We are live on ! Find out more
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
BF.B icon
3451
Brown-Forman Class B
BF.B
$12.9B
-56,346
Closed -$3.12M
BFH icon
3452
Bread Financial
BFH
$4.38B
-22,006
Closed -$2.48M
BHC icon
3453
Bausch Health
BHC
$2.37B
-853,761
Closed -$21.5M
BHE icon
3454
Benchmark Electronics
BHE
$2.92B
-35,470
Closed -$891K
BHF icon
3455
CALL
Brighthouse Financial
BHF
$3.46B
-20,500
Closed -$752K
BHF icon
3456
PUT
Brighthouse Financial
BHF
$3.46B
-19,800
Closed -$726K
BJRI icon
3457
BJ's Restaurants
BJRI
$1.46B
-79,771
Closed -$3.5M
BLUE
3458
DELISTED
bluebird bio
BLUE
-2,330
Closed -$3.84M
BOKF icon
3459
BOK Financial
BOKF
$8.7B
-7,119
Closed -$537K
BOOM icon
3460
DMC Global
BOOM
$153M
-16,833
Closed -$846K
BOOT icon
3461
Boot Barn
BOOT
$5.11B
-48,294
Closed -$1.72M
BRY
3462
DELISTED
Berry Corp
BRY
-22,582
Closed -$239K
BSAC icon
3463
Banco Santander Chile
BSAC
$16.7B
-33,701
Closed -$1.01M
BTI icon
3464
British American Tobacco
BTI
$123B
-64,544
Closed -$2.25M
BTU icon
3465
PUT
Peabody Energy
BTU
$3B
-11,000
Closed -$265K
BWA icon
3466
BorgWarner
BWA
$14.1B
-240,309
Closed -$8.88M
BY icon
3467
Byline Bancorp
BY
$1.75B
-35,560
Closed -$680K
BYD icon
3468
CALL
Boyd Gaming
BYD
$5.92B
-15,400
Closed -$415K
BBBY
3469
CALL
Bed Bath & Beyond
BBBY
$423M
-68,280
Closed -$698K
BBBY
3470
PUT
Bed Bath & Beyond
BBBY
$423M
-54,837
Closed -$560K
C icon
3471
Citigroup
C
$227B
-102,370
Closed -$6.96M
CAC icon
3472
Camden National
CAC
$970M
-7,032
Closed -$323K
CACC icon
3473
Credit Acceptance
CACC
$6.03B
-2,500
Closed -$1.18M
CAG icon
3474
CALL
Conagra Brands
CAG
$7.07B
-23,000
Closed -$610K
CAG icon
3475
PUT
Conagra Brands
CAG
$7.07B
-38,200
Closed -$1.01M

Similar funds

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.