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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
+9.48%
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
$28.2B
AUM Growth
+$7.98B
Cap. Flow
+$6.48B
Cap. Flow %
23.02%
Top 10 Hldgs %
9.24%
Holding
3,787
New
904
Increased
1,230
Reduced
870
Closed
772

Top Buys

Rank Stock Value
1
COST icon
Costco
COST
+$241M
2
PYPL icon
PayPal
PYPL
+$229M
3
MCD icon
McDonald's
MCD
+$220M
4
CSCO icon
Cisco
CSCO
+$216M
5
WMT icon
Walmart Inc
WMT
+$216M

Top Sells

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$284M
2
TSLA icon
Tesla
TSLA
+$252M
3
PG icon
Procter & Gamble
PG
+$215M
4
CHTR icon
Charter Communications
CHTR
+$202M
5
QCOM icon
Qualcomm
QCOM
+$183M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 14.8%
2 Technology 14.33%
3 Healthcare 10.23%
4 Financials 9.44%
5 Consumer Staples 9.08%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
USMV icon
51
iShares MSCI USA Min Vol Factor ETF
USMV
$24B
$116M 0.41%
1,821,100
+1,439,700
+377% +$91.4M
BAC icon
52
Bank of America
BAC
$440B
$114M 0.4%
4,714,095
+1,337,981
+40% +$33.3M
DUK icon
53
Duke Energy
DUK
$96.9B
$113M 0.4%
1,272,327
+259,320
+26% +$21.4M
SLB icon
54
SLB Ltd
SLB
$73.2B
$110M 0.39%
7,097,045
+5,230,741
+280% +$97.3M
WDAY icon
55
Workday
WDAY
$40.8B
$110M 0.39%
511,427
+327,727
+178% +$64.8M
WM icon
56
Waste Management
WM
$90.5B
$106M 0.37%
933,193
+380,428
+69% +$42M
BBWI icon
57
Bath & Body Works
BBWI
$4.23B
$100M 0.36%
+3,905,392
New +$79.8M
TSLA icon
58
Tesla
TSLA
$1.29T
$99.1M 0.35%
692,946
-2,133,129
-75% -$252M
GRUB
59
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$99M 0.35%
684,199
+73,833
+12% +$10.6M
UNH icon
60
UnitedHealth
UNH
$370B
$98M 0.35%
314,173
-85,645
-21% -$26.3M
CME icon
61
CME Group
CME
$95.7B
$97.1M 0.34%
580,302
-6,459
-1% -$1.09M
XLU icon
62
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$96.1M 0.34%
3,236,200
+1,930,542
+148% +$57.3M
WEN icon
63
Wendy's
WEN
$1.43B
$95M 0.34%
4,259,039
+3,186,123
+297% +$70.2M
MXIM
64
DELISTED
Maxim Integrated Products
MXIM
$93.9M 0.33%
1,389,390
+1,283,481
+1,212% +$86.9M
BA icon
65
Boeing
BA
$185B
$93.3M 0.33%
564,466
+557,651
+8,183% +$95M
XLNX
66
DELISTED
Xilinx Inc
XLNX
$92M 0.33%
882,692
+597,164
+209% +$61.3M
EOG icon
67
EOG Resources
EOG
$77.6B
$91.6M 0.33%
2,548,969
+2,061,751
+423% +$92.5M
RH icon
68
RH
RH
$3.29B
$89.7M 0.32%
234,560
+13,734
+6% +$4.33M
CP icon
69
Canadian Pacific Kansas City
CP
$79.7B
$89M 0.32%
1,461,515
+988,095
+209% +$56.4M
HRL icon
70
Hormel Foods
HRL
$13.9B
$88.7M 0.31%
1,814,573
+762,851
+73% +$38.3M
WTW icon
71
Willis Towers Watson
WTW
$31.7B
$87.6M 0.31%
419,356
+335,096
+398% +$68.4M
ADI icon
72
Analog Devices
ADI
$185B
$84.6M 0.3%
+724,954
New +$84.9M
LMT icon
73
Lockheed Martin
LMT
$135B
$84.1M 0.3%
219,359
-150,968
-41% -$57.6M
KO icon
74
Coca-Cola
KO
$374B
$83.6M 0.3%
1,693,492
-279,058
-14% -$13.4M
T icon
75
AT&T
T
$160B
$81.8M 0.29%
3,799,033
+476,468
+14% +$10.6M
1 2
3
4 5

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Two Sigma Investments's Q3 2020 Portfolio in Review

As of Q3 2020, Two Sigma Investments held 3,787 positions worth $28.2B, up 40% from $20.2B the previous quarter. Its ten largest holdings account for 9.2% of the portfolio.

Two Sigma Investments deployed $6.48B of net new capital in Q3 2020, opening 904 new positions and adding to 1,230 existing holdings. Its largest new stake was Costco: 716,888 shares worth $254M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was Tesla, an estimated $252M trimmed.

  • Two Sigma Investments's largest Q3 2020 buy was Costco: 716,888 shares worth $254M.
  • Two Sigma Investments added most to Cisco in Q3 2020, an estimated $216M increase.
  • Two Sigma Investments's biggest Q3 2020 reduction was Tesla, cutting an estimated $252M.
  • Two Sigma Investments fully exited Amazon in Q3 2020, selling an estimated $284M.
  • Two Sigma Investments's ten largest holdings make up 9.2% of its $28.2B portfolio in Q3 2020.
  • Two Sigma Investments opened 904 new positions and closed 772 in Q3 2020.
  • Two Sigma Investments's portfolio value rose 40% quarter-over-quarter to $28.2B.

Based on Two Sigma Investments's 13F filing for Q3 2020, filed 16 Nov 2020.