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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
(-0.59%)
Cap. Flow
+$375M
Cap. Flow
% of AUM
1.26%
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 | 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 | |
|---|---|---|---|---|---|---|
1001
CALL
Honeywell
HON
$76.7B
| $3.88M | 0.01% |
24,297
-16,021
| -40% | -$2.55M |
|
1002
The GEO Group
GEO
$4.1B
| $3.87M | 0.01% |
223,027
-16,140
| -7% | -$289K |
|
1003
PUT
Equinix
EQIX
$103B
| $3.87M | 0.01% |
+6,700
| New | +$3.6M |
|
1004
PUT
Labcorp
LH
$26.2B
| $3.86M | 0.01% |
26,772
+9,312
| +53% | +$1.36M |
|
1005
Constellium
CSTM
$4.1B
| $3.86M | 0.01% |
303,622
+278,925
| +1,129% | +$3.28M |
|
1006
CALL
Petrobras
PBR
$117B
| $3.86M | 0.01% |
266,500
+148,400
| +126% | +$2.18M |
|
|
SRDX
1007
DELISTED
Surmodics
SRDX
| $3.86M | 0.01% |
84,305
-11,904
| -12% | -$519K |
|
1008
Artisan Partners
APAM
$3.07B
| $3.85M | 0.01% |
136,515
-43,860
| -24% | -$1.23M |
|
1009
Ryder
R
$10.1B
| $3.85M | 0.01% |
74,418
-144,200
| -66% | -$7.53M |
|
|
ABMD
1010
CALL
DELISTED
Abiomed Inc
ABMD
| $3.84M | 0.01% |
21,600
+10,600
| +96% | +$2.29M |
|
1011
Standard BioTools
LAB
$309M
| $3.84M | 0.01% |
828,410
+194,525
| +31% | +$1.53M |
|
1012
PUT
Charter Communications
CHTR
$18.3B
| $3.83M | 0.01% |
9,300
+6,900
| +288% | +$2.78M |
|
1013
Gerdau
GGB
$9.4B
| $3.83M | 0.01% |
1,533,294
-1,168,936
| -43% | -$3.12M |
|
1014
CALL
State Street
STT
$51.2B
| $3.81M | 0.01% |
64,400
+48,400
| +303% | +$2.68M |
|
1015
PUT
Whirlpool
WHR
$2.83B
| $3.8M | 0.01% |
24,000
-14,000
| -37% | -$2.01M |
|
1016
CALL
MetLife
MET
$61.6B
| $3.8M | 0.01% |
80,500
+12,800
| +19% | +$610K |
|
1017
Annaly Capital Management
NLY
$17.3B
| $3.8M | 0.01% |
107,850
-1,546,101
| -93% | -$55.7M |
|
1018
CALL
Eli Lilly
LLY
$1.08T
| $3.79M | 0.01% |
33,900
-44,900
| -57% | -$5M |
|
|
HDS
1019
DELISTED
HD Supply Holdings, Inc.
HDS
| $3.79M | 0.01% |
96,762
+89,358
| +1,207% | +$3.5M |
|
1020
PUT
Western Digital
WDC
$152B
| $3.79M | 0.01% |
84,011
-60,593
| -42% | -$2.59M |
|
1021
Performance Food Group
PFGC
$17.8B
| $3.78M | 0.01% |
+82,170
| New | +$3.65M |
|
1022
CALL
Amgen
AMGN
$224B
| $3.77M | 0.01% |
19,500
-24,900
| -56% | -$4.78M |
|
|
GTLS
1023
DELISTED
Chart Industries
GTLS
| $3.76M | 0.01% |
60,288
-44,383
| -42% | -$3.01M |
|
1024
Vale
VALE
$62.7B
| $3.76M | 0.01% |
326,596
+95,673
| +41% | +$1.16M |
|
1025
CALL
Northrop Grumman
NOC
$82.1B
| $3.75M | 0.01% |
10,000
+8,000
| +400% | +$2.83M |
|
Similar funds
VAM
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.