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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
TMBR
3901
DELISTED
Timber Pharmaceuticals, Inc.
TMBR
-32
Closed -$12K
PHAS
3902
DELISTED
PhaseBio Pharmaceuticals, Inc. Common Stock
PHAS
-11,820
Closed -$155K
GCP
3903
DELISTED
GCP Applied Technologies Inc.
GCP
-13,800
Closed -$312K
MANT
3904
DELISTED
Mantech International Corp
MANT
-12,533
Closed -$825K
LFC
3905
DELISTED
China Life Insurance Company Ltd.
LFC
-13,846
Closed -$171K
ATHX
3906
DELISTED
Athersys, Inc. Common Stock
ATHX
-5,130
Closed -$215K
EMWP
3907
PUT
DELISTED
Eros Media World PLC
EMWP
-555
Closed -$15K
SAFM
3908
DELISTED
Sanderson Farms Inc
SAFM
-6,831
Closed -$974K
CDK
3909
CALL
DELISTED
CDK Global, Inc.
CDK
-5,000
Closed -$247K
SFUN
3910
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
-555
Closed -$17K
HMHC
3911
DELISTED
Houghton Mifflin Harcourt Company
HMHC
-16,897
Closed -$97K
ISBC
3912
DELISTED
Investors Bancorp, Inc.
ISBC
-476,552
Closed -$5.31M
FLOW
3913
DELISTED
SPX FLOW, Inc.
FLOW
-43,385
Closed -$1.82M
NUAN
3914
DELISTED
Nuance Communications, Inc.
NUAN
-426,223
Closed -$5.89M
GWB
3915
DELISTED
Great Western Bancorp, Inc.
GWB
-29,951
Closed -$1.07M
RDS.A
3916
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
-1,091,814
Closed -$64.8M
DRNA
3917
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
-52,379
Closed -$825K
INOV
3918
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
-95,876
Closed -$1.39M
GPX
3919
DELISTED
GP Strategies Corp.
GPX
-30,444
Closed -$459K
CLDR
3920
CALL
DELISTED
Cloudera, Inc.
CLDR
-19,700
Closed -$104K
CLDR
3921
DELISTED
Cloudera, Inc.
CLDR
-1,093,338
Closed -$7.59M
ALTA
3922
DELISTED
Altabancorp
ALTA
-11,175
Closed -$329K
SOGO
3923
DELISTED
Sogou Inc. American Depositary Shares, each representing one Class A Ordinary Share
SOGO
-79,652
Closed -$327K
CORE
3924
DELISTED
Core Mark Holding Co., Inc.
CORE
-11,864
Closed -$471K
NAV
3925
DELISTED
Navistar International
NAV
-7,502
Closed -$213K

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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.