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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
+538.88%
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 | |
|---|---|---|---|---|---|---|
|
PXD
1701
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $921K | ﹤0.01% |
7,000
-14,000
| -67% | -$2.14M |
|
|
PXD
1702
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $921K | ﹤0.01% |
7,000
-15,000
| -68% | -$2.29M |
|
|
XENT
1703
DELISTED
Intersect ENT, Inc
XENT
| $921K | ﹤0.01% |
32,697
+9,793
| +43% | +$287K |
|
|
HBI
1704
DELISTED
Hanesbrands
HBI
| $920K | ﹤0.01% |
+73,426
| New | +$1.14M |
|
|
BOJA
1705
DELISTED
Bojangles', Inc. Common Stock
BOJA
| $919K | ﹤0.01% |
57,156
-47,395
| -45% | -$759K |
|
|
AAMI
1706
Acadian Asset Management
AAMI
$3.26B
| $918K | ﹤0.01% |
85,927
-144,403
| -63% | -$1.74M |
|
|
KG
1707
Kestrel Group
KG
$68.9M
| $916K | ﹤0.01% |
27,750
+11,793
| +74% | +$635K |
|
1708
Roper Technologies
ROP
$39B
| $916K | ﹤0.01% |
3,437
-23,784
| -87% | -$6.73M |
|
1709
Vale
VALE
$63.6B
| $916K | ﹤0.01% |
69,457
-1,140,606
| -94% | -$16.3M |
|
1710
PUT
Caterpillar
CAT
$401B
| $915K | ﹤0.01% |
7,200
-9,500
| -57% | -$1.24M |
|
1711
CALL
Owens Corning
OC
$12.3B
| $915K | ﹤0.01% |
+20,800
| New | +$1.01M |
|
1712
Whirlpool
WHR
$2.93B
| $914K | ﹤0.01% |
8,557
-8,991
| -51% | -$1.02M |
|
1713
IDT Corp
IDT
$1.64B
| $912K | ﹤0.01% |
147,370
-23,357
| -14% | -$167K |
|
|
MOBL
1714
DELISTED
MobileIron, Inc.
MOBL
| $912K | ﹤0.01% |
198,741
-17,410
| -8% | -$81.6K |
|
1715
Perdoceo Education
PRDO
$2.07B
| $911K | ﹤0.01% |
79,792
-155,632
| -66% | -$2.07M |
|
1716
PUT
Travelers Companies
TRV
$79.8B
| $910K | ﹤0.01% |
7,600
+3,600
| +90% | +$451K |
|
1717
iShares MSCI USA Quality Factor ETF
QUAL
$47.7B
| $906K | ﹤0.01% |
11,800
-23,000
| -66% | -$1.91M |
|
1718
Barnes & Noble Education
BNED
$439M
| $904K | ﹤0.01% |
2,254
+659
| +41% | +$367K |
|
|
ROAN
1719
DELISTED
Roan Resources, Inc.
ROAN
| $903K | ﹤0.01% |
+107,764
| New | +$1.16M |
|
|
GBNK
1720
DELISTED
Guaranty Bancorp
GBNK
| $903K | ﹤0.01% |
43,513
+35,393
| +436% | +$902K |
|
1721
Independent Bank Corp
IBCP
$791M
| $899K | ﹤0.01% |
42,774
-35,014
| -45% | -$788K |
|
1722
Digi International
DGII
$2.74B
| $898K | ﹤0.01% |
89,024
+2,259
| +3% | +$26.1K |
|
|
CVA
1723
DELISTED
Covanta Holding Corporation
CVA
| $894K | ﹤0.01% |
66,624
+34,895
| +110% | +$538K |
|
1724
BJs Wholesale Club
BJ
$12.3B
| $891K | ﹤0.01% |
40,200
-253,660
| -86% | -$5.83M |
|
1725
Monarch Casino & Resort
MCRI
$2.18B
| $889K | ﹤0.01% |
23,305
-17,586
| -43% | -$714K |
|
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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.