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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 |
EA
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 | |
|---|---|---|---|---|---|---|
1976
CALL
Boston Properties
BXP
$11B
| $608K | ﹤0.01% |
5,400
-6,200
| -53% | -$751K |
|
1977
Banco Bilbao Vizcaya Argentaria
BBVA
$155B
| $607K | ﹤0.01% |
+114,780
| New | +$649K |
|
1978
CALL
Public Storage
PSA
$61.1B
| $607K | ﹤0.01% |
3,000
-2,000
| -40% | -$408K |
|
1979
PUT
Check Point Software Technologies
CHKP
$12.8B
| $606K | ﹤0.01% |
+5,900
| New | +$648K |
|
1980
BlackLine
BL
$1.74B
| $605K | ﹤0.01% |
14,770
-104,094
| -88% | -$4.42M |
|
1981
PUT
Williams-Sonoma
WSM
$29.1B
| $605K | ﹤0.01% |
24,000
+12,000
| +100% | +$343K |
|
|
ATVI
1982
CALL
DELISTED
Activision Blizzard
ATVI
| $605K | ﹤0.01% |
+13,000
| New | +$778K |
|
1983
CMS Energy
CMS
$22.3B
| $604K | ﹤0.01% |
12,167
-564,356
| -98% | -$28.5M |
|
1984
PUT
Harley-Davidson
HOG
$2.67B
| $601K | ﹤0.01% |
17,600
+5,600
| +47% | +$220K |
|
1985
PUT
Huntsman Corp
HUN
$1.78B
| $598K | ﹤0.01% |
31,000
-19,900
| -39% | -$427K |
|
1986
CALL
Canadian National Railway
CNI
$76.5B
| $593K | ﹤0.01% |
+8,000
| New | +$663K |
|
1987
Usana Health Sciences
USNA
$275M
| $593K | ﹤0.01% |
5,034
-42,006
| -89% | -$4.86M |
|
|
TRST
1988
Trustco Bank Corp NY
TRST
$958M
| $592K | ﹤0.01% |
17,247
-12,109
| -41% | -$458K |
|
|
STMP
1989
CALL
DELISTED
Stamps.com, Inc.
STMP
| $591K | ﹤0.01% |
3,800
+1,800
| +90% | +$320K |
|
1990
Larimar Therapeutics
LRMR
$436M
| $590K | ﹤0.01% |
9,926
+1,637
| +20% | +$162K |
|
1991
PUT
Macy's
M
$6.61B
| $587K | ﹤0.01% |
19,700
-247,400
| -93% | -$8.14M |
|
1992
Brixmor Property Group
BRX
$9.25B
| $586K | ﹤0.01% |
+39,884
| New | +$629K |
|
1993
Park Aerospace
PKE
$810M
| $586K | ﹤0.01% |
32,442
-29,209
| -47% | -$527K |
|
|
BRSL
1994
CALL
Brightstar Lottery PLC
BRSL
$2.03B
| $585K | ﹤0.01% |
+40,000
| New | +$661K |
|
|
NOA
1995
North American Construction
NOA
$393M
| $585K | ﹤0.01% |
+65,749
| New | +$648K |
|
|
PFC
1996
DELISTED
Premier Financial Corp. Common Stock
PFC
| $585K | ﹤0.01% |
23,877
+7,977
| +50% | +$215K |
|
1997
PUT
Amgen
AMGN
$219B
| $584K | ﹤0.01% |
3,000
-25,900
| -90% | -$5.05M |
|
1998
CALL
Ball Corp
BALL
$16.7B
| $584K | ﹤0.01% |
12,700
-17,800
| -58% | -$832K |
|
|
BNY
1999
CALL
Bank of New York Mellon
BNY
$108B
| $584K | ﹤0.01% |
+12,400
| New | +$602K |
|
2000
CALL
Synchrony
SYF
$25.6B
| $584K | ﹤0.01% |
24,900
+17,200
| +223% | +$465K |
|
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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.