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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
631
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 | |
|---|---|---|---|---|---|---|
|
CYBR
926
CALL
DELISTED
CyberArk
CYBR
| $4.42M | 0.01% |
44,300
+36,300
| +454% | +$4.38M |
|
927
Everest Group
EG
$14.2B
| $4.42M | 0.01% |
16,604
-10,828
| -39% | -$2.73M |
|
928
PUT
MongoDB
MDB
$33.1B
| $4.4M | 0.01% |
36,500
+34,500
| +1,725% | +$4.98M |
|
929
PUT
The Kraft Heinz Company
KHC
$28B
| $4.39M | 0.01% |
157,200
+113,900
| +263% | +$3.28M |
|
930
Itron
ITRI
$3.93B
| $4.39M | 0.01% |
59,356
-147,906
| -71% | -$9.95M |
|
931
New Mountain Finance
NMFC
$659M
| $4.39M | 0.01% |
321,999
+156,905
| +95% | +$2.14M |
|
932
CALL
Deere & Co
DE
$186B
| $4.39M | 0.01% |
26,000
+13,900
| +115% | +$2.22M |
|
933
CALL
Domino's
DPZ
$9.66B
| $4.38M | 0.01% |
17,900
-4,500
| -20% | -$1.11M |
|
934
PUT
JD.com
JD
$35.8B
| $4.36M | 0.01% |
154,700
+59,400
| +62% | +$1.79M |
|
935
Kulicke & Soffa
KLIC
$4.77B
| $4.36M | 0.01% |
185,824
+69,864
| +60% | +$1.53M |
|
936
KB Home
KBH
$2.92B
| $4.36M | 0.01% |
+128,289
| New | +$3.59M |
|
|
VER
937
DELISTED
VEREIT, Inc.
VER
| $4.36M | 0.01% |
89,142
+86,399
| +3,150% | +$4.08M |
|
|
ACIA
938
DELISTED
Acacia Communications Inc
ACIA
| $4.36M | 0.01% |
66,589
-389,290
| -85% | -$24.6M |
|
|
COUP
939
PUT
DELISTED
Coupa Software Incorporated
COUP
| $4.35M | 0.01% |
33,600
+26,900
| +401% | +$3.72M |
|
940
Avnet
AVT
$8.46B
| $4.33M | 0.01% |
+97,331
| New | +$4.21M |
|
941
Prospect Capital
PSEC
$1.17B
| $4.33M | 0.01% |
656,407
-22,127
| -3% | -$146K |
|
942
PUT
Wayfair
W
$13.4B
| $4.32M | 0.01% |
38,500
+24,500
| +175% | +$3.13M |
|
943
MACOM Technology Solutions
MTSI
$21.8B
| $4.31M | 0.01% |
200,358
-462,834
| -70% | -$9.04M |
|
|
PRSP
944
DELISTED
Perspecta Inc. Common Stock
PRSP
| $4.3M | 0.01% |
164,787
-171,066
| -51% | -$4.19M |
|
|
PTR
945
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $4.3M | 0.01% |
84,553
+43,245
| +105% | +$2.24M |
|
946
PUT
iShares MSCI EAFE ETF
EFA
$78B
| $4.29M | 0.01% |
65,800
+34,800
| +112% | +$2.24M |
|
|
TMHC
947
DELISTED
Taylor Morrison
TMHC
| $4.29M | 0.01% |
165,323
-16,091
| -9% | -$371K |
|
948
Insmed
INSM
$25.7B
| $4.29M | 0.01% |
242,937
-218,674
| -47% | -$4.22M |
|
949
PUT
iShares MSCI Brazil ETF
EWZ
$8.44B
| $4.28M | 0.01% |
101,600
-117,400
| -54% | -$5.06M |
|
950
Ironwood Pharmaceuticals
IRWD
$682M
| $4.26M | 0.01% |
495,882
+269,297
| +119% | +$2.62M |
|
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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 631 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 631 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.