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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
+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
Cap. Flow
+$375M
Cap. Flow %
1.26%
Top 10 Hldgs %
6.87%
Holding
4,025
New
752
Increased
1,384
Reduced
1,238
Closed
632

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
IWD icon
3626
iShares Russell 1000 Value ETF
IWD
$84.2B
-10,500
Closed -$1.34M
IWN icon
3627
iShares Russell 2000 Value ETF
IWN
$14.5B
-2,631
Closed -$317K
IYT icon
3628
iShares US Transportation ETF
IYT
$2.27B
-63,436
Closed -$2.98M
IYT icon
3629
PUT
iShares US Transportation ETF
IYT
$2.27B
-8,000
Closed -$376K
JAZZ icon
3630
Jazz Pharmaceuticals
JAZZ
$16.7B
-78,677
Closed -$10.5M
JBHT icon
3631
JB Hunt Transport Services
JBHT
$25B
-202,057
Closed -$20.8M
JCI icon
3632
Johnson Controls International
JCI
$91.3B
-184,361
Closed -$7.81M
JNPR
3633
PUT
DELISTED
Juniper Networks
JNPR
-11,200
Closed -$298K
JWN
3634
DELISTED
Nordstrom
JWN
-41,192
Closed -$1.26M
KALV
3635
DELISTED
KalVista Pharmaceuticals
KALV
-13,696
Closed -$303K
KBE icon
3636
State Street SPDR S&P Bank ETF
KBE
$1.71B
-75,074
Closed -$3.25M
KBR icon
3637
KBR
KBR
$4.83B
-48,776
Closed -$1.22M
KBWB icon
3638
Invesco KBW Bank ETF
KBWB
$6.75B
-93,800
Closed -$4.73M
KE
3639
Kimball Electronics
KE
$605M
-27,050
Closed -$439K
KMX icon
3640
CALL
CarMax
KMX
$8.34B
-13,000
Closed -$1.13M
KRNY icon
3641
Kearny Financial
KRNY
$595M
-14,666
Closed -$195K
KRO icon
3642
KRONOS Worldwide
KRO
$977M
-10,221
Closed -$157K
KT icon
3643
KT
KT
$8.72B
-173,170
Closed -$2.14M
LBTYA icon
3644
PUT
Liberty Global Class A
LBTYA
$3.46B
-9,500
Closed -$256K
LEA icon
3645
Lear
LEA
$8.05B
-39,919
Closed -$4.85M
LEVI icon
3646
Levi Strauss
LEVI
$9.09B
-841,104
Closed -$17.6M
LFVN icon
3647
LifeVantage
LFVN
$84.3M
-10,288
Closed -$134K
LHX icon
3648
PUT
L3Harris
LHX
$54B
-2,700
Closed -$511K
LIN icon
3649
CALL
Linde
LIN
$227B
-3,000
Closed -$602K
LIN icon
3650
PUT
Linde
LIN
$227B
-4,000
Closed -$803K

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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.