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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 | |
|---|---|---|---|---|---|---|
451
Blackstone Mortgage Trust
BXMT
$2.45B
| $13.4M | 0.05% |
421,100
-99,930
| -19% | -$3.38M |
|
452
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
| $13.4M | 0.05% |
506,400
+101,200
| +25% | +$2.75M |
|
453
Regeneron Pharmaceuticals
REGN
$78.5B
| $13.3M | 0.05% |
35,498
-75,574
| -68% | -$27.7M |
|
454
Allison Transmission
ALSN
$9.5B
| $13.2M | 0.05% |
300,780
-739,017
| -71% | -$34.3M |
|
455
Werner Enterprises
WERN
$2.24B
| $13.2M | 0.05% |
445,606
+115,568
| +35% | +$3.77M |
|
456
PUT
VanEck Gold Miners ETF
GDX
$22.6B
| $13.2M | 0.05% |
623,900
+416,300
| +201% | +$8.16M |
|
457
Archer Daniels Midland
ADM
$38.2B
| $13.1M | 0.05% |
320,707
-757,230
| -70% | -$35.3M |
|
458
PUT
Advanced Micro Devices
AMD
$776B
| $13.1M | 0.05% |
710,100
+328,500
| +86% | +$7.1M |
|
459
Restaurant Brands International
QSR
$25.7B
| $13M | 0.05% |
249,344
+171,281
| +219% | +$9.51M |
|
|
BDN
460
Brandywine Realty Trust
BDN
$524M
| $13M | 0.05% |
1,011,891
+675,007
| +200% | +$9.54M |
|
461
Celanese
CE
$4.9B
| $13M | 0.05% |
144,600
-539,117
| -79% | -$52.8M |
|
462
Mondelez International
MDLZ
$79.5B
| $13M | 0.05% |
324,546
-2,273,220
| -88% | -$96.9M |
|
463
Booz Allen Hamilton
BAH
$8.39B
| $13M | 0.05% |
288,250
+94,235
| +49% | +$4.63M |
|
464
Bank of Montreal
BMO
$126B
| $12.9M | 0.05% |
197,989
-805,968
| -80% | -$59.7M |
|
|
COUP
465
DELISTED
Coupa Software Incorporated
COUP
| $12.9M | 0.05% |
205,784
-199,154
| -49% | -$12.6M |
|
466
First American
FAF
$7.66B
| $12.9M | 0.05% |
289,617
+12,899
| +5% | +$598K |
|
467
Nucor
NUE
$58.6B
| $12.9M | 0.05% |
249,426
-1,583,757
| -86% | -$93.6M |
|
|
FISV
468
Fiserv Inc
FISV
$28.8B
| $12.9M | 0.05% |
175,422
-104,169
| -37% | -$8.05M |
|
|
EBIX
469
DELISTED
Ebix Inc
EBIX
| $12.8M | 0.05% |
+301,718
| New | +$16.1M |
|
|
GAP
470
The Gap Inc
GAP
$7.23B
| $12.8M | 0.05% |
+497,998
| New | +$13.3M |
|
471
Essent Group
ESNT
$6.08B
| $12.8M | 0.05% |
374,670
-236,384
| -39% | -$9.04M |
|
472
PUT
Wells Fargo
WFC
$261B
| $12.8M | 0.05% |
277,200
+7,000
| +3% | +$359K |
|
473
Vanguard Real Estate ETF
VNQ
$39.2B
| $12.7M | 0.05% |
170,095
-308,005
| -64% | -$24.3M |
|
474
Telephone and Data Systems
TDS
$3.82B
| $12.6M | 0.05% |
388,556
+251,805
| +184% | +$8.35M |
|
475
PUT
Chipotle Mexican Grill
CMG
$47.2B
| $12.6M | 0.05% |
1,455,000
+805,000
| +124% | +$7.28M |
|
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.