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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 | |
|---|---|---|---|---|---|---|
1026
PUT
NXP Semiconductors
NXPI
$59.2B
| $3.74M | 0.01% |
34,300
+30,300
| +758% | +$3.09M |
|
|
X
1027
CALL
DELISTED
US Steel
X
| $3.74M | 0.01% |
323,500
+120,100
| +59% | +$1.55M |
|
1028
PUT
Goldman Sachs
GS
$302B
| $3.73M | 0.01% |
18,000
-102,000
| -85% | -$21.3M |
|
1029
CALL
Under Armour
UAA
$2.32B
| $3.72M | 0.01% |
186,700
+161,800
| +650% | +$3.57M |
|
1030
CALL
JD.com
JD
$43B
| $3.71M | 0.01% |
131,600
+27,900
| +27% | +$843K |
|
1031
Allison Transmission
ALSN
$10.4B
| $3.7M | 0.01% |
78,588
-362,850
| -82% | -$16.5M |
|
1032
CALL
Constellation Brands
STZ
$22.6B
| $3.69M | 0.01% |
17,800
+8,800
| +98% | +$1.77M |
|
1033
CALL
Prudential Financial
PRU
$42.3B
| $3.69M | 0.01% |
41,000
+13,900
| +51% | +$1.26M |
|
1034
PUT
Expedia Group
EXPE
$38.8B
| $3.68M | 0.01% |
27,400
+6,200
| +29% | +$819K |
|
1035
Agios Pharmaceuticals
AGIO
$1.98B
| $3.67M | 0.01% |
113,306
+55,866
| +97% | +$2.31M |
|
1036
Revolve Group
RVLV
$1.71B
| $3.67M | 0.01% |
157,032
+62,272
| +66% | +$1.78M |
|
1037
Qorvo
QRVO
$8.53B
| $3.67M | 0.01% |
+49,428
| New | +$3.59M |
|
1038
CALL
Kinder Morgan
KMI
$70.4B
| $3.65M | 0.01% |
176,900
+4,200
| +2% | +$86.2K |
|
1039
PUT
Northrop Grumman
NOC
$81.8B
| $3.63M | 0.01% |
9,700
+7,700
| +385% | +$2.73M |
|
1040
Clorox
CLX
$13B
| $3.63M | 0.01% |
+23,926
| New | +$3.78M |
|
|
WAIR
1041
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $3.63M | 0.01% |
329,910
+75,302
| +30% | +$817K |
|
1042
Hercules Capital
HTGC
$3.13B
| $3.63M | 0.01% |
271,544
-110,775
| -29% | -$1.45M |
|
1043
PUT
Centene
CNC
$32.4B
| $3.62M | 0.01% |
83,600
+8,100
| +11% | +$394K |
|
1044
PUT
Cboe Global Markets
CBOE
$29.6B
| $3.61M | 0.01% |
31,400
+16,400
| +109% | +$1.9M |
|
|
CUTR
1045
DELISTED
Cutera, Inc.
CUTR
| $3.6M | 0.01% |
122,993
-43,070
| -26% | -$1.18M |
|
1046
PUT
PNC Financial Services
PNC
$101B
| $3.59M | 0.01% |
25,600
-11,600
| -31% | -$1.57M |
|
|
LSI
1047
DELISTED
Life Storage, Inc.
LSI
| $3.59M | 0.01% |
+51,048
| New | +$3.47M |
|
1048
PUT
Phillips 66
PSX
$89B
| $3.58M | 0.01% |
35,000
+2,000
| +6% | +$200K |
|
|
CRCM
1049
DELISTED
CARE.COM, INC.
CRCM
| $3.57M | 0.01% |
342,045
+18,493
| +6% | +$190K |
|
|
TIF
1050
CALL
DELISTED
Tiffany & Co.
TIF
| $3.57M | 0.01% |
38,500
+11,900
| +45% | +$1.07M |
|
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.