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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
VEEV icon
51
Veeva Systems
VEEV
$37.4B
$103M 0.35%
671,919
-43,610
-6% -$7M
VFC icon
52
VF Corp
VFC
$5.89B
$102M 0.34%
1,141,897
-525,503
-32% -$44.9M
VLO icon
53
Valero Energy
VLO
$85.9B
$100M 0.34%
1,177,580
+813,831
+224% +$65.8M
BMY icon
54
Bristol-Myers Squibb
BMY
$132B
$98.7M 0.33%
1,947,073
-846,469
-30% -$39.8M
RIO icon
55
Rio Tinto
RIO
$164B
$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
EOG icon
57
EOG Resources
EOG
$70.7B
$97.1M 0.33%
1,308,553
+748,582
+134% +$60.7M
XLP icon
58
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.7B
$96.4M 0.32%
1,569,353
-686,585
-30% -$41.3M
INTC icon
59
Intel
INTC
$513B
$95.8M 0.32%
1,858,466
+1,780,620
+2,287% +$87.6M
RTX icon
60
RTX Corp
RTX
$301B
$95.4M 0.32%
1,110,523
+169,115
+18% +$14M
LMT icon
61
Lockheed Martin
LMT
$136B
$92.5M 0.31%
237,255
-90,457
-28% -$34M
OXY icon
62
Occidental Petroleum
OXY
$55.9B
$91.6M 0.31%
2,060,443
-1,350,504
-40% -$63.8M
MET icon
63
MetLife
MET
$62.1B
$91.6M 0.31%
1,942,210
+486,075
+33% +$23.2M
IVV icon
64
iShares Core S&P 500 ETF
IVV
$904B
$90.7M 0.31%
303,700
+236,300
+351% +$70.2M
BIDU icon
65
Baidu
BIDU
$37.2B
$90.1M 0.3%
877,146
+632,628
+259% +$68M
USMV icon
66
iShares MSCI USA Min Vol Factor ETF
USMV
$24.4B
$89.7M 0.3%
1,400,000
+900,100
+180% +$57M
LHX icon
67
L3Harris
LHX
$53.4B
$89.7M 0.3%
430,092
+329,425
+327% +$67.4M
MGM icon
68
MGM Resorts International
MGM
$11.2B
$88.5M 0.3%
3,191,618
-521,404
-14% -$15M
VRTX icon
69
Vertex Pharmaceuticals
VRTX
$126B
$86.9M 0.29%
512,635
+95,464
+23% +$16.9M
ALLY icon
70
Ally Financial
ALLY
$13.3B
$85.4M 0.29%
2,574,502
+413,672
+19% +$13.4M
SLB icon
71
SLB Ltd
SLB
$75B
$85.3M 0.29%
2,496,991
-613,748
-20% -$22.4M
GSK icon
72
GSK
GSK
$106B
$84.3M 0.28%
1,580,850
+484,939
+44% +$24.9M
YUM icon
73
Yum! Brands
YUM
$41.1B
$83M 0.28%
731,584
-1,015,105
-58% -$116M
MFC icon
74
Manulife Financial
MFC
$73.5B
$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
1 2
3
4 5

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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.