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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
+8.8%
1 Year Est. Return
+33.93%
3 Year Est. Return
+96.56%
5 Year Est. Return
+105.93%
10 Year Est. Return
+538.83%
AUM
$33.2B
AUM Growth
+$3.52B
Cap. Flow
+$1.15B
Cap. Flow %
3.45%
Top 10 Hldgs %
7.55%
Holding
4,208
New
818
Increased
1,341
Reduced
1,420
Closed
612

Top Buys

Rank Stock Value
1
XOM icon
ExxonMobil
XOM
+$161M
2
SHW icon
Sherwin-Williams
SHW
+$149M
3
CHTR icon
Charter Communications
CHTR
+$148M
4
HON icon
Honeywell
HON
+$139M
5
BA icon
Boeing
BA
+$138M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$193M
2
MO icon
Altria Group
MO
+$169M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$162M
4
WMT icon
Walmart Inc
WMT
+$150M
5
PYPL icon
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
INMD icon
3801
InMode
INMD
$881M
– –
-48,584
Closed -$523K
INTU icon
3802
Intuit
INTU
$87.7B
– –
-289,362
Closed -$75.7M
IP icon
3803
International Paper
IP
$22.1B
– –
-335,068
Closed -$14.1M
IPAR icon
3804
Interparfums
IPAR
$4.03B
– –
-4,929
Closed -$345K
IPGP icon
3805
PUT
IPG Photonics
IPGP
$3.78B
– –
-3,000
Closed -$407K
IQV icon
3806
CALL
IQVIA
IQV
$37.7B
– –
-2,000
Closed -$299K
IRM icon
3807
Iron Mountain
IRM
$36.4B
– –
-823,332
Closed -$27M
IRTC icon
3808
PUT
iRhythm Holdings
IRTC
$4.1B
– –
-5,400
Closed -$400K
ITT icon
3809
CALL
ITT
ITT
$17.6B
– –
-5,200
Closed -$318K
ITT icon
3810
PUT
ITT
ITT
$17.6B
– –
-4,000
Closed -$245K
ITW icon
3811
Illinois Tool Works
ITW
$83.4B
– –
-2,316
Closed -$392K
IVV icon
3812
PUT
iShares Core S&P 500 ETF
IVV
$893B
– –
-1,000
Closed -$299K
IVZ icon
3813
Invesco
IVZ
$13.8B
– –
-204,832
Closed -$3.49M
IWB icon
3814
iShares Russell 1000 ETF
IWB
$49.5B
– –
-60,030
Closed -$9.88M
IWO icon
3815
iShares Russell 2000 Growth ETF
IWO
$14.8B
– –
-1,692
Closed -$343K
IWS icon
3816
iShares Russell Mid-Cap Value ETF
IWS
$15.7B
– –
-2,855
Closed -$256K
IYE icon
3817
iShares US Energy ETF
IYE
$1.72B
– –
-17,352
Closed -$551K
J icon
3818
PUT
Jacobs Solutions
J
$16.6B
– –
-4,352
Closed -$329K
JACK icon
3819
Jack in the Box
JACK
$332M
– –
-296,938
Closed -$24.6M
JAZZ icon
3820
PUT
Jazz Pharmaceuticals
JAZZ
$15.9B
– –
-2,000
Closed -$256K
JBLU icon
3821
JetBlue
JBLU
$2.45B
– –
-322,100
Closed -$5.99M
JBL icon
3822
Jabil
JBL
$35B
– –
-521,748
Closed -$18.7M
JCI icon
3823
CALL
Johnson Controls International
JCI
$89.9B
– –
-13,000
Closed -$571K
JCI icon
3824
PUT
Johnson Controls International
JCI
$89.9B
– –
-5,700
Closed -$250K
JD icon
3825
JD.com
JD
$44.2B
– –
-15,942
Closed -$514K
151 152
153
154 155

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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.