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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
+0.36%
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
$29.7B
AUM Growth
-$178M
Cap. Flow
+$375M
Cap. Flow %
1.26%
Top 10 Hldgs %
6.87%
Holding
4,025
New
752
Increased
1,384
Reduced
1,238
Closed
632

Sector Composition

Rank Sector Weight
1 Technology 13.38%
2 Consumer Discretionary 13.23%
3 Healthcare 9.68%
4 Financials 9.44%
5 Industrials 8.12%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
AEL
3126
DELISTED
American Equity Investment Life Holding Company
AEL
$223K ﹤0.01%
+9,204
New +$222K
RPT
3127
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$223K ﹤0.01%
+16,426
New +$202K
BTE icon
3128
Baytex Energy
BTE
$3.06B
$221K ﹤0.01%
+149,653
New +$214K
GWRE icon
3129
CALL
Guidewire Software
GWRE
$14.3B
$221K ﹤0.01%
+2,100
New +$212K
CNR
3130
DELISTED
Cornerstone Building Brands, Inc.
CNR
$221K ﹤0.01%
36,476
-110,907
-75% -$606K
RL icon
3131
CALL
Ralph Lauren
RL
$23.8B
$220K ﹤0.01%
2,300
-4,800
-68% -$475K
FBIN icon
3132
PUT
Fortune Brands Innovations
FBIN
$6.01B
$219K ﹤0.01%
+4,680
New +$213K
MTRN icon
3133
Materion
MTRN
$5.88B
$219K ﹤0.01%
+3,570
New +$222K
STNE icon
3134
CALL
StoneCo
STNE
$2.51B
$219K ﹤0.01%
6,300
-13,600
-68% -$453K
TSQ icon
3135
Townsquare Media
TSQ
$107M
$219K ﹤0.01%
31,100
-3,600
-10% -$21.8K
SFE
3136
DELISTED
Safeguard Scientifics, Inc.
SFE
$219K ﹤0.01%
+19,300
New +$230K
ENPH icon
3137
PUT
Enphase Energy
ENPH
$5.52B
$218K ﹤0.01%
+9,800
New +$251K
FIBK icon
3138
First Interstate BancSystem
FIBK
$3.58B
$218K ﹤0.01%
+5,407
New +$213K
MSCI icon
3139
CALL
MSCI
MSCI
$40.8B
$218K ﹤0.01%
+1,000
New +$232K
VICR icon
3140
CALL
Vicor
VICR
$9.9B
$218K ﹤0.01%
+7,400
New +$228K
NE
3141
DELISTED
Noble Corporation
NE
$218K ﹤0.01%
171,851
-244,910
-59% -$418K
WBC
3142
DELISTED
WABCO HOLDINGS INC.
WBC
$218K ﹤0.01%
1,628
-27,267
-94% -$3.63M
BEAT
3143
DELISTED
BioTelemetry, Inc.
BEAT
$218K ﹤0.01%
5,363
-29,199
-84% -$1.26M
ECL icon
3144
Ecolab
ECL
$80.2B
$217K ﹤0.01%
+1,094
New +$219K
SM icon
3145
PUT
SM Energy
SM
$7.5B
$217K ﹤0.01%
+22,400
New +$228K
AYI icon
3146
CALL
Acuity Brands
AYI
$10.7B
$216K ﹤0.01%
1,600
-700
-30% -$91.2K
CNI icon
3147
PUT
Canadian National Railway
CNI
$76.3B
$216K ﹤0.01%
2,400
DOMO icon
3148
CALL
Domo
DOMO
$187M
$216K ﹤0.01%
+13,500
New +$326K
DLPH
3149
PUT
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$216K ﹤0.01%
+16,100
New +$255K
EEX
3150
DELISTED
Emerald Holding
EEX
$215K ﹤0.01%
+22,102
New +$226K

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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's Q3 2019 filing shows 752 new, 1,384 increased, 1,238 reduced and 632 closed positions. Its largest new stake was Kohl's: 2,193,475 shares worth $109M. The largest sale was Dollar Tree, an estimated $157M.

By sector, the portfolio is most concentrated in Technology at 13% of assets, down from 15% a quarter earlier, followed by Consumer Discretionary and Healthcare.

  • 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.