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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
+3.47%
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
$29.9B
AUM Growth
-$947M
(-3.1%)
Cap. Flow
-$1.42B
Cap. Flow
% of AUM
-4.76%
Top 10 Holdings %
Top 10 Hldgs %
6.65%
Holding
3,889
New
921
Increased
1,112
Reduced
1,214
Closed
616
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Johnson & Johnson
JNJ
|
+$173M |
| 2 |
Costco
COST
|
+$166M |
| 3 |
Oracle
ORCL
|
+$156M |
| 4 |
Home Depot
HD
|
+$151M |
| 5 |
Caterpillar
CAT
|
+$136M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Citigroup
C
|
+$178M |
| 2 |
Ulta Beauty
ULTA
|
+$146M |
| 3 |
Palo Alto Networks
PANW
|
+$137M |
| 4 |
Ovintiv
OVV
|
+$132M |
| 5 |
Chipotle Mexican Grill
CMG
|
+$124M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 14.98% |
| 2 | Consumer Discretionary | 14.44% |
| 3 | Industrials | 9.93% |
| 4 | Healthcare | 9.91% |
| 5 | Financials | 8.69% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2001
CALL
Olin
OLN
$2.12B
| $922K | ﹤0.01% |
42,100
+31,100
| +283% | +$692K |
|
2002
PUT
Aflac
AFL
$64.5B
| $921K | ﹤0.01% |
16,800
+11,000
| +190% | +$567K |
|
|
DENN
2003
DELISTED
Denny's
DENN
| $921K | ﹤0.01% |
44,856
-83,245
| -65% | -$1.6M |
|
2004
Anterix
ATEX
$1.87B
| $920K | ﹤0.01% |
19,568
+5,444
| +39% | +$230K |
|
|
LABL
2005
DELISTED
Multi-Color Corp
LABL
| $919K | ﹤0.01% |
+18,400
| New | +$919K |
|
|
BFYT
2006
CALL
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
| $918K | ﹤0.01% |
+35,400
| New | +$890K |
|
2007
PUT
Delek US
DK
$4.05B
| $916K | ﹤0.01% |
22,600
+3,700
| +20% | +$135K |
|
2008
Vitamin Cottage Natural Grocers
NGVC
$765M
| $916K | ﹤0.01% |
91,119
+3,992
| +5% | +$45.7K |
|
2009
National Presto Industries
NPK
$967M
| $915K | ﹤0.01% |
+9,812
| New | +$999K |
|
2010
CALL
Campbell Soup
CPB
$6.67B
| $914K | ﹤0.01% |
+22,800
| New | +$895K |
|
2011
CALL
Tractor Supply
TSCO
$16.8B
| $914K | ﹤0.01% |
+42,000
| New | +$868K |
|
2012
CALL
Yelp
YELP
$1.47B
| $913K | ﹤0.01% |
26,700
-500
| -2% | -$17.3K |
|
2013
Cohu
COHU
$2.3B
| $911K | ﹤0.01% |
59,019
-6,414
| -10% | -$99.7K |
|
|
DCH
2014
PUT
Dauch Corp
DCH
$1.38B
| $910K | ﹤0.01% |
71,300
+59,300
| +494% | +$772K |
|
2015
First Financial Corp
THFF
$982M
| $910K | ﹤0.01% |
22,652
-1,815
| -7% | -$73.1K |
|
2016
CALL
FirstEnergy
FE
$28B
| $908K | ﹤0.01% |
21,200
+1,700
| +9% | +$71.4K |
|
2017
PUT
Air Products & Chemicals
APD
$65.2B
| $905K | ﹤0.01% |
4,000
-7,000
| -64% | -$1.45M |
|
2018
CALL
Atlassian
TEAM
$26.3B
| $903K | ﹤0.01% |
6,900
+4,900
| +245% | +$590K |
|
|
MNDT
2019
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $903K | ﹤0.01% |
61,000
+34,300
| +128% | +$526K |
|
2020
PUT
Archer Daniels Midland
ADM
$37.6B
| $902K | ﹤0.01% |
22,100
-8,900
| -29% | -$368K |
|
2021
Camtek
CAMT
$6.52B
| $902K | ﹤0.01% |
106,784
-14,247
| -12% | -$131K |
|
2022
PUT
Omnicom Group
OMC
$21.7B
| $901K | ﹤0.01% |
+11,000
| New | +$868K |
|
2023
CALL
Kraft Heinz
KHC
$31.3B
| $900K | ﹤0.01% |
29,000
+8,000
| +38% | +$252K |
|
2024
Smith & Wesson
SWBI
$660M
| $900K | ﹤0.01% |
129,898
-191,705
| -60% | -$1.36M |
|
2025
CALL
Huntington Ingalls Industries
HII
$12.8B
| $899K | ﹤0.01% |
4,000
+2,000
| +100% | +$429K |
|
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VAM
Two Sigma Investments's Q2 2019 Portfolio in Review
As of Q2 2019, Two Sigma Investments held 3,889 positions worth $29.9B, down 3.1% from $30.8B the previous quarter. Its ten largest holdings account for 6.6% of the portfolio.
Two Sigma Investments withdrew a net $1.42B in Q2 2019, closing 616 positions and reducing 1,214 holdings. Its most notable exit was Palo Alto Networks, an estimated $137M position sold in full.
By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 13% a quarter earlier, followed by Consumer Discretionary and Industrials.
Against the trend, Two Sigma Investments opened a new position in Costco worth $176M.
- Two Sigma Investments's largest Q2 2019 buy was Costco: 664,506 shares worth $176M.
- Two Sigma Investments added most to Johnson & Johnson in Q2 2019, an estimated $173M increase.
- Two Sigma Investments's biggest Q2 2019 reduction was Citigroup, cutting an estimated $178M.
- Two Sigma Investments fully exited Palo Alto Networks in Q2 2019, selling an estimated $137M.
- Two Sigma Investments's ten largest holdings make up 6.6% of its $29.9B portfolio in Q2 2019.
- Two Sigma Investments opened 921 new positions and closed 616 in Q2 2019.
- Two Sigma Investments's portfolio value fell 3.1% quarter-over-quarter to $29.9B.
Based on Two Sigma Investments's 13F filing for Q2 2019, filed 14 Aug 2019.