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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
-16.78%
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
$25.5B
AUM Growth
-$11.1B
(-30%)
Cap. Flow
-$5.25B
Cap. Flow
% of AUM
-20.57%
Top 10 Holdings %
Top 10 Hldgs %
6.83%
Holding
3,851
New
730
Increased
952
Reduced
1,216
Closed
943
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
SLB Ltd
SLB
|
+$230M |
| 2 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$207M |
| 3 |
Electronic Arts
EA
|
+$205M |
| 4 |
Starbucks
SBUX
|
+$171M |
| 5 |
Baidu
BIDU
|
+$159M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Procter & Gamble
PG
|
+$185M |
| 2 |
Elevance Health
ELV
|
+$180M |
| 3 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$169M |
| 4 |
Walt Disney
DIS
|
+$168M |
| 5 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$166M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 15.44% |
| 2 | Technology | 14.21% |
| 3 | Industrials | 12.1% |
| 4 | Healthcare | 9.72% |
| 5 | Financials | 6.67% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
401
Prologis
PLD
$135B
| $15.3M | 0.06% |
261,082
-1,309,572
| -83% | -$84.9M |
|
402
Old Republic International
ORI
$10.5B
| $15.3M | 0.06% |
743,067
-590,046
| -44% | -$12.6M |
|
403
Resideo Technologies
REZI
$5.19B
| $15.2M | 0.06% |
+740,494
| New | +$15.8M |
|
404
Essex Property Trust
ESS
$18.3B
| $15.2M | 0.06% |
61,997
-7,748
| -11% | -$1.95M |
|
405
Burlington
BURL
$23.2B
| $15.2M | 0.06% |
93,384
+75,901
| +434% | +$12.3M |
|
406
NVR
NVR
$16.5B
| $15.1M | 0.06% |
6,200
+500
| +9% | +$1.18M |
|
407
iShares MSCI USA Min Vol Factor ETF
USMV
$23.6B
| $15.1M | 0.06% |
287,700
-212,400
| -42% | -$11.7M |
|
|
GRFS
408
Grifois
GRFS
$5.36B
| $15M | 0.06% |
819,034
+148,900
| +22% | +$2.96M |
|
409
Simon Property Group
SPG
$74.4B
| $15M | 0.06% |
+89,336
| New | +$16M |
|
410
Kraft Heinz
KHC
$30.7B
| $15M | 0.06% |
+348,156
| New | +$18M |
|
411
Timken Company
TKR
$9.56B
| $15M | 0.06% |
400,889
+88,250
| +28% | +$3.57M |
|
|
FLIR
412
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $14.9M | 0.06% |
341,609
+245,044
| +254% | +$12M |
|
413
Genpact
G
$5.96B
| $14.9M | 0.06% |
550,574
+256,433
| +87% | +$7.3M |
|
414
Realty Income
O
$59.6B
| $14.8M | 0.06% |
242,564
+176,289
| +266% | +$10.5M |
|
415
Rio Tinto
RIO
$158B
| $14.8M | 0.06% |
305,352
-84,072
| -22% | -$4.1M |
|
416
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
| $14.8M | 0.06% |
+453,670
| New | +$15.6M |
|
|
AYX
417
DELISTED
Alteryx Inc
AYX
| $14.7M | 0.06% |
247,854
+101,153
| +69% | +$5.49M |
|
|
SINA
418
DELISTED
Sina Corp
SINA
| $14.7M | 0.06% |
273,873
+136,133
| +99% | +$8.41M |
|
419
Yext
YEXT
$547M
| $14.7M | 0.06% |
988,617
+423,121
| +75% | +$7.46M |
|
420
CALL
Tesla
TSLA
$1.23T
| $14.6M | 0.06% |
660,000
+315,000
| +91% | +$6.78M |
|
421
CareTrust REIT
CTRE
$9.91B
| $14.6M | 0.06% |
791,049
+358,836
| +83% | +$6.68M |
|
422
Invesco S&P 500 Low Volatility ETF
SPLV
$7.21B
| $14.6M | 0.06% |
313,000
-93,500
| -23% | -$4.53M |
|
423
AutoNation
AN
$7.11B
| $14.6M | 0.06% |
+407,852
| New | +$15.4M |
|
424
CRISPR Therapeutics
CRSP
$4.73B
| $14.6M | 0.06% |
509,572
+102,478
| +25% | +$3.56M |
|
425
Packaging Corp of America
PKG
$21.9B
| $14.5M | 0.06% |
174,078
+94,685
| +119% | +$8.81M |
|
Similar funds
VAM
Two Sigma Investments's Q4 2018 Portfolio in Review
As of Q4 2018, Two Sigma Investments held 3,851 positions worth $25.5B, down 30% from $36.7B the previous quarter. Its ten largest holdings account for 6.8% of the portfolio.
Two Sigma Investments withdrew a net $5.25B in Q4 2018, closing 943 positions and reducing 1,216 holdings. Its most notable exit was Elevance Health, an estimated $180M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, up from 13% a quarter earlier, followed by Technology and Industrials.
Against the trend, Two Sigma Investments opened a new position in Starbucks worth $176M.
- Two Sigma Investments's largest Q4 2018 buy was Starbucks: 2,727,875 shares worth $176M.
- Two Sigma Investments added most to SLB Ltd in Q4 2018, an estimated $230M increase.
- Two Sigma Investments's biggest Q4 2018 reduction was Procter & Gamble, cutting an estimated $185M.
- Two Sigma Investments fully exited Elevance Health in Q4 2018, selling an estimated $180M.
- Two Sigma Investments's ten largest holdings make up 6.8% of its $25.5B portfolio in Q4 2018.
- Two Sigma Investments opened 730 new positions and closed 943 in Q4 2018.
- Two Sigma Investments's portfolio value fell 30% quarter-over-quarter to $25.5B.
Based on Two Sigma Investments's 13F filing for Q4 2018, filed 14 Feb 2019.