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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 | |
|---|---|---|---|---|---|---|
|
VRN
451
DELISTED
Veren
VRN
| $13.9M | 0.05% |
3,267,541
+2,295,387
| +236% | +$7.95M |
|
452
PUT
Starbucks
SBUX
$108B
| $13.9M | 0.05% |
157,300
+97,000
| +161% | +$8.99M |
|
453
Danaher
DHR
$158B
| $13.8M | 0.05% |
+107,792
| New | +$13.5M |
|
454
CALL
Chipotle Mexican Grill
CMG
$39.6B
| $13.8M | 0.05% |
820,000
+270,000
| +49% | +$4.31M |
|
455
Eldorado Gold
EGO
$10.9B
| $13.8M | 0.05% |
1,772,795
+1,451,687
| +452% | +$11.8M |
|
456
Salesforce
CRM
$193B
| $13.7M | 0.05% |
+92,615
| New | +$14.1M |
|
|
PGRE
457
DELISTED
Paramount Group
PGRE
| $13.7M | 0.05% |
1,026,802
+695,701
| +210% | +$9.38M |
|
458
Perrigo
PRGO
$2.14B
| $13.6M | 0.05% |
243,584
-571,339
| -70% | -$29.1M |
|
459
Old Republic International
ORI
$9.11B
| $13.6M | 0.05% |
577,246
-137,118
| -19% | -$3.13M |
|
460
Commault Systems
CVLT
$6.03B
| $13.5M | 0.05% |
300,995
-27,867
| -8% | -$1.28M |
|
461
Skyworks Solutions
SWKS
$13.4B
| $13.5M | 0.05% |
169,791
+147,783
| +671% | +$11.8M |
|
462
PUT
Shopify
SHOP
$183B
| $13.4M | 0.05% |
429,000
+160,000
| +59% | +$5.48M |
|
463
International Paper
IP
$18.5B
| $13.3M | 0.04% |
335,068
-306,429
| -48% | -$12M |
|
464
Teradata
TDC
$2.69B
| $13.3M | 0.04% |
427,582
+405,477
| +1,834% | +$13.7M |
|
|
465
CALL
Starbucks
SBUX
$108B
| $13.2M | 0.04% |
149,800
+100,400
| +203% | +$9.31M |
|
466
Dell
DELL
$358B
| $13.2M | 0.04% |
503,227
+488,366
| +3,286% | +$12.9M |
|
467
Constellation Brands
STZ
$19.4B
| $13.2M | 0.04% |
63,750
+54,698
| +604% | +$11M |
|
|
ERF
468
DELISTED
Enerplus Corporation
ERF
| $13.1M | 0.04% |
1,759,912
-51,035
| -3% | -$351K |
|
469
Archer Daniels Midland
ADM
$39.1B
| $12.9M | 0.04% |
314,369
-1,753,389
| -85% | -$69.8M |
|
|
SNP
470
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $12.9M | 0.04% |
219,435
+64,531
| +42% | +$4M |
|
471
PUT
Twilio
TWLO
$42.4B
| $12.9M | 0.04% |
117,000
+79,800
| +215% | +$10.3M |
|
472
PUT
American Airlines Group
AAL
$9.18B
| $12.8M | 0.04% |
474,100
+266,100
| +128% | +$7.79M |
|
473
PUT
PepsiCo
PEP
$176B
| $12.8M | 0.04% |
93,000
-61,100
| -40% | -$8.12M |
|
474
Palo Alto Networks
PANW
$307B
| $12.7M | 0.04% |
+374,280
| New | +$13.2M |
|
475
General Mills
GIS
$18B
| $12.7M | 0.04% |
229,712
+159,774
| +228% | +$8.61M |
|
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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.