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Two Sigma Investments

Two Sigma Investments Portfolio holdings

AUM $124B
1-Year Est. Return 33.93%
This Fund
S&P 500
This Quarter Est. Return
-4.03%
1 Year Est. Return
+33.93%
3 Year Est. Return
+96.56%
5 Year Est. Return
+105.93%
10 Year Est. Return
+538.83%
AUM
$29.4B
AUM Growth
-$873M
Cap. Flow
+$534M
Cap. Flow %
1.81%
Top 10 Hldgs %
8.87%
Holding
3,036
New
582
Increased
766
Reduced
960
Closed
600

Top Buys

Rank Stock Value
1
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$244M
2
ENPH icon
Enphase Energy
ENPH
+$229M
3
GSK icon
GSK
GSK
+$223M
4
ACN icon
Accenture
ACN
+$209M
5
C icon
Citigroup
C
+$209M

Top Sells

Rank Stock Value
1
NFLX icon
Netflix
NFLX
+$294M
2
AMZN icon
Amazon
AMZN
+$272M
3
PYPL icon
PayPal
PYPL
+$271M
4
BAC icon
Bank of America
BAC
+$225M
5
AVGOP
Broadcom Inc. 8.00% Mandatory Convertible Preferred Stock, Series A
AVGOP
+$212M

Sector Composition

Rank Sector Weight
1 Technology 21.48%
2 Healthcare 13.67%
3 Financials 9.64%
4 Industrials 8.71%
5 Consumer Discretionary 6.69%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LI icon
151
Li Auto
LI
$13.4B
$48M 0.16%
2,085,926
-1,492,106
-42% -$46.5M
MT icon
152
ArcelorMittal
MT
$56.7B
$47.6M 0.16%
2,392,087
+825,488
+53% +$18.9M
ROP icon
153
Roper Technologies
ROP
$38.8B
$47.5M 0.16%
132,100
+79,271
+150% +$32.3M
KRTX
154
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
$47.2M 0.16%
+209,962
New +$42.5M
TREX icon
155
Trex
TREX
$4.89B
$47.2M 0.16%
1,073,516
+420,987
+65% +$22.5M
NSC icon
156
Norfolk Southern
NSC
$76.7B
$47.1M 0.16%
224,725
-415,436
-65% -$99.9M
ADC icon
157
Agree Realty
ADC
$9.49B
$47.1M 0.16%
696,231
+362,085
+108% +$27.2M
GRMN
158
Garmin
GRMN
$59.3B
$46.3M 0.16%
577,122
+261,829
+83% +$24.7M
DOV icon
159
Dover
DOV
$28.3B
$46.2M 0.16%
396,663
+65,355
+20% +$8.34M
CVS icon
160
CVS Health
CVS
$133B
$46.1M 0.16%
483,673
-974,122
-67% -$96.4M
AAL icon
161
American Airlines Group
AAL
$11B
$45.6M 0.16%
3,790,513
+929,432
+32% +$13M
TDOC icon
162
Teladoc Health
TDOC
$1.22B
$45.5M 0.15%
1,795,246
-724,617
-29% -$25.4M
GFLU
163
DELISTED
GFL Environmental Inc. Tangible Equity Units
GFLU
$44.5M 0.15%
769,154
+160,000
+26% +$10.1M
AAL icon
164
PUT
American Airlines Group
AAL
$11B
$43.4M 0.15%
3,607,600
+1,457,000
+68% +$20.3M
ALNY icon
165
Alnylam Pharmaceuticals
ALNY
$29.3B
$43.4M 0.15%
+216,712
New +$41.3M
BE icon
166
Bloom Energy
BE
$67.2B
$43.4M 0.15%
2,169,510
+1,641,938
+311% +$37M
AZN icon
167
AstraZeneca
AZN
$241B
$43.3M 0.15%
394,912
+334,673
+556% +$42.5M
RCL icon
168
PUT
Royal Caribbean
RCL
$87.1B
$43.2M 0.15%
1,139,900
+389,900
+52% +$15.8M
ITW icon
169
Illinois Tool Works
ITW
$84.9B
$43.1M 0.15%
238,606
-25,757
-10% -$5.08M
DASH icon
170
DoorDash
DASH
$88.2B
$43M 0.15%
870,033
+563,688
+184% +$37.7M
VRN
171
DELISTED
Veren
VRN
$42.8M 0.15%
6,954,671
-3,201,138
-32% -$22.8M
TEVA icon
172
Teva Pharmaceuticals
TEVA
$40.1B
$42.6M 0.14%
5,283,501
+4,627,252
+705% +$40.9M
STNG icon
173
PUT
Scorpio Tankers
STNG
$3.83B
$41.8M 0.14%
993,900
+100,000
+11% +$3.98M
GFI icon
174
Gold Fields
GFI
$30.5B
$41.7M 0.14%
5,155,224
+726,490
+16% +$6.25M
CRK icon
175
Comstock Resources
CRK
$3.91B
$41.5M 0.14%
2,400,801
-547,169
-19% -$9.06M
5 6
7
8 9

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Two Sigma Investments's Q3 2022 Portfolio in Review

As of Q3 2022, Two Sigma Investments held 3,036 positions worth $29.4B, down 2.9% from $30.3B the previous quarter. Its ten largest holdings account for 8.9% of the portfolio.

Two Sigma Investments's Q3 2022 filing shows 582 new, 766 increased, 960 reduced and 600 closed positions. Its largest new stake was Alphabet (Google) Class A: 2,198,196 shares worth $210M. The largest sale was Netflix, an estimated $294M.

By sector, the portfolio is most concentrated in Technology at 21% of assets, up from 19% a quarter earlier, followed by Healthcare and Financials.

  • Two Sigma Investments's largest Q3 2022 buy was Alphabet (Google) Class A: 2,198,196 shares worth $210M.
  • Two Sigma Investments added most to GSK in Q3 2022, an estimated $223M increase.
  • Two Sigma Investments's biggest Q3 2022 reduction was Netflix, cutting an estimated $294M.
  • Two Sigma Investments fully exited Bank of America in Q3 2022, selling an estimated $225M.
  • Two Sigma Investments's ten largest holdings make up 8.9% of its $29.4B portfolio in Q3 2022.
  • Two Sigma Investments opened 582 new positions and closed 600 in Q3 2022.
  • Two Sigma Investments's portfolio value fell 2.9% quarter-over-quarter to $29.4B.

Based on Two Sigma Investments's 13F filing for Q3 2022, filed 14 Nov 2022.