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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 | |
|---|---|---|---|---|---|---|
2401
Franklin Covey
FC
$242M
| $798K | ﹤0.01% |
24,756
+8,161
| +49% | +$296K |
|
2402
CALL
Teradyne
TER
$60.2B
| $798K | ﹤0.01% |
11,700
-1,300
| -10% | -$82.5K |
|
|
REGI
2403
DELISTED
Renewable Energy Group, Inc.
REGI
| $797K | ﹤0.01% |
+29,561
| New | +$536K |
|
2404
SoundThinking
SSTI
$101M
| $795K | ﹤0.01% |
31,183
+13,083
| +72% | +$291K |
|
2405
PUT
Applied Materials
AMAT
$419B
| $794K | ﹤0.01% |
13,000
+7,800
| +150% | +$438K |
|
2406
CALL
Nucor
NUE
$61.9B
| $794K | ﹤0.01% |
14,100
-5,600
| -28% | -$305K |
|
2407
CALL
Lumentum
LITE
$65.2B
| $793K | ﹤0.01% |
+10,000
| New | +$655K |
|
2408
Otter Tail
OTTR
$3.91B
| $792K | ﹤0.01% |
15,437
-6,587
| -30% | -$342K |
|
2409
CALL
NetApp
NTAP
$37.6B
| $791K | ﹤0.01% |
12,700
-17,400
| -58% | -$1.01M |
|
2410
QCR Holdings
QCRH
$1.71B
| $791K | ﹤0.01% |
+18,025
| New | +$736K |
|
2411
OneSpan
OSPN
$598M
| $787K | ﹤0.01% |
+45,953
| New | +$781K |
|
2412
PUT
Post Holdings
POST
$4.09B
| $786K | ﹤0.01% |
11,002
-4,125
| -27% | -$282K |
|
|
WPRT
2413
Westport Fuel Systems
WPRT
$35.1M
| $785K | ﹤0.01% |
33,103
+18,089
| +120% | +$464K |
|
2414
Extreme Networks
EXTR
$3.19B
| $784K | ﹤0.01% |
106,337
-585,392
| -85% | -$4.1M |
|
2415
PUT
Iron Mountain
IRM
$36.3B
| $784K | ﹤0.01% |
24,600
-39,700
| -62% | -$1.3M |
|
2416
Kemper
KMPR
$1.76B
| $784K | ﹤0.01% |
+10,119
| New | +$755K |
|
|
BERY
2417
PUT
DELISTED
Berry Global Group, Inc.
BERY
| $784K | ﹤0.01% |
17,969
-5,989
| -25% | -$237K |
|
2418
Donaldson
DCI
$11.4B
| $781K | ﹤0.01% |
13,561
-29,964
| -69% | -$1.63M |
|
|
HA
2419
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
| $779K | ﹤0.01% |
26,600
+12,800
| +93% | +$374K |
|
2420
PUT
Trip.com Group
TCOM
$29.1B
| $778K | ﹤0.01% |
23,200
+12,200
| +111% | +$393K |
|
2421
PUT
Edison International
EIX
$25.9B
| $777K | ﹤0.01% |
10,300
-8,800
| -46% | -$623K |
|
2422
PUT
Eastman Chemical
EMN
$8.4B
| $777K | ﹤0.01% |
9,800
+5,800
| +145% | +$446K |
|
|
DSSI
2423
DELISTED
Diamond S Shipping Inc. Common Shares
DSSI
| $776K | ﹤0.01% |
+46,328
| New | +$692K |
|
2424
CALL
Eversource Energy
ES
$27.1B
| $774K | ﹤0.01% |
+9,100
| New | +$757K |
|
2425
Autoliv
ALV
$8.83B
| $773K | ﹤0.01% |
+9,158
| New | +$749K |
|
Similar funds
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.