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Two Sigma Investments

Two Sigma Investments Portfolio holdings

AUM $138B
1-Year Est. Return 41.87%
This Fund
S&P 500
This Quarter Est. Return
+0.36%
1 Year Est. Return
+41.87%
3 Year Est. Return
+122.61%
5 Year Est. Return
+129.48%
10 Year Est. Return
+649.67%
AUM
$29.7B
AUM Growth
-$178M
Cap. Flow
-$1.42B
Cap. Flow %
-4.79%
Top 10 Hldgs %
6.87%
Holding
4,025
New
752
Increased
1,384
Reduced
1,238
Closed
632

Top Buys

Rank Stock Value
1
CVX icon
Chevron
CVX
+$153M
2
V icon
Visa
V
+$152M
3
PYPL icon
PayPal
PYPL
+$149M
4
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$148M
5
ADP icon
Automatic Data Processing
ADP
+$148M

Top Sells

Rank Stock Value
1
DLTR icon
Dollar Tree
DLTR
+$157M
2
ATVI
Activision Blizzard
ATVI
+$137M
3
WP
Worldpay, Inc.
WP
+$123M
4
YUM icon
Yum! Brands
YUM
+$116M
5
EIX icon
Edison International
EIX
+$115M

Sector Composition

Rank Sector Weight
1 Miscellaneous 24.15%
2 Technology 13.83%
3 Consumer Discretionary 13.24%
4 Healthcare 9.85%
5 Financials 9.55%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DAN icon
3101
Dana Inc
DAN
$2.92B
$237K ﹤0.01%
16,445
-1,262,121
-99% -$19.6M
WBD icon
3102
PUT
Warner Bros
WBD
$77.4B
$237K ﹤0.01%
8,900
-56,700
-86% -$1.65M
ALXN
3103
DELISTED
Alexion Pharmaceuticals
ALXN
$237K ﹤0.01%
2,416
-83,200
-97% -$9.38M
DISH
3104
DELISTED
DISH Network Corp.
DISH
$237K ﹤0.01%
+6,944
New +$249K
BZUN
3105
CALL
Baozun
BZUN
$171M
$235K ﹤0.01%
5,500
-12,500
-69% -$594K
SC
3106
CALL
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$235K ﹤0.01%
+9,200
New +$240K
CLW icon
3107
Clearwater Paper
CLW
$328M
$234K ﹤0.01%
+11,100
New +$197K
PLAY icon
3108
PUT
Dave & Buster's
PLAY
$231M
$234K ﹤0.01%
6,000
-10,400
-63% -$419K
CINF icon
3109
PUT
Cincinnati Financial
CINF
$24.9B
$233K ﹤0.01%
+2,000
New +$220K
THS
3110
CALL
DELISTED
Treehouse Foods
THS
$233K ﹤0.01%
+4,200
New +$230K
XLI icon
3111
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$30.8B
$233K ﹤0.01%
3,000
-6,000
-67% -$460K
FRBK
3112
DELISTED
Republic First Bancorp Inc
FRBK
$232K ﹤0.01%
+55,135
New +$240K
OCSI
3113
DELISTED
Oaktree Strategic Income Corporation
OCSI
$231K ﹤0.01%
28,005
-28,602
-51% -$236K
KEM
3114
CALL
DELISTED
KEMET Corporation
KEM
$231K ﹤0.01%
+12,700
New +$240K
BRKL
3115
DELISTED
Brookline Bancorp
BRKL
$230K ﹤0.01%
15,585
-12,729
-45% -$185K
HDB icon
3116
PUT
HDFC Bank
HDB
$118B
$228K ﹤0.01%
+8,000
New +$228K
VLY icon
3117
Valley National Bancorp
VLY
$7.23B
$228K ﹤0.01%
+20,950
New +$224K
BURL icon
3118
Burlington
BURL
$16B
$227K ﹤0.01%
+1,138
New +$209K
GLNG icon
3119
CALL
Golar LNG
GLNG
$5.07B
$227K ﹤0.01%
+17,500
New +$257K
OIS icon
3120
Oil States International
OIS
$499M
$227K ﹤0.01%
17,071
-84,285
-83% -$1.21M
YUM icon
3121
CALL
Yum! Brands
YUM
$37.8B
$227K ﹤0.01%
2,000
-2,000
-50% -$229K
YUM icon
3122
PUT
Yum! Brands
YUM
$37.8B
$227K ﹤0.01%
2,000
-3,300
-62% -$377K
EVOP
3123
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
$227K ﹤0.01%
8,080
-218,746
-96% -$6.42M
CCNE icon
3124
CNB Financial Corp
CCNE
$1.01B
$226K ﹤0.01%
7,861
+555
+8% +$15.3K
ALEX
3125
DELISTED
Alexander & Baldwin
ALEX
$224K ﹤0.01%
9,136
-47,141
-84% -$1.11M
123 124
125
126 127

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Two Sigma Investments's Q3 2019 Portfolio in Review

As of Q3 2019, Two Sigma Investments held 4,025 positions worth $29.7B, down 0.59% from $29.9B the previous quarter. Its ten largest holdings account for 6.9% of the portfolio.

Two Sigma Investments withdrew a net $1.42B in Q3 2019, closing 632 positions and reducing 1,238 holdings. Its most notable exit was Activision Blizzard, an estimated $137M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 24% of assets, up from 17% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Two Sigma Investments opened a new position in Kohl's worth $109M.

  • Two Sigma Investments's largest Q3 2019 buy was Kohl's: 2,193,475 shares worth $109M.
  • Two Sigma Investments added most to Chevron in Q3 2019, an estimated $153M increase.
  • Two Sigma Investments's biggest Q3 2019 reduction was Dollar Tree, cutting an estimated $157M.
  • Two Sigma Investments fully exited Activision Blizzard in Q3 2019, selling an estimated $137M.
  • Two Sigma Investments's ten largest holdings make up 6.9% of its $29.7B portfolio in Q3 2019.
  • Two Sigma Investments opened 752 new positions and closed 632 in Q3 2019.
  • Two Sigma Investments's portfolio value fell 0.59% quarter-over-quarter to $29.7B.

Based on Two Sigma Investments's 13F filing for Q3 2019, filed 14 Nov 2019.