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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
+8.8%
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
$33.2B
AUM Growth
+$3.52B
(+12%)
Cap. Flow
+$1.15B
Cap. Flow
% of AUM
3.45%
Top 10 Holdings %
Top 10 Hldgs %
7.55%
Holding
4,208
New
818
Increased
1,341
Reduced
1,420
Closed
612
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ExxonMobil
XOM
|
+$161M |
| 2 |
Sherwin-Williams
SHW
|
+$149M |
| 3 |
Charter Communications
CHTR
|
+$148M |
| 4 |
Honeywell
HON
|
+$139M |
| 5 |
Boeing
BA
|
+$138M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$193M |
| 2 |
Altria Group
MO
|
+$169M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$162M |
| 4 |
Walmart Inc
WMT
|
+$150M |
| 5 |
PayPal
PYPL
|
+$138M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 13.66% |
| 2 | Consumer Discretionary | 13.49% |
| 3 | Healthcare | 11.41% |
| 4 | Industrials | 10.01% |
| 5 | Financials | 6.75% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
3026
Metallus
MTUS
$902M
| $373K | ﹤0.01% |
47,402
-8,430
| -15% | -$52.8K |
|
|
ARR
3027
Armour Residential REIT
ARR
$2.35B
| $372K | ﹤0.01% |
+4,161
| New | +$356K |
|
3028
Capital One
COF
$135B
| $372K | ﹤0.01% |
3,617
-9,562
| -73% | -$921K |
|
3029
CALL
Live Nation Entertainment
LYV
$42.6B
| $372K | ﹤0.01% |
5,200
-3,200
| -38% | -$217K |
|
3030
Rocky Brands
RCKY
$376M
| $372K | ﹤0.01% |
+12,650
| New | +$373K |
|
3031
PUT
Broadridge
BR
$18.5B
| $371K | ﹤0.01% |
3,000
-1,700
| -36% | -$208K |
|
3032
PUT
Thor Industries
THO
$4.05B
| $371K | ﹤0.01% |
5,000
-13,000
| -72% | -$839K |
|
3033
PUT
New York Times
NYT
$10.7B
| $370K | ﹤0.01% |
11,500
-2,100
| -15% | -$65.2K |
|
3034
CALL
Trip.com Group
TCOM
$29B
| $369K | ﹤0.01% |
11,000
+2,000
| +22% | +$64.5K |
|
3035
PUT
Sysco
SYY
$40.6B
| $368K | ﹤0.01% |
+4,300
| New | +$348K |
|
3036
CALL
Copa Holdings
CPA
$5.86B
| $367K | ﹤0.01% |
+3,400
| New | +$355K |
|
|
PRAH
3037
CALL
DELISTED
PRA Health Sciences, Inc.
PRAH
| $367K | ﹤0.01% |
3,300
-2,500
| -43% | -$257K |
|
|
UFS
3038
PUT
DELISTED
DOMTAR CORPORATION (New)
UFS
| $367K | ﹤0.01% |
9,600
-7,600
| -44% | -$281K |
|
3039
AudioCodes
AUDC
$255M
| $365K | ﹤0.01% |
14,212
-53,576
| -79% | -$1.17M |
|
3040
Deluxe
DLX
$1.24B
| $365K | ﹤0.01% |
7,308
-29,105
| -80% | -$1.45M |
|
3041
Rambus
RMBS
$10.6B
| $365K | ﹤0.01% |
26,473
-141,862
| -84% | -$1.9M |
|
3042
CALL
DMC Global
BOOM
$148M
| $364K | ﹤0.01% |
8,100
-18,200
| -69% | -$809K |
|
3043
CALL
F5
FFIV
$23.4B
| $363K | ﹤0.01% |
2,600
-11,700
| -82% | -$1.65M |
|
3044
CALL
Huntington Bancshares
HBAN
$35.6B
| $362K | ﹤0.01% |
24,000
-9,100
| -27% | -$133K |
|
3045
Gentherm
THRM
$1.27B
| $362K | ﹤0.01% |
8,158
+707
| +9% | +$30.1K |
|
3046
CALL
Alarm.com
ALRM
$2.79B
| $361K | ﹤0.01% |
8,400
+1,400
| +20% | +$63.1K |
|
3047
Kingstone Companies
KINS
$299M
| $361K | ﹤0.01% |
46,605
-27,470
| -37% | -$218K |
|
3048
PUT
Lands' End
LE
$391M
| $361K | ﹤0.01% |
+21,500
| New | +$281K |
|
3049
Neuronetics
STIM
$159M
| $361K | ﹤0.01% |
+80,431
| New | +$500K |
|
|
HIMX
3050
Himax Technologies
HIMX
$2.41B
| $360K | ﹤0.01% |
+135,343
| New | +$325K |
|
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VAM
Two Sigma Investments's Q4 2019 Portfolio in Review
As of Q4 2019, Two Sigma Investments held 4,208 positions worth $33.2B, up 12% from $29.7B the previous quarter. Its ten largest holdings account for 7.6% of the portfolio.
Two Sigma Investments deployed $1.15B of net new capital in Q4 2019, opening 818 new positions and adding to 1,341 existing holdings. Its largest new stake was Sherwin-Williams: 780,252 shares worth $152M.
By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 13% a quarter earlier, followed by Consumer Discretionary and Healthcare.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $193M trimmed.
- Two Sigma Investments's largest Q4 2019 buy was Sherwin-Williams: 780,252 shares worth $152M.
- Two Sigma Investments added most to ExxonMobil in Q4 2019, an estimated $161M increase.
- Two Sigma Investments's biggest Q4 2019 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $193M.
- Two Sigma Investments fully exited Walmart Inc in Q4 2019, selling an estimated $150M.
- Two Sigma Investments's ten largest holdings make up 7.6% of its $33.2B portfolio in Q4 2019.
- Two Sigma Investments opened 818 new positions and closed 612 in Q4 2019.
- Two Sigma Investments's portfolio value rose 12% quarter-over-quarter to $33.2B.
Based on Two Sigma Investments's 13F filing for Q4 2019, filed 14 Feb 2020.