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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 | |
|---|---|---|---|---|---|---|
326
CALL
Bank of America
BAC
$396B
| $22.1M | 0.07% |
757,100
+80,900
| +12% | +$2.33M |
|
|
NVO
327
Novo Nordisk
NVO
$171B
| $22M | 0.07% |
851,380
+621,826
| +271% | +$15.7M |
|
328
Exelon
EXC
$41.6B
| $22M | 0.07% |
637,295
+504,749
| +381% | +$16.9M |
|
|
329
PUT
Bank of America
BAC
$396B
| $22M | 0.07% |
752,800
+52,900
| +8% | +$1.52M |
|
330
iShares S&P 500 Growth ETF
IVW
$78.8B
| $21.8M | 0.07% |
485,300
+461,600
| +1,948% | +$20.9M |
|
331
Ameren
AEE
$27.5B
| $21.8M | 0.07% |
+272,549
| New | +$20.9M |
|
332
Sabre
SABR
$880M
| $21.6M | 0.07% |
964,189
+629,316
| +188% | +$14.8M |
|
333
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$796B
| $21.5M | 0.07% |
72,600
-261,300
| -78% | -$77.2M |
|
334
Analog Devices
ADI
$191B
| $21.4M | 0.07% |
+191,747
| New | +$21.7M |
|
|
XYZ
335
PUT
Block Inc
XYZ
$45.9B
| $21.1M | 0.07% |
340,400
+110,600
| +48% | +$7.51M |
|
336
Check Point Software Technologies
CHKP
$13.4B
| $20.9M | 0.07% |
191,056
+133,114
| +230% | +$14.8M |
|
|
HI
337
DELISTED
Hillenbrand
HI
| $20.7M | 0.07% |
669,950
+580,558
| +649% | +$18.4M |
|
338
Open Text
OTEX
$5.45B
| $20.7M | 0.07% |
506,393
-254,630
| -33% | -$10.4M |
|
339
PUT
Booking.com
BKNG
$123B
| $20.6M | 0.07% |
262,500
+162,500
| +163% | +$12.6M |
|
340
Unum
UNM
$14.6B
| $20.4M | 0.07% |
685,920
-262,876
| -28% | -$7.81M |
|
|
BKI
341
DELISTED
Black Knight, Inc. Common Stock
BKI
| $20.3M | 0.07% |
332,051
-323,896
| -49% | -$20.1M |
|
342
PUT
Chipotle Mexican Grill
CMG
$39.6B
| $20.3M | 0.07% |
1,205,000
+505,000
| +72% | +$8.05M |
|
343
Lazard
LAZ
$3.58B
| $20.2M | 0.07% |
577,871
-235,092
| -29% | -$8.32M |
|
344
CALL
Verizon
VZ
$196B
| $20.2M | 0.07% |
334,900
+196,700
| +142% | +$11.3M |
|
|
HUYA
345
Huya Inc
HUYA
$525M
| $20.2M | 0.07% |
+853,273
| New | +$20.1M |
|
346
IBM
IBM
$212B
| $20.1M | 0.07% |
144,639
-676,572
| -82% | -$91.3M |
|
347
Box
BOX
$4.31B
| $19.8M | 0.07% |
1,195,512
-1,153,942
| -49% | -$18.5M |
|
348
Western Alliance Bancorporation
WAL
$8.47B
| $19.8M | 0.07% |
429,150
-193,994
| -31% | -$8.76M |
|
349
Incyte
INCY
$25.1B
| $19.7M | 0.07% |
265,239
-635,158
| -71% | -$51.3M |
|
350
Cardinal Health
CAH
$51B
| $19.6M | 0.07% |
415,008
-1,411,774
| -77% | -$64.4M |
|
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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.