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
CEI
4001
DELISTED
Camber Energy, Inc
CEI
0
-$5K
TERP
4002
DELISTED
TerraForm Power, Inc
TERP
-380,448
Closed -$5.44M
KEM
4003
DELISTED
KEMET Corporation
KEM
-12,282
Closed -$232K
ESV
4004
CALL
DELISTED
Ensco Rowan plc
ESV
-10,600
Closed -$90K
ESV
4005
DELISTED
Ensco Rowan plc
ESV
-713,035
Closed -$6.08M
ESV
4006
PUT
DELISTED
Ensco Rowan plc
ESV
-17,000
Closed -$145K
ATVI
4007
DELISTED
Activision Blizzard
ATVI
-2,738,021
Closed -$137M
HIBB
4008
DELISTED
Hibbett, Inc. Common Stock
HIBB
-152,403
Closed -$2.78M
SIVB
4009
CALL
DELISTED
SVB Financial Group
SIVB
-900
Closed -$202K
YELL
4010
DELISTED
Yellow Corporation Common Stock
YELL
-185,160
Closed -$746K
STFC
4011
DELISTED
State Auto Financial Corp
STFC
-30,031
Closed -$1.05M
GRA
4012
DELISTED
W.R. Grace & Co.
GRA
-76,836
Closed -$5.85M
UN
4013
DELISTED
Unilever NV New York Registry Shares
UN
-23,148
Closed -$1.41M
BAS
4014
DELISTED
Basis Energy Services, Inc.
BAS
-14,561
Closed -$28K
TRCO
4015
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
-378,357
Closed -$17.5M
TSS
4016
CALL
DELISTED
Total System Services, Inc.
TSS
-3,200
Closed -$410K
TSS
4017
DELISTED
Total System Services, Inc.
TSS
-82,523
Closed -$10.6M
TSS
4018
PUT
DELISTED
Total System Services, Inc.
TSS
-4,000
Closed -$513K
EFII
4019
DELISTED
Electronics for Imaging
EFII
-82,281
Closed -$3.04M
RHT
4020
DELISTED
Red Hat Inc
RHT
-515,103
Closed -$96.7M
CIT
4021
CALL
DELISTED
CIT Group Inc.
CIT
-7,400
Closed -$389K
CIT
4022
DELISTED
CIT Group Inc.
CIT
-108,467
Closed -$5.06M
HK
4023
DELISTED
Halcon Resources Corporation
HK
-1,394,193
Closed -$246K
SPN
4024
DELISTED
Superior Energy Services, Inc.
SPN
-117,692
Closed -$1.53M
TCF
4025
DELISTED
TCF Financial Corporation
TCF
-732,545
Closed -$15.2M

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.