We are live on
!
Find out more
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
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 | 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 | |
|---|---|---|---|---|---|---|
51
Veeva Systems
VEEV
$45.4B
| $103M | 0.35% |
671,919
-43,610
| -6% | -$7M |
|
52
VF Corp
VFC
$5.56B
| $102M | 0.34% |
1,141,897
-525,503
| -32% | -$44.9M |
|
53
Valero Energy
VLO
$111B
| $100M | 0.34% |
1,177,580
+813,831
| +224% | +$65.8M |
|
54
Bristol-Myers Squibb
BMY
$128B
| $98.7M | 0.33% |
1,947,073
-846,469
| -30% | -$39.8M |
|
55
Rio Tinto
RIO
$154B
| $97.7M | 0.33% |
1,875,303
-30,987
| -2% | -$1.68M |
|
|
RTN
56
DELISTED
Raytheon Company
RTN
| $97.6M | 0.33% |
497,589
-10,702
| -2% | -$1.98M |
|
57
EOG Resources
EOG
$73.6B
| $97.1M | 0.33% |
1,308,553
+748,582
| +134% | +$60.7M |
|
58
State Street Consumer Staples Select Sector SPDR ETF
XLP
$13.8B
| $96.4M | 0.32% |
1,569,353
-686,585
| -30% | -$41.3M |
|
59
Intel
INTC
$650B
| $95.8M | 0.32% |
1,858,466
+1,780,620
| +2,287% | +$87.6M |
|
60
RTX Corp
RTX
$255B
| $95.4M | 0.32% |
1,110,523
+169,115
| +18% | +$14M |
|
61
Lockheed Martin
LMT
$120B
| $92.5M | 0.31% |
237,255
-90,457
| -28% | -$34M |
|
62
Occidental Petroleum
OXY
$56.8B
| $91.6M | 0.31% |
2,060,443
-1,350,504
| -40% | -$63.8M |
|
63
MetLife
MET
$62.1B
| $91.6M | 0.31% |
1,942,210
+486,075
| +33% | +$23.2M |
|
64
iShares Core S&P 500 ETF
IVV
$848B
| $90.7M | 0.31% |
303,700
+236,300
| +351% | +$70.2M |
|
65
Baidu
BIDU
$29.8B
| $90.1M | 0.3% |
877,146
+632,628
| +259% | +$68M |
|
66
iShares MSCI USA Min Vol Factor ETF
USMV
$23.6B
| $89.7M | 0.3% |
1,400,000
+900,100
| +180% | +$57M |
|
67
L3Harris
LHX
$44.3B
| $89.7M | 0.3% |
430,092
+329,425
| +327% | +$67.4M |
|
68
MGM Resorts International
MGM
$8.2B
| $88.5M | 0.3% |
3,191,618
-521,404
| -14% | -$15M |
|
69
Vertex Pharmaceuticals
VRTX
$133B
| $86.9M | 0.29% |
512,635
+95,464
| +23% | +$16.9M |
|
70
Ally Financial
ALLY
$11.8B
| $85.4M | 0.29% |
2,574,502
+413,672
| +19% | +$13.4M |
|
71
SLB Ltd
SLB
$76.5B
| $85.3M | 0.29% |
2,496,991
-613,748
| -20% | -$22.4M |
|
72
GSK
GSK
$98.7B
| $84.3M | 0.28% |
1,580,850
+484,939
| +44% | +$24.9M |
|
|
73
Yum! Brands
YUM
$37.8B
| $83M | 0.28% |
731,584
-1,015,105
| -58% | -$116M |
|
74
Manulife Financial
MFC
$72.7B
| $82.6M | 0.28% |
4,498,863
-95,582
| -2% | -$1.69M |
|
|
ZAYO
75
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $81.9M | 0.28% |
2,416,517
+1,066,613
| +79% | +$35.9M |
|
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 632 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 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.