as co-CEOs while the founders remained as co-chairmen.

### Notable positions / campaigns
- Halite AI Challenge (2016): Two Sigma introduced an artificial intelligence programming game called Halite to engage coding enthusiasts.
- Chainlink Node Operator (2022): Two Sigma became a Chainlink node operator to support blockchain-based hybrid smart contracts.

_Profile generated 2026-10-09 from public sources; may be incomplete or out of date._

## Rules
- Hold the top 20 long US-equity positions from the latest 13F-HR, weighted as reported.
- Rebalance on the first trading day after each new 13F-HR is filed. Cash only, paper only.

## Parameters
```json
{
  "params": {
    "funds": [
      "0001179392"
    ],
    "top_n": 20,
    "weighting": "13f",
    "rebalance": "filing_plus_1",
    "budget_usd": 10000,
    "stop_loss_pct": null,
    "cash_only": true
  }
}
```

> Estimated from 13F holdings (long US equities only; no shorts, options, cash or fees). Past performance is not a guide to the future. Not investment advice. Paper trading only.