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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
(-0.59%)
Cap. Flow
-$1.42B
Cap. Flow
% of AUM
-4.79%
Top 10 Holdings %
Top 10 Hldgs %
6.87%
Holding
4,025
New
752
Increased
1,384
Reduced
1,238
Closed
632
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Chevron
CVX
|
+$153M |
| 2 |
Visa
V
|
+$152M |
| 3 |
PayPal
PYPL
|
+$149M |
| 4 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$148M |
| 5 |
Automatic Data Processing
ADP
|
+$148M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Dollar Tree
DLTR
|
+$157M |
| 2 |
ATVI
Activision Blizzard
ATVI
|
+$137M |
| 3 |
WP
Worldpay, Inc.
WP
|
+$123M |
| 4 |
Yum! Brands
YUM
|
+$116M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
3401
PUT
Automatic Data Processing
ADP
$105B
| – | – |
-9,000
| Closed | -$1.49M |
|
3402
ADT
ADT
$4.68B
| – | – |
-24,225
| Closed | -$148K |
|
3403
Adtran
ADTN
$581M
| – | – |
-25,676
| Closed | -$392K |
|
|
AFMD
3404
DELISTED
Affimed
AFMD
| – | – |
-4,035
| Closed | -$116K |
|
3405
CALL
Assured Guaranty
AGO
$3.06B
| – | – |
-7,600
| Closed | -$320K |
|
3406
Albany International
AIN
$1.73B
| – | – |
-74,796
| Closed | -$6.2M |
|
|
AIV
3407
Aimco
AIV
$317M
| – | – |
-3,652,518
| Closed | -$24.7M |
|
3408
Assurant
AIZ
$13.1B
| – | – |
-62,662
| Closed | -$7.44M |
|
3409
Arthur J. Gallagher & Co
AJG
$59.2B
| – | – |
-119,777
| Closed | -$10.5M |
|
3410
Albemarle
ALB
$12.9B
| – | – |
-69,849
| Closed | -$4.76M |
|
3411
CALL
Alkermes
ALKS
$6.85B
| – | – |
-10,000
| Closed | -$225K |
|
3412
Allegion
ALLE
$13.1B
| – | – |
-46,111
| Closed | -$4.7M |
|
3413
Allot
ALLT
$428M
| – | – |
-22,875
| Closed | -$165K |
|
3414
Autoliv
ALV
$8.61B
| – | – |
-89,749
| Closed | -$6.33M |
|
3415
Amcor
AMCR
$19.7B
| – | – |
-196,736
| Closed | -$11.3M |
|
3416
Ametek
AME
$57.5B
| – | – |
-29,256
| Closed | -$2.66M |
|
3417
American Homes 4 Rent
AMH
$11B
| – | – |
-19,492
| Closed | -$474K |
|
3418
Affiliated Managers Group
AMG
$9.66B
| – | – |
-53,141
| Closed | -$4.44M |
|
3419
Amphastar Pharmaceuticals
AMPH
$1.11B
| – | – |
-31,917
| Closed | -$674K |
|
3420
Amplify Energy
AMPY
$177M
| – | – |
-39,661
| Closed | -$234K |
|
3421
Ameresco
AMRC
$1.14B
| – | – |
-21,902
| Closed | -$323K |
|
3422
American Superconductor
AMSC
$1.45B
| – | – |
-54,311
| Closed | -$504K |
|
3423
CALL
AutoNation
AN
$5.52B
| – | – |
-10,000
| Closed | -$419K |
|
|
3424
AutoNation
AN
$5.52B
| – | – |
-43,504
| Closed | -$1.82M |
|
|
3425
PUT
AutoNation
AN
$5.52B
| – | – |
-14,600
| Closed | -$612K |
|
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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.