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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 | |
|---|---|---|---|---|---|---|
3426
ANI Pharmaceuticals
ANIP
$1.7B
| – | – |
-15,200
| Closed | -$1.25M |
|
3427
Artivion
AORT
$1.1B
| – | – |
-62,508
| Closed | -$1.87M |
|
3428
CALL
Air Products & Chemicals
APD
$62.7B
| – | – |
-4,900
| Closed | -$1.11M |
|
|
3429
PUT
Air Products & Chemicals
APD
$62.7B
| – | – |
-4,000
| Closed | -$905K |
|
3430
Amphenol
APH
$207B
| – | – |
-205,816
| Closed | -$2.47M |
|
3431
PUT
Aptiv
APTV
$9.3B
| – | – |
-3,000
| Closed | -$242K |
|
3432
Aramark
ARMK
$14.5B
| – | – |
-492,150
| Closed | -$12.8M |
|
|
ARR
3433
Armour Residential REIT
ARR
$2B
| – | – |
-12,079
| Closed | -$1.13M |
|
|
EFOR
3434
Everforth Inc
EFOR
$1.36B
| – | – |
-16,747
| Closed | -$1.01M |
|
3435
ASE Group
ASX
$115B
| – | – |
-124,155
| Closed | -$490K |
|
3436
PUT
ATI
ATI
$25.3B
| – | – |
-9,000
| Closed | -$227K |
|
3437
Astronics
ATRO
$2.98B
| – | – |
-60,236
| Closed | -$2.02M |
|
3438
AngloGold Ashanti
AU
$50.1B
| – | – |
-13,533
| Closed | -$269K |
|
3439
Avista
AVA
$2.94B
| – | – |
-132,053
| Closed | -$5.89M |
|
3440
Avantor
AVTR
$10.3B
| – | – |
-502,519
| Closed | -$9.59M |
|
3441
PUT
Avery Dennison
AVY
$12.9B
| – | – |
-4,000
| Closed | -$463K |
|
3442
AstraZeneca
AZN
$258B
| – | – |
-331,047
| Closed | -$27.3M |
|
3443
CALL
AutoZone
AZO
$46.5B
| – | – |
-2,500
| Closed | -$2.75M |
|
|
3444
AutoZone
AZO
$46.5B
| – | – |
-6,799
| Closed | -$7.47M |
|
|
AZUL
3445
DELISTED
Azul
AZUL
| – | – |
-20,500
| Closed | -$686K |
|
3446
Banco Bradesco
BBD
$36.1B
| – | – |
-47,614
| Closed | -$351K |
|
3447
Build-A-Bear
BBW
$317M
| – | – |
-284,359
| Closed | -$1.59M |
|
3448
Brink's
BCO
$4.4B
| – | – |
-27,811
| Closed | -$2.26M |
|
|
BEDU
3449
DELISTED
Bright Scholar Education Holdings
BEDU
| – | – |
-11,873
| Closed | -$430K |
|
3450
Franklin Templeton
BEN
$16.8B
| – | – |
-289,515
| Closed | -$8.85M |
|
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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.