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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 | |
|---|---|---|---|---|---|---|
1351
PennantPark Floating Rate Capital
PFLT
$743M
| $2.23M | 0.01% |
192,564
+107,223
| +126% | +$1.24M |
|
1352
PUT
LyondellBasell Industries
LYB
$20.7B
| $2.22M | 0.01% |
+24,800
| New | +$2.02M |
|
1353
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.61B
| $2.22M | 0.01% |
42,000
+3,000
| +8% | +$157K |
|
1354
PUT
Capital One
COF
$134B
| $2.21M | 0.01% |
24,300
+14,000
| +136% | +$1.26M |
|
|
K
1355
DELISTED
Kellanova
K
| $2.21M | 0.01% |
+36,596
| New | +$2.09M |
|
1356
Rambus
RMBS
$10.5B
| $2.21M | 0.01% |
168,335
-213,564
| -56% | -$2.68M |
|
1357
CALL
Public Storage
PSA
$60.7B
| $2.21M | 0.01% |
9,000
+4,800
| +114% | +$1.21M |
|
1358
Expeditors International
EXPD
$23B
| $2.21M | 0.01% |
29,686
-4,818
| -14% | -$353K |
|
1359
TechTarget
TTGT
$271M
| $2.21M | 0.01% |
97,907
-40,833
| -29% | -$938K |
|
1360
Harmonic Inc
HLIT
$1.24B
| $2.19M | 0.01% |
333,289
+68,322
| +26% | +$473K |
|
1361
Guardant Health
GH
$22.2B
| $2.19M | 0.01% |
+34,332
| New | +$3.02M |
|
1362
Comtech Telecommunications
CMTL
$51.8M
| $2.19M | 0.01% |
67,390
+3,681
| +6% | +$105K |
|
|
BCOV
1363
DELISTED
Brightcove, Inc.
BCOV
| $2.18M | 0.01% |
208,224
+67,627
| +48% | +$778K |
|
1364
BioCryst Pharmaceuticals
BCRX
$2.64B
| $2.17M | 0.01% |
758,399
+192,230
| +34% | +$598K |
|
1365
Brown & Brown
BRO
$23.9B
| $2.17M | 0.01% |
60,262
-3,388
| -5% | -$121K |
|
1366
SFL Corp
SFL
$1.54B
| $2.17M | 0.01% |
154,721
-19,830
| -11% | -$266K |
|
|
1367
CALL
Dollar Tree
DLTR
$24.6B
| $2.17M | 0.01% |
19,000
-4,700
| -20% | -$492K |
|
1368
Rigel Pharmaceuticals
RIGL
$785M
| $2.17M | 0.01% |
115,953
-9,945
| -8% | -$205K |
|
|
IRBT
1369
CALL
DELISTED
iRobot
IRBT
| $2.17M | 0.01% |
35,100
+1,300
| +4% | +$93.1K |
|
|
CTRA
1370
CALL
DELISTED
Coterra Energy
CTRA
| $2.16M | 0.01% |
123,000
+91,300
| +288% | +$1.75M |
|
|
CMA
1371
CALL
DELISTED
Comerica
CMA
| $2.16M | 0.01% |
32,700
-14,400
| -31% | -$953K |
|
1372
CALL
Tyson Foods
TSN
$19.9B
| $2.15M | 0.01% |
25,000
+20,000
| +400% | +$1.7M |
|
1373
PUT
Wheaton Precious Metals
WPM
$61B
| $2.15M | 0.01% |
82,100
+57,800
| +238% | +$1.56M |
|
1374
PUT
AvalonBay Communities
AVB
$26B
| $2.15M | 0.01% |
10,000
+6,000
| +150% | +$1.25M |
|
1375
PUT
Marvell Technology
MRVL
$191B
| $2.15M | 0.01% |
86,200
+16,300
| +23% | +$409K |
|
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.