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 | |
|---|---|---|---|---|---|---|
1
State Street SPDR S&P 500 ETF Trust
SPY
$796B
| $238M | 0.8% |
802,251
+195,161
| +32% | +$57.7M |
|
2
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.6B
| $212M | 0.71% |
3,510,132
-82,888
| -2% | -$5M |
|
3
Home Depot
HD
$293B
| $208M | 0.7% |
895,679
+136,536
| +18% | +$29.8M |
|
4
Invesco QQQ Trust
QQQ
$502B
| $206M | 0.69% |
1,093,280
+451,012
| +70% | +$85.5M |
|
5
McDonald's
MCD
$167B
| $206M | 0.69% |
957,604
-147,516
| -13% | -$31.6M |
|
6
Amazon
AMZN
$2.69T
| $204M | 0.69% |
2,346,920
+119,580
| +5% | +$11.1M |
|
7
Johnson & Johnson
JNJ
$654B
| $199M | 0.67% |
1,541,081
+259,313
| +20% | +$34.2M |
|
8
Starbucks
SBUX
$108B
| $195M | 0.66% |
2,205,195
-417,483
| -16% | -$38.7M |
|
|
9
Visa
V
$690B
| $187M | 0.63% |
1,087,720
+850,609
| +359% | +$152M |
|
10
eBay
EBAY
$48B
| $187M | 0.63% |
4,798,220
-579,261
| -11% | -$23.2M |
|
11
Restaurant Brands International
QSR
$25B
| $185M | 0.62% |
2,600,997
+1,049,150
| +68% | +$77.4M |
|
12
AbbVie
ABBV
$467B
| $180M | 0.61% |
2,375,704
+464,722
| +24% | +$31.9M |
|
13
Autodesk
ADSK
$43.8B
| $177M | 0.6% |
1,200,171
+126,488
| +12% | +$19.7M |
|
|
14
Chevron
CVX
$401B
| $176M | 0.59% |
1,481,379
+1,260,872
| +572% | +$153M |
|
15
Altria Group
MO
$115B
| $175M | 0.59% |
4,285,490
+2,008,511
| +88% | +$92.4M |
|
16
Qualcomm
QCOM
$216B
| $173M | 0.58% |
2,274,170
+304,327
| +15% | +$22.9M |
|
17
Lowe's Companies
LOW
$106B
| $172M | 0.58% |
1,562,476
+1,313,266
| +527% | +$139M |
|
|
18
PayPal
PYPL
$47.1B
| $171M | 0.57% |
1,645,934
+1,352,004
| +460% | +$149M |
|
19
Costco
COST
$409B
| $166M | 0.56% |
575,850
-88,656
| -13% | -$24.9M |
|
20
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.2B
| $159M | 0.53% |
590,438
+84,753
| +17% | +$22.6M |
|
|
21
PUT
Amazon
AMZN
$2.69T
| $156M | 0.53% |
1,800,000
+1,102,000
| +158% | +$102M |
|
22
Cisco
CSCO
$421B
| $155M | 0.52% |
3,138,242
+941,202
| +43% | +$48.9M |
|
23
Union Pacific
UNP
$163B
| $153M | 0.52% |
945,913
-37,225
| -4% | -$6.26M |
|
24
Lam Research
LRCX
$394B
| $152M | 0.51% |
6,580,240
+4,071,560
| +162% | +$85.5M |
|
|
25
State Street Health Care Select Sector SPDR ETF
XLV
$44.1B
| $151M | 0.51% |
1,673,797
+1,619,505
| +2,983% | +$148M |
|
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.