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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 | |
|---|---|---|---|---|---|---|
1
Netflix
NFLX
$291B
| $190M | 0.74% |
7,108,500
+2,498,100
| +54% | +$74.8M |
|
2
Yum! Brands
YUM
$41B
| $185M | 0.72% |
2,008,383
+780,549
| +64% | +$69.8M |
|
|
3
SLB Ltd
SLB
$77.6B
| $185M | 0.72% |
5,115,902
+4,661,237
| +1,025% | +$230M |
|
|
4
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $181M | 0.71% |
6,307,158
+6,173,356
| +4,614% | +$207M |
|
|
5
Electronic Arts
EA
$52.4B
| $178M | 0.7% |
2,257,223
+2,233,355
| +9,357% | +$205M |
|
|
6
Starbucks
SBUX
$119B
| $176M | 0.69% |
+2,727,875
| New | +$171M |
|
7
Boeing
BA
$167B
| $169M | 0.66% |
523,863
+35,718
| +7% | +$12.3M |
|
8
McDonald's
MCD
$189B
| $166M | 0.65% |
933,026
+727,632
| +354% | +$129M |
|
9
VF Corp
VFC
$6.73B
| $162M | 0.63% |
2,406,954
+433,668
| +22% | +$33.2M |
|
10
Valero Energy
VLO
$90B
| $155M | 0.61% |
2,064,779
+899,014
| +77% | +$79M |
|
11
Occidental Petroleum
OXY
$56.7B
| $154M | 0.6% |
2,502,759
+1,945,654
| +349% | +$137M |
|
12
Carnival Corporation Ltd
CCL
$36.6B
| $153M | 0.6% |
3,099,836
+448,300
| +17% | +$25.7M |
|
13
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
| $151M | 0.59% |
5,693,266
+482,304
| +9% | +$13.1M |
|
14
Advance Auto Parts
AAP
$3.28B
| $147M | 0.58% |
934,980
+571,376
| +157% | +$95.4M |
|
15
TJX Companies
TJX
$171B
| $146M | 0.57% |
3,273,919
+55,767
| +2% | +$2.82M |
|
16
Emerson Electric
EMR
$83.3B
| $145M | 0.57% |
2,418,467
+1,999,514
| +477% | +$135M |
|
17
Honeywell
HON
$76.6B
| $144M | 0.57% |
1,159,622
+137,553
| +13% | +$18.8M |
|
18
Philip Morris
PM
$301B
| $143M | 0.56% |
2,144,571
+1,116,036
| +109% | +$93.2M |
|
19
O'Reilly Automotive
ORLY
$71.8B
| $141M | 0.55% |
6,147,645
-499,680
| -8% | -$11.4M |
|
20
TE Connectivity
TEL
$58.8B
| $139M | 0.55% |
1,842,289
+891,711
| +94% | +$68.7M |
|
|
21
Baidu
BIDU
$36.3B
| $137M | 0.54% |
866,016
+854,691
| +7,547% | +$159M |
|
22
Intel
INTC
$480B
| $136M | 0.53% |
2,906,182
-853,238
| -23% | -$39.9M |
|
23
LyondellBasell Industries
LYB
$19.7B
| $135M | 0.53% |
1,620,328
+1,111,466
| +218% | +$102M |
|
24
eBay
EBAY
$48.4B
| $134M | 0.52% |
4,765,831
+3,660,423
| +331% | +$108M |
|
|
CELG
25
DELISTED
Celgene Corp
CELG
| $131M | 0.51% |
2,047,831
+102,837
| +5% | +$7.59M |
|
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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.