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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

Top Buys

Rank Stock Value
1
CVX icon
Chevron
CVX
+$153M
2
V icon
Visa
V
+$152M
3
PYPL icon
PayPal
PYPL
+$149M
4
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$148M
5
ADP icon
Automatic Data Processing
ADP
+$148M

Top Sells

Rank Stock Value
1
DLTR icon
Dollar Tree
DLTR
+$157M
2
ATVI
Activision Blizzard
ATVI
+$137M
3
WP
Worldpay, Inc.
WP
+$123M
4
YUM icon
Yum! Brands
YUM
+$116M
5
EIX icon
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
WMT icon
26
Walmart Inc
WMT
$890B
$149M 0.5%
3,771,021
-734,391
-16% -$27.7M
AMZN icon
27
CALL
Amazon
AMZN
$2.96T
$149M 0.5%
1,716,000
+1,196,000
+230% +$111M
ADP icon
28
Automatic Data Processing
ADP
$108B
$149M 0.5%
922,540
+893,532
+3,080% +$148M
SU icon
29
Suncor Energy
SU
$70.3B
$147M 0.49%
4,657,291
+73,172
+2% +$2.2M
MMM icon
30
3M
MMM
$94.3B
$147M 0.49%
1,068,264
+442,117
+71% +$61.8M
DAL icon
31
Delta Air Lines
DAL
$60.1B
$146M 0.49%
2,536,739
-427,410
-14% -$25.3M
SYY icon
32
Sysco
SYY
$40.3B
$145M 0.49%
1,823,931
+443,571
+32% +$32.6M
PFE icon
33
Pfizer
PFE
$153B
$144M 0.48%
4,222,058
+2,898,762
+219% +$105M
DG icon
34
Dollar General
DG
$27.9B
$138M 0.46%
866,037
+254,161
+42% +$36.8M
LULU icon
35
lululemon athletica
LULU
$14.6B
$136M 0.46%
704,414
+514,867
+272% +$96.2M
CCL icon
36
Carnival Corporation Ltd
CCL
$39.7B
$134M 0.45%
3,068,320
+1,273,316
+71% +$58.8M
MA icon
37
Mastercard
MA
$493B
$132M 0.45%
487,789
+386,293
+381% +$106M
WBA
38
DELISTED
Walgreens Boots Alliance
WBA
$129M 0.44%
2,338,791
-676,406
-22% -$36.2M
AMAT icon
39
Applied Materials
AMAT
$428B
$127M 0.43%
2,548,360
-44,437
-2% -$2.14M
PEP icon
40
PepsiCo
PEP
$190B
$123M 0.41%
898,181
+458,079
+104% +$60.9M
MRK icon
41
Merck
MRK
$318B
$122M 0.41%
1,518,193
+1,448,091
+2,066% +$116M
GM icon
42
General Motors
GM
$76.8B
$122M 0.41%
3,242,680
+2,081,648
+179% +$80.1M
SBAC icon
43
SBA Communications
SBAC
$19.5B
$118M 0.4%
488,567
-140,949
-22% -$34.9M
BAX icon
44
Baxter International
BAX
$14.2B
$114M 0.38%
1,298,658
+510,663
+65% +$43.6M
PM icon
45
Philip Morris
PM
$295B
$110M 0.37%
1,450,354
+487,580
+51% +$38.6M
KSS icon
46
Kohl's
KSS
$2.19B
$109M 0.37%
+2,193,475
New +$108M
NOW icon
47
ServiceNow
NOW
$129B
$109M 0.37%
2,138,280
-378,620
-15% -$20.6M
UNH icon
48
UnitedHealth
UNH
$370B
$107M 0.36%
492,417
+478,067
+3,331% +$115M
FISV
49
Fiserv Inc
FISV
$27.9B
$105M 0.35%
1,013,683
+58,721
+6% +$5.99M
ITUB icon
50
Itaú Unibanco
ITUB
$87.5B
$104M 0.35%
17,067,440
+6,591,231
+63% +$42.8M
1
2
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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.