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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
(+12%)
Cap. Flow
+$1.15B
Cap. Flow
% of AUM
3.45%
Top 10 Holdings %
Top 10 Hldgs %
7.55%
Holding
4,208
New
818
Increased
1,341
Reduced
1,420
Closed
612
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ExxonMobil
XOM
|
+$161M |
| 2 |
Sherwin-Williams
SHW
|
+$149M |
| 3 |
Charter Communications
CHTR
|
+$148M |
| 4 |
Honeywell
HON
|
+$139M |
| 5 |
Boeing
BA
|
+$138M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$193M |
| 2 |
Altria Group
MO
|
+$169M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$162M |
| 4 |
Walmart Inc
WMT
|
+$150M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1
Visa
V
$676B
| $272M | 0.82% |
1,447,339
+359,619
| +33% | +$64.8M |
|
2
Pfizer
PFE
$140B
| $270M | 0.81% |
7,257,603
+3,035,545
| +72% | +$108M |
|
3
Merck
MRK
$324B
| $268M | 0.81% |
3,090,437
+1,572,244
| +104% | +$129M |
|
|
4
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $263M | 0.79% |
816,200
+743,600
| +1,024% | +$229M |
|
5
eBay
EBAY
$48.4B
| $259M | 0.78% |
7,170,779
+2,372,559
| +49% | +$86M |
|
6
Amazon
AMZN
$2.5T
| $240M | 0.72% |
2,599,540
+252,620
| +11% | +$22.4M |
|
|
7
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $239M | 0.72% |
743,000
+708,000
| +2,023% | +$218M |
|
8
Home Depot
HD
$330B
| $236M | 0.71% |
1,082,629
+186,950
| +21% | +$42.3M |
|
|
9
ExxonMobil
XOM
$653B
| $233M | 0.7% |
3,333,203
+2,332,259
| +233% | +$161M |
|
10
Autodesk
ADSK
$45.3B
| $231M | 0.7% |
1,260,711
+60,540
| +5% | +$9.81M |
|
11
Cisco
CSCO
$445B
| $231M | 0.69% |
4,809,938
+1,671,696
| +53% | +$77.7M |
|
12
Costco
COST
$413B
| $227M | 0.68% |
772,207
+196,357
| +34% | +$58.4M |
|
13
McDonald's
MCD
$189B
| $218M | 0.66% |
1,105,363
+147,759
| +15% | +$29.3M |
|
14
Dollar General
DG
$26.2B
| $215M | 0.65% |
1,378,856
+512,819
| +59% | +$81.4M |
|
15
Restaurant Brands International
QSR
$25.4B
| $210M | 0.63% |
3,289,053
+688,056
| +26% | +$46M |
|
16
Chevron
CVX
$389B
| $210M | 0.63% |
1,739,919
+258,540
| +17% | +$30.5M |
|
|
17
Charter Communications
CHTR
$14.9B
| $204M | 0.61% |
420,027
+321,475
| +326% | +$148M |
|
18
HP
HPQ
$23.5B
| $200M | 0.6% |
9,716,062
+6,387,258
| +192% | +$121M |
|
19
Johnson & Johnson
JNJ
$633B
| $193M | 0.58% |
1,325,576
-215,505
| -14% | -$29.2M |
|
|
RTN
20
DELISTED
Raytheon Company
RTN
| $189M | 0.57% |
859,889
+362,300
| +73% | +$76.6M |
|
21
Intel
INTC
$489B
| $183M | 0.55% |
3,058,695
+1,200,229
| +65% | +$67.2M |
|
22
Starbucks
SBUX
$119B
| $183M | 0.55% |
2,076,949
-128,246
| -6% | -$10.9M |
|
23
General Motors
GM
$75.5B
| $175M | 0.53% |
4,783,503
+1,540,823
| +48% | +$56M |
|
24
RTX Corp
RTX
$287B
| $175M | 0.53% |
1,854,573
+744,050
| +67% | +$67.5M |
|
25
Comcast
CMCSA
$80B
| $175M | 0.53% |
3,882,135
+2,207,376
| +132% | +$98.3M |
|
Similar funds
VAM
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.