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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
LITE icon
3651
CALL
Lumentum
LITE
$63.3B
-9,000
Closed -$481K
LIVN icon
3652
LivaNova
LIVN
$4.21B
-62,721
Closed -$4.51M
LKQ icon
3653
CALL
LKQ Corp
LKQ
$6.22B
-8,700
Closed -$232K
LNC icon
3654
Lincoln National
LNC
$8.75B
-202,135
Closed -$12.1M
LNG icon
3655
Cheniere Energy
LNG
$54.9B
-368,987
Closed -$23.6M
LNTH icon
3656
Lantheus
LNTH
$6.59B
-32,875
Closed -$930K
LOCO icon
3657
El Pollo Loco
LOCO
$463M
-20,893
Closed -$223K
LOPE icon
3658
Grand Canyon Education
LOPE
$3.82B
-81,425
Closed -$9.53M
LPX icon
3659
Louisiana-Pacific
LPX
$5.2B
-7,730
Closed -$203K
LW icon
3660
Lamb Weston
LW
$7.12B
-164,409
Closed -$11.3M
LYB icon
3661
LyondellBasell Industries
LYB
$20.2B
-785,379
Closed -$64M
LYG icon
3662
Lloyds Banking Group
LYG
$89B
-144,844
Closed -$411K
M icon
3663
Macy's
M
$6.55B
-429,876
Closed -$7.96M
MCRI icon
3664
Monarch Casino & Resort
MCRI
$2.17B
-18,574
Closed -$794K
MCS icon
3665
Marcus Corp
MCS
$921M
-59,720
Closed -$1.97M
MDB icon
3666
MongoDB
MDB
$33.5B
-10,836
Closed -$1.56M
MDLZ icon
3667
Mondelez International
MDLZ
$78.5B
-9,236
Closed -$505K
MDY icon
3668
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
-1,000
Closed -$355K
MDY icon
3669
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
-5,447
Closed -$1.91M
MERC icon
3670
Mercer International
MERC
$34.2M
-10,464
Closed -$162K
RJET
3671
Republic Airways Holdings
RJET
$946M
-2,103
Closed -$288K
MFIN icon
3672
Medallion Financial
MFIN
$249M
-13,847
Closed -$93K
MGM icon
3673
CALL
MGM Resorts International
MGM
$10.9B
-10,200
Closed -$291K
MGNX icon
3674
MacroGenics
MGNX
$259M
-12,148
Closed -$206K
MIDD icon
3675
Middleby
MIDD
$5.89B
-13,610
Closed -$1.67M

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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.