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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
SPY icon
1
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$238M 0.8%
802,251
+195,161
+32% +$57.7M
XLY icon
2
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.8B
$212M 0.71%
3,510,132
-82,888
-2% -$5M
HD icon
3
Home Depot
HD
$355B
$208M 0.7%
895,679
+136,536
+18% +$29.8M
QQQ icon
4
Invesco QQQ Trust
QQQ
$481B
$206M 0.69%
1,093,280
+451,012
+70% +$85.5M
MCD icon
5
McDonald's
MCD
$195B
$206M 0.69%
957,604
-147,516
-13% -$31.6M
AMZN icon
6
Amazon
AMZN
$2.96T
$204M 0.69%
2,346,920
+119,580
+5% +$11.1M
JNJ icon
7
Johnson & Johnson
JNJ
$625B
$199M 0.67%
1,541,081
+259,313
+20% +$34.2M
SBUX icon
8
Starbucks
SBUX
$120B
$195M 0.66%
2,205,195
-417,483
-16% -$38.7M
V icon
9
Visa
V
$677B
$187M 0.63%
1,087,720
+850,609
+359% +$152M
EBAY icon
10
eBay
EBAY
$49.8B
$187M 0.63%
4,798,220
-579,261
-11% -$23.2M
QSR icon
11
Restaurant Brands International
QSR
$25.8B
$185M 0.62%
2,600,997
+1,049,150
+68% +$77.4M
ABBV icon
12
AbbVie
ABBV
$435B
$180M 0.61%
2,375,704
+464,722
+24% +$31.9M
ADSK icon
13
Autodesk
ADSK
$52.6B
$177M 0.6%
1,200,171
+126,488
+12% +$19.7M
CVX icon
14
Chevron
CVX
$366B
$176M 0.59%
1,481,379
+1,260,872
+572% +$153M
MO icon
15
Altria Group
MO
$114B
$175M 0.59%
4,285,490
+2,008,511
+88% +$92.4M
QCOM icon
16
Qualcomm
QCOM
$176B
$173M 0.58%
2,274,170
+304,327
+15% +$22.9M
LOW icon
17
Lowe's Companies
LOW
$125B
$172M 0.58%
1,562,476
+1,313,266
+527% +$139M
PYPL icon
18
PayPal
PYPL
$50.5B
$171M 0.57%
1,645,934
+1,352,004
+460% +$149M
COST icon
19
Costco
COST
$420B
$166M 0.56%
575,850
-88,656
-13% -$24.9M
DIA icon
20
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.5B
$159M 0.53%
590,438
+84,753
+17% +$22.6M
AMZN icon
21
PUT
Amazon
AMZN
$2.96T
$156M 0.53%
1,800,000
+1,102,000
+158% +$102M
CSCO icon
22
Cisco
CSCO
$479B
$155M 0.52%
3,138,242
+941,202
+43% +$48.9M
UNP icon
23
Union Pacific
UNP
$174B
$153M 0.52%
945,913
-37,225
-4% -$6.26M
LRCX icon
24
Lam Research
LRCX
$390B
$152M 0.51%
6,580,240
+4,071,560
+162% +$85.5M
XLV icon
25
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
$151M 0.51%
1,673,797
+1,619,505
+2,983% +$148M
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.