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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
MDR
4151
CALL
DELISTED
McDermott International
MDR
– –
-85,600
Closed -$173K
SMTA
4152
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
– –
-200,850
Closed -$1.7M
PVTL
4153
DELISTED
Pivotal Software, Inc.
PVTL
– –
-504,094
Closed -$7.52M
LKSD
4154
DELISTED
LSC Communications, Inc.
LKSD
– –
-531,655
Closed -$734K
CARB
4155
DELISTED
Carbonite Inc
CARB
– –
-10,200
Closed -$158K
CRZO
4156
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-22,700
Closed -$195K
CRZO
4157
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-152,513
Closed -$1.31M
CRZO
4158
PUT
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-16,800
Closed -$144K
CRR
4159
DELISTED
Carbo Ceramics Inc.
CRR
– –
-119,880
Closed -$288K
PSDO
4160
DELISTED
Presidio, Inc. Common Stock
PSDO
– –
-80,264
Closed -$1.36M
ASNA
4161
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-15,867
Closed -$84K
SNNA
4162
DELISTED
Sienna Biopharmaceuticals, Inc.
SNNA
– –
-83,579
Closed -$17K
ROAN
4163
DELISTED
Roan Resources, Inc.
ROAN
– –
-150,782
Closed -$185K
STI
4164
DELISTED
SunTrust Banks, Inc.
STI
– –
-736,762
Closed -$50.7M
VIAB
4165
DELISTED
Viacom Inc. Class B
VIAB
– –
-300,708
Closed -$7.23M
ORIT
4166
DELISTED
Oritani Financial Corp. New
ORIT
– –
-41,373
Closed -$732K
OLBK
4167
DELISTED
Old Line Bancshares, Inc.
OLBK
– –
-46,732
Closed -$1.36M
NVTR
4168
DELISTED
Nuvectra Corporation Common Stock
NVTR
– –
-46,281
Closed -$63K
MCRN
4169
DELISTED
Milacron Holdings Corp.
MCRN
– –
-309,068
Closed -$5.15M
DF
4170
DELISTED
Dean Foods Company
DF
– –
-695,659
Closed -$807K
GHDX
4171
DELISTED
Genomic Health, Inc.
GHDX
– –
-36,012
Closed -$2.44M
UBNK
4172
DELISTED
United Financial Bancorp, Inc.
UBNK
– –
-220,027
Closed -$3M
CJ
4173
DELISTED
C&J Energy Services, Inc.
CJ
– –
-90,030
Closed -$966K
MDSO
4174
CALL
DELISTED
Medidata Solutions, Inc.
MDSO
– –
-24,800
Closed -$2.27M
MDSO
4175
DELISTED
Medidata Solutions, Inc.
MDSO
– –
-3,510
Closed -$321K
165 166
167
168 169

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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.