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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
+9.48%
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
$28.2B
AUM Growth
+$7.98B
Cap. Flow
+$6.48B
Cap. Flow %
23.02%
Top 10 Hldgs %
9.24%
Holding
3,787
New
904
Increased
1,230
Reduced
870
Closed
772

Top Buys

Rank Stock Value
1
COST icon
Costco
COST
+$241M
2
PYPL icon
PayPal
PYPL
+$229M
3
MCD icon
McDonald's
MCD
+$220M
4
CSCO icon
Cisco
CSCO
+$216M
5
WMT icon
Walmart Inc
WMT
+$216M

Top Sells

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$284M
2
TSLA icon
Tesla
TSLA
+$252M
3
PG icon
Procter & Gamble
PG
+$215M
4
CHTR icon
Charter Communications
CHTR
+$202M
5
QCOM icon
Qualcomm
QCOM
+$183M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 14.8%
2 Technology 14.33%
3 Healthcare 10.23%
4 Financials 9.44%
5 Consumer Staples 9.08%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RYAM icon
1876
Rayonier Advanced Materials
RYAM
$610M
$842K ﹤0.01%
263,216
+64,311
+32% +$207K
SBH icon
1877
Sally Beauty Holdings
SBH
$1.58B
$841K ﹤0.01%
+96,806
New +$1.16M
XOP icon
1878
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.43B
$841K ﹤0.01%
20,000
-15,000
-43% -$754K
MOD icon
1879
Modine Manufacturing
MOD
$10.4B
$840K ﹤0.01%
134,372
-8,094
-6% -$49K
THFF icon
1880
First Financial Corp
THFF
$969M
$840K ﹤0.01%
26,738
-571
-2% -$19.3K
AFI
1881
DELISTED
Armstrong Flooring, Inc.
AFI
$840K ﹤0.01%
243,419
+49,320
+25% +$172K
LVS icon
1882
PUT
Las Vegas Sands
LVS
$29.6B
$831K ﹤0.01%
17,800
-1,800
-9% -$86K
ICAD
1883
DELISTED
iCAD Inc
ICAD
$829K ﹤0.01%
94,093
+8,821
+10% +$87.1K
PEG icon
1884
PUT
Public Service Enterprise Group
PEG
$37.7B
$829K ﹤0.01%
15,100
+10,900
+260% +$577K
LHCG
1885
CALL
DELISTED
LHC Group LLC
LHCG
$829K ﹤0.01%
+3,900
New +$770K
ANET icon
1886
PUT
Arista Networks
ANET
$238B
$828K ﹤0.01%
64,000
+32,000
+100% +$440K
BV icon
1887
BrightView Holdings
BV
$1.07B
$827K ﹤0.01%
+72,521
New +$870K
CAKE icon
1888
CALL
Cheesecake Factory
CAKE
$5.33B
$827K ﹤0.01%
+29,800
New +$782K
MYE icon
1889
Myers Industries
MYE
$1.29B
$827K ﹤0.01%
62,521
+26,248
+72% +$391K
VNO icon
1890
CALL
Vornado Realty Trust
VNO
$7.38B
$826K ﹤0.01%
+24,500
New +$873K
PBR icon
1891
Petrobras
PBR
$116B
$825K ﹤0.01%
115,896
+94,494
+442% +$803K
FBC
1892
DELISTED
Flagstar Bancorp, Inc. New
FBC
$825K ﹤0.01%
+27,836
New +$838K
RVNC
1893
DELISTED
Revance Therapeutics, Inc.
RVNC
$823K ﹤0.01%
32,722
+19,613
+150% +$514K
NWL icon
1894
CALL
Newell Brands
NWL
$2.56B
$822K ﹤0.01%
47,900
-3,100
-6% -$51.7K
TAC icon
1895
TransAlta
TAC
$3.93B
$822K ﹤0.01%
133,585
+108,600
+435% +$681K
ASX icon
1896
ASE Group
ASX
$82.2B
$820K ﹤0.01%
200,982
+167,928
+508% +$749K
VAR
1897
DELISTED
Varian Medical Systems, Inc.
VAR
$820K ﹤0.01%
+4,768
New +$750K
MCK icon
1898
PUT
McKesson
MCK
$101B
$819K ﹤0.01%
5,500
-3,000
-35% -$455K
FE icon
1899
PUT
FirstEnergy
FE
$27.5B
$818K ﹤0.01%
+28,500
New +$894K
RL icon
1900
PUT
Ralph Lauren
RL
$23.6B
$816K ﹤0.01%
12,000
-7,800
-39% -$556K
74 75
76
77 78

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Two Sigma Investments's Q3 2020 Portfolio in Review

As of Q3 2020, Two Sigma Investments held 3,787 positions worth $28.2B, up 40% from $20.2B the previous quarter. Its ten largest holdings account for 9.2% of the portfolio.

Two Sigma Investments deployed $6.48B of net new capital in Q3 2020, opening 904 new positions and adding to 1,230 existing holdings. Its largest new stake was Costco: 716,888 shares worth $254M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was Tesla, an estimated $252M trimmed.

  • Two Sigma Investments's largest Q3 2020 buy was Costco: 716,888 shares worth $254M.
  • Two Sigma Investments added most to Cisco in Q3 2020, an estimated $216M increase.
  • Two Sigma Investments's biggest Q3 2020 reduction was Tesla, cutting an estimated $252M.
  • Two Sigma Investments fully exited Amazon in Q3 2020, selling an estimated $284M.
  • Two Sigma Investments's ten largest holdings make up 9.2% of its $28.2B portfolio in Q3 2020.
  • Two Sigma Investments opened 904 new positions and closed 772 in Q3 2020.
  • Two Sigma Investments's portfolio value rose 40% quarter-over-quarter to $28.2B.

Based on Two Sigma Investments's 13F filing for Q3 2020, filed 16 Nov 2020.