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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
+8.8%
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
$33.2B
AUM Growth
+$3.52B
Cap. Flow
+$1.15B
Cap. Flow %
3.45%
Top 10 Hldgs %
7.55%
Holding
4,208
New
818
Increased
1,341
Reduced
1,420
Closed
612

Top Buys

Rank Stock Value
1
XOM icon
ExxonMobil
XOM
+$161M
2
SHW icon
Sherwin-Williams
SHW
+$149M
3
CHTR icon
Charter Communications
CHTR
+$148M
4
HON icon
Honeywell
HON
+$139M
5
BA icon
Boeing
BA
+$138M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$193M
2
MO icon
Altria Group
MO
+$169M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$162M
4
WMT icon
Walmart Inc
WMT
+$150M
5
PYPL icon
PayPal
PYPL
+$138M

Sector Composition

Rank Sector Weight
1 Technology 13.66%
2 Consumer Discretionary 13.49%
3 Healthcare 11.41%
4 Industrials 10.01%
5 Financials 6.75%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
QCOM icon
26
Qualcomm
QCOM
$164B
$174M 0.52%
1,976,099
-298,071
-13% -$24.9M
HON icon
27
Honeywell
HON
$76.4B
$174M 0.52%
1,044,702
+848,607
+433% +$139M
VRTX icon
28
Vertex Pharmaceuticals
VRTX
$123B
$174M 0.52%
793,469
+280,834
+55% +$56.8M
AMAT icon
29
Applied Materials
AMAT
$347B
$173M 0.52%
2,841,595
+293,235
+12% +$16.5M
DAL icon
30
Delta Air Lines
DAL
$56.7B
$167M 0.5%
2,858,346
+321,607
+13% +$18M
BA icon
31
Boeing
BA
$169B
$161M 0.48%
494,339
+389,645
+372% +$138M
CCL icon
32
Carnival Corporation Ltd
CCL
$38.1B
$161M 0.48%
3,165,629
+97,309
+3% +$4.35M
AMZN icon
33
PUT
Amazon
AMZN
$2.44T
$161M 0.48%
1,740,000
-60,000
-3% -$5.31M
EXC icon
34
Exelon
EXC
$48.1B
$159M 0.48%
4,879,780
+4,242,485
+666% +$137M
MGM icon
35
MGM Resorts International
MGM
$11.7B
$157M 0.47%
4,724,788
+1,533,170
+48% +$46.7M
PEG icon
36
Public Service Enterprise Group
PEG
$38.7B
$155M 0.47%
2,625,701
+1,335,800
+104% +$81M
SHW icon
37
Sherwin-Williams
SHW
$84.8B
$152M 0.46%
+780,252
New +$149M
MET icon
38
MetLife
MET
$62.4B
$150M 0.45%
2,944,569
+1,002,359
+52% +$48.4M
LMT icon
39
Lockheed Martin
LMT
$131B
$150M 0.45%
384,587
+147,332
+62% +$56.5M
MNST icon
40
Monster Beverage
MNST
$95.1B
$144M 0.43%
4,532,148
+3,354,426
+285% +$98.5M
XLE icon
41
State Street Energy Select Sector SPDR ETF
XLE
$39B
$141M 0.42%
4,697,368
+2,671,258
+132% +$79.2M
FTNT icon
42
Fortinet
FTNT
$112B
$136M 0.41%
6,371,195
+2,802,455
+79% +$52.7M
MMM icon
43
3M
MMM
$91.8B
$135M 0.41%
913,062
-155,202
-15% -$21.7M
LOW icon
44
Lowe's Companies
LOW
$121B
$134M 0.4%
1,117,055
-445,421
-29% -$50.9M
SNAP icon
45
Snap
SNAP
$7.96B
$133M 0.4%
8,121,141
+3,057,222
+60% +$45M
XLU icon
46
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
$132M 0.4%
4,072,058
+4,047,718
+16,630% +$129M
XLV icon
47
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
$131M 0.39%
1,283,500
-390,297
-23% -$37.5M
EW icon
48
Edwards Lifesciences
EW
$49.4B
$130M 0.39%
1,672,659
+1,579,452
+1,695% +$123M
AGN
49
DELISTED
Allergan plc
AGN
$125M 0.38%
656,437
+515,127
+365% +$92.9M
ADP icon
50
Automatic Data Processing
ADP
$109B
$123M 0.37%
721,460
-201,080
-22% -$33.3M
1
2
3 4 5

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Two Sigma Investments's Q4 2019 Portfolio in Review

As of Q4 2019, Two Sigma Investments held 4,208 positions worth $33.2B, up 12% from $29.7B the previous quarter. Its ten largest holdings account for 7.6% of the portfolio.

Two Sigma Investments deployed $1.15B of net new capital in Q4 2019, opening 818 new positions and adding to 1,341 existing holdings. Its largest new stake was Sherwin-Williams: 780,252 shares worth $152M.

By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 13% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $193M trimmed.

  • Two Sigma Investments's largest Q4 2019 buy was Sherwin-Williams: 780,252 shares worth $152M.
  • Two Sigma Investments added most to ExxonMobil in Q4 2019, an estimated $161M increase.
  • Two Sigma Investments's biggest Q4 2019 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $193M.
  • Two Sigma Investments fully exited Walmart Inc in Q4 2019, selling an estimated $150M.
  • Two Sigma Investments's ten largest holdings make up 7.6% of its $33.2B portfolio in Q4 2019.
  • Two Sigma Investments opened 818 new positions and closed 612 in Q4 2019.
  • Two Sigma Investments's portfolio value rose 12% quarter-over-quarter to $33.2B.

Based on Two Sigma Investments's 13F filing for Q4 2019, filed 14 Feb 2020.