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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 | |
|---|---|---|---|---|---|---|
|
VAR
1526
CALL
DELISTED
Varian Medical Systems, Inc.
VAR
| $1.8M | 0.01% |
15,100
+12,900
| +586% | +$1.53M |
|
1527
CALL
McCormick & Company Non-Voting
MKC
$12.9B
| $1.8M | 0.01% |
+23,000
| New | +$1.85M |
|
|
EGOV
1528
DELISTED
NIC Inc
EGOV
| $1.79M | 0.01% |
86,891
-113,139
| -57% | -$2.21M |
|
|
RFP
1529
DELISTED
Resolute Forest Products Inc.
RFP
| $1.79M | 0.01% |
381,468
-84,393
| -18% | -$460K |
|
|
XLNX
1530
PUT
DELISTED
Xilinx Inc
XLNX
| $1.79M | 0.01% |
+18,700
| New | +$2.05M |
|
1531
Deluxe
DLX
$1.12B
| $1.79M | 0.01% |
36,413
-179,890
| -83% | -$8.02M |
|
1532
PUT
International Paper
IP
$18.5B
| $1.79M | 0.01% |
45,197
+36,327
| +410% | +$1.42M |
|
1533
PUT
Cracker Barrel
CBRL
$1.16B
| $1.79M | 0.01% |
11,000
-1,300
| -11% | -$219K |
|
1534
Qualys
QLYS
$5.97B
| $1.79M | 0.01% |
23,669
+17,805
| +304% | +$1.48M |
|
1535
WhiteHorse Finance
WHF
$151M
| $1.78M | 0.01% |
127,849
-37,340
| -23% | -$510K |
|
1536
TransAlta
TAC
$3.65B
| $1.78M | 0.01% |
273,424
+193,823
| +243% | +$1.23M |
|
1537
PUT
Shake Shack
SHAK
$2.24B
| $1.77M | 0.01% |
18,100
-2,100
| -10% | -$185K |
|
|
VSTO
1538
DELISTED
Vista Outdoor Inc.
VSTO
| $1.77M | 0.01% |
286,833
+33,610
| +13% | +$221K |
|
1539
CALL
VanEck Gold Miners ETF
GDX
$27.6B
| $1.77M | 0.01% |
66,300
-32,700
| -33% | -$915K |
|
|
TIVO
1540
DELISTED
Tivo Inc
TIVO
| $1.77M | 0.01% |
232,492
-291,504
| -56% | -$2.23M |
|
1541
CALL
Goodyear
GT
$1.48B
| $1.77M | 0.01% |
122,800
+47,800
| +64% | +$637K |
|
1542
PUT
Archer Daniels Midland
ADM
$39.1B
| $1.77M | 0.01% |
43,000
+20,900
| +95% | +$832K |
|
1543
PUT
Fortinet
FTNT
$127B
| $1.76M | 0.01% |
115,000
+60,000
| +109% | +$974K |
|
|
1544
CALL
Archer Daniels Midland
ADM
$39.1B
| $1.76M | 0.01% |
42,900
+21,200
| +98% | +$844K |
|
1545
Resources Connection
RGP
$130M
| $1.76M | 0.01% |
103,656
+45,673
| +79% | +$768K |
|
1546
PUT
WEC Energy
WEC
$33.1B
| $1.76M | 0.01% |
18,500
+9,500
| +106% | +$856K |
|
1547
CALL
Dollar General
DG
$27.5B
| $1.75M | 0.01% |
11,000
+4,000
| +57% | +$579K |
|
|
BIG
1548
PUT
DELISTED
Big Lots, Inc.
BIG
| $1.75M | 0.01% |
71,300
+12,700
| +22% | +$302K |
|
1549
Chesapeake Utilities
CPK
$3.1B
| $1.75M | 0.01% |
18,321
+12,677
| +225% | +$1.19M |
|
1550
Unifirst Corp
UNF
$4.69B
| $1.74M | 0.01% |
8,938
-12,683
| -59% | -$2.46M |
|
Similar funds
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.