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Two Sigma Investments

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
Cap. Flow
-$5.25B
Cap. Flow %
-20.57%
Top 10 Hldgs %
6.83%
Holding
3,851
New
730
Increased
952
Reduced
1,216
Closed
943

Top Buys

Rank Stock Value
1
SLB icon
SLB Ltd
SLB
+$230M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$207M
3
EA icon
Electronic Arts
EA
+$205M
4
SBUX icon
Starbucks
SBUX
+$171M
5
BIDU icon
Baidu
BIDU
+$159M

Top Sells

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$185M
2
ELV icon
Elevance Health
ELV
+$180M
3
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$169M
4
DIS icon
Walt Disney
DIS
+$168M
5
SPY icon
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
DXCM icon
51
DexCom
DXCM
$28.8B
$87.6M 0.34%
2,924,236
+2,504,392
+597% +$79.4M
MDT icon
52
Medtronic
MDT
$110B
$86.4M 0.34%
949,977
+71,721
+8% +$6.7M
HAL icon
53
Halliburton
HAL
$26.4B
$86.3M 0.34%
3,245,489
+2,992,801
+1,184% +$101M
LW icon
54
Lamb Weston
LW
$7.36B
$86M 0.34%
1,169,616
+1,013,584
+650% +$77.6M
WY icon
55
Weyerhaeuser
WY
$16.9B
$85.7M 0.34%
3,919,782
+2,598,549
+197% +$69.2M
APTV icon
56
Aptiv
APTV
$12.3B
$85.7M 0.34%
1,391,166
+1,057,043
+316% +$76.6M
NCLH icon
57
Norwegian Cruise Line
NCLH
$8.59B
$85.5M 0.33%
2,018,074
+180,275
+10% +$8.74M
CNP icon
58
CenterPoint Energy
CNP
$27.8B
$84.2M 0.33%
2,981,246
+281,243
+10% +$7.85M
CMI icon
59
Cummins
CMI
$87.3B
$83.6M 0.33%
625,656
-299,888
-32% -$42.3M
CP icon
60
Canadian Pacific Kansas City
CP
$78.3B
$83M 0.32%
2,335,745
-7,605
-0.3% -$304K
CVX icon
61
Chevron
CVX
$383B
$82.4M 0.32%
757,418
-791,398
-51% -$91.7M
NRG icon
62
NRG Energy
NRG
$28.3B
$81.9M 0.32%
2,068,071
+1,851,660
+856% +$70.8M
PGR icon
63
Progressive
PGR
$124B
$81.7M 0.32%
1,353,777
-833,219
-38% -$55.4M
TSLA icon
64
Tesla
TSLA
$1.22T
$79.1M 0.31%
+3,566,370
New +$76.7M
FIS icon
65
Fidelity National Information Services
FIS
$23.8B
$78.3M 0.31%
763,281
-277,826
-27% -$29M
EDU icon
66
New Oriental
EDU
$9B
$77.3M 0.3%
1,411,096
+845,415
+149% +$49M
INCY icon
67
Incyte
INCY
$24.9B
$77M 0.3%
1,211,513
+567,826
+88% +$36.9M
STZ icon
68
Constellation Brands
STZ
$22.3B
$76.4M 0.3%
475,293
+326,146
+219% +$64.8M
NSC icon
69
Norfolk Southern
NSC
$75B
$75.3M 0.29%
503,222
-298,459
-37% -$49.1M
SU icon
70
Suncor Energy
SU
$78.8B
$73.3M 0.29%
2,620,484
+1,319,632
+101% +$43.8M
CMCSA icon
71
Comcast
CMCSA
$84B
$73.3M 0.29%
2,151,993
-526,535
-20% -$19.2M
DATA
72
DELISTED
Tableau Software, Inc.
DATA
$72.4M 0.28%
603,369
+318,990
+112% +$35.7M
GEN icon
73
Gen Digital
GEN
$16.3B
$72.1M 0.28%
3,815,283
-1,960,591
-34% -$40.5M
NEWR
74
DELISTED
New Relic, Inc.
NEWR
$70.4M 0.28%
869,902
+73,515
+9% +$6.19M
EXC icon
75
Exelon
EXC
$46.6B
$69.4M 0.27%
2,158,905
-1,185,580
-35% -$37.9M
1 2
3
4 5

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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.