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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 | |
|---|---|---|---|---|---|---|
826
PUT
Medtronic
MDT
$113B
| $5.34M | 0.02% |
49,200
-4,000
| -8% | -$417K |
|
827
PUT
Morgan Stanley
MS
$308B
| $5.32M | 0.02% |
124,700
-96,400
| -44% | -$4.12M |
|
828
Diodes
DIOD
$4.41B
| $5.32M | 0.02% |
132,503
-20,769
| -14% | -$803K |
|
829
PUT
Dominion Energy
D
$53.4B
| $5.32M | 0.02% |
65,600
+56,600
| +629% | +$4.38M |
|
830
Imperial Oil
IMO
$59.4B
| $5.3M | 0.02% |
203,527
-169,535
| -45% | -$4.47M |
|
831
PUT
Southern Company
SO
$95.3B
| $5.29M | 0.02% |
85,700
+38,500
| +82% | +$2.23M |
|
832
Ross Stores
ROST
$75.4B
| $5.29M | 0.02% |
+48,176
| New | +$5.08M |
|
833
CALL
Philip Morris
PM
$297B
| $5.28M | 0.02% |
69,500
-12,000
| -15% | -$951K |
|
|
SPLK
834
PUT
DELISTED
Splunk Inc
SPLK
| $5.26M | 0.02% |
44,600
+21,400
| +92% | +$2.67M |
|
835
Teva Pharmaceutical Industries Limited
TEVA
$45.7B
| $5.25M | 0.02% |
763,848
+752,948
| +6,908% | +$5.77M |
|
836
CALL
iShares MSCI EAFE ETF
EFA
$78B
| $5.22M | 0.02% |
80,000
+53,000
| +196% | +$3.42M |
|
837
Simply Good Foods
SMPL
$849M
| $5.21M | 0.02% |
+179,637
| New | +$5.01M |
|
|
SPLK
838
CALL
DELISTED
Splunk Inc
SPLK
| $5.19M | 0.02% |
44,000
+27,000
| +159% | +$3.37M |
|
839
1-800-Flowers.com
FLWS
$172M
| $5.18M | 0.02% |
350,469
+110,221
| +46% | +$1.91M |
|
840
Brunswick
BC
$4.35B
| $5.18M | 0.02% |
+99,316
| New | +$4.74M |
|
|
TWTR
841
CALL
DELISTED
Twitter, Inc.
TWTR
| $5.15M | 0.02% |
125,100
+29,600
| +31% | +$1.21M |
|
|
MCRN
842
DELISTED
Milacron Holdings Corp.
MCRN
| $5.15M | 0.02% |
309,068
+129,730
| +72% | +$2.09M |
|
843
Ryman Hospitality Properties
RHP
$8.38B
| $5.15M | 0.02% |
62,916
+13,894
| +28% | +$1.1M |
|
844
CALL
Abbott
ABT
$175B
| $5.12M | 0.02% |
61,200
+12,800
| +26% | +$1.09M |
|
845
Ryanair
RYAAY
$28.7B
| $5.12M | 0.02% |
192,850
-475,613
| -71% | -$11.8M |
|
|
B
846
CALL
Barrick Mining
B
$70.6B
| $5.11M | 0.02% |
295,000
+183,600
| +165% | +$3.24M |
|
847
IAMGOLD
IAG
$11.2B
| $5.11M | 0.02% |
1,497,898
-648,889
| -30% | -$2.33M |
|
|
VMW
848
PUT
DELISTED
VMware, Inc
VMW
| $5.1M | 0.02% |
34,000
+29,300
| +623% | +$4.61M |
|
849
Viasat
VSAT
$10.1B
| $5.08M | 0.02% |
67,384
-153,388
| -69% | -$12.2M |
|
|
FSCT
850
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
| $5.07M | 0.02% |
133,679
-148,467
| -53% | -$5.42M |
|
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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.