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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 | |
|---|---|---|---|---|---|---|
|
TWTR
101
DELISTED
Twitter, Inc.
TWTR
| $68.8M | 0.23% |
+1,669,510
| New | +$68.2M |
|
102
CALL
Microsoft
MSFT
$3.71T
| $68.8M | 0.23% |
494,600
+394,600
| +395% | +$54.3M |
|
103
PUT
Tesla
TSLA
$1.3T
| $68.7M | 0.23% |
4,276,500
+591,000
| +16% | +$9.25M |
|
104
CoStar Group
CSGP
$12.3B
| $68.6M | 0.23% |
+1,156,980
| New | +$69.3M |
|
105
Allstate
ALL
$67.5B
| $68.6M | 0.23% |
631,395
+49,905
| +9% | +$5.21M |
|
106
Duke Energy
DUK
$97.3B
| $68.5M | 0.23% |
714,065
+490,051
| +219% | +$44.6M |
|
|
BNY
107
Bank of New York Mellon
BNY
$107B
| $67.8M | 0.23% |
1,499,273
-394,427
| -21% | -$17.6M |
|
108
Elevance Health
ELV
$85.5B
| $67M | 0.23% |
279,165
+277,152
| +13,768% | +$75.9M |
|
109
US Foods
USFD
$24B
| $65.9M | 0.22% |
1,602,350
+193,998
| +14% | +$7.49M |
|
110
Cintas
CTAS
$81.3B
| $65.6M | 0.22% |
+978,016
| New | +$62.6M |
|
111
Stanley Black & Decker
SWK
$15.7B
| $65.3M | 0.22% |
452,443
+194,629
| +75% | +$27.5M |
|
112
Paychex
PAYX
$42.7B
| $65M | 0.22% |
+785,407
| New | +$65.3M |
|
113
Oracle
ORCL
$423B
| $64.7M | 0.22% |
1,175,623
-1,745,655
| -60% | -$96.4M |
|
114
Wendy's
WEN
$1.46B
| $64.5M | 0.22% |
3,230,679
+121,069
| +4% | +$2.41M |
|
115
Alcoa
AA
$13.2B
| $64.1M | 0.22% |
3,194,704
-487,469
| -13% | -$10.1M |
|
116
Norwegian Cruise Line
NCLH
$8.84B
| $64.1M | 0.22% |
1,238,228
+534,866
| +76% | +$27.1M |
|
117
PUT
Alphabet (Google) Class A
GOOGL
$4.33T
| $64M | 0.22% |
1,048,000
+510,000
| +95% | +$30.2M |
|
118
TSMC
TSM
$2.18T
| $63.3M | 0.21% |
1,361,863
-79,642
| -6% | -$3.4M |
|
119
HP
HPQ
$27.5B
| $63M | 0.21% |
3,328,804
+537,165
| +19% | +$10.6M |
|
120
ConocoPhillips
COP
$141B
| $62.8M | 0.21% |
1,101,831
-862,680
| -44% | -$49.1M |
|
|
DNKN
121
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $62.2M | 0.21% |
784,095
-60,388
| -7% | -$4.9M |
|
|
AVLR
122
DELISTED
Avalara, Inc.
AVLR
| $61.1M | 0.21% |
908,126
+406,111
| +81% | +$32.8M |
|
123
Okta
OKTA
$25.8B
| $61.1M | 0.21% |
620,491
+358,974
| +137% | +$44.8M |
|
124
Bank of Montreal
BMO
$127B
| $60.9M | 0.21% |
826,109
-240,602
| -23% | -$17.5M |
|
|
125
CALL
Tesla
TSLA
$1.3T
| $60.8M | 0.2% |
3,786,000
-369,000
| -9% | -$5.78M |
|
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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.