We are live on ! Find out more
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
+6.63%
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
$27.6B
AUM Growth
+$4.3B
Cap. Flow
+$3.25B
Cap. Flow %
11.8%
Top 10 Hldgs %
6.96%
Holding
3,634
New
773
Increased
1,216
Reduced
1,047
Closed
585

Top Buys

Rank Stock Value
1
WMT icon
Walmart Inc
WMT
+$169M
2
VZ icon
Verizon
VZ
+$168M
3
SBUX icon
Starbucks
SBUX
+$162M
4
TJX icon
TJX Companies
TJX
+$156M
5
GILD icon
Gilead Sciences
GILD
+$154M

Top Sells

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$170M
2
EMC
EMC CORPORATION
EMC
+$165M
3
HOT
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
+$152M
4
EA icon
Electronic Arts
EA
+$128M
5
CHTR icon
Charter Communications
CHTR
+$124M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 12.33%
2 Healthcare 12.21%
3 Technology 11.39%
4 Industrials 9.63%
5 Consumer Staples 7.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DECK icon
3151
PUT
Deckers Outdoor
DECK
$13.5B
– –
-86,400
Closed -$828K
DEO icon
3152
Diageo
DEO
$49.2B
– –
-29,691
Closed -$3.35M
DG icon
3153
CALL
Dollar General
DG
$28.3B
– –
-24,000
Closed -$2.26M
DK icon
3154
Delek US
DK
$4.01B
– –
-60,343
Closed -$797K
DKS icon
3155
PUT
Dick's Sporting Goods
DKS
$17.8B
– –
-9,000
Closed -$406K
DOC icon
3156
Healthpeak Properties
DOC
$15B
– –
-1,418,103
Closed -$49.6M
DPZ icon
3157
CALL
Domino's
DPZ
$11.9B
– –
-4,000
Closed -$526K
DPZ icon
3158
PUT
Domino's
DPZ
$11.9B
– –
-2,000
Closed -$263K
DVA icon
3159
DaVita
DVA
$15.2B
– –
-411,343
Closed -$29M
DVN icon
3160
Devon Energy
DVN
$51.1B
– –
-119,042
Closed -$4.83M
EBAY icon
3161
CALL
eBay
EBAY
$48B
– –
-11,000
Closed -$258K
EBAY icon
3162
PUT
eBay
EBAY
$48B
– –
-22,000
Closed -$515K
EEM icon
3163
iShares MSCI Emerging Markets ETF
EEM
$28.9B
– –
-238,920
Closed -$8.73M
EFX icon
3164
CALL
Equifax
EFX
$20.6B
– –
-4,000
Closed -$514K
EMN icon
3165
Eastman Chemical
EMN
$8.22B
– –
-18,501
Closed -$1.24M
ENB icon
3166
CALL
Enbridge
ENB
$118B
– –
-6,000
Closed -$254K
ENB icon
3167
PUT
Enbridge
ENB
$118B
– –
-5,000
Closed -$212K
ENSG icon
3168
The Ensign Group
ENSG
$10.4B
– –
-42,116
Closed -$828K
ENVA icon
3169
Enova International
ENVA
$6.49B
– –
-25,118
Closed -$185K
ESRT icon
3170
Empire State Realty Trust
ESRT
$852M
– –
-238,846
Closed -$4.54M
EXK
3171
Endeavour Silver
EXK
$2.27B
– –
-279,551
Closed -$1.1M
EXP icon
3172
Eagle Materials
EXP
$6.57B
– –
-3,269
Closed -$262K
FFIC
3173
DELISTED
Flushing Financial
FFIC
– –
-66,929
Closed -$1.33M
FISV
3174
CALL
Fiserv Inc
FISV
$29B
– –
-4,000
Closed -$217K
FR icon
3175
First Industrial Realty Trust
FR
$8.71B
– –
-63,465
Closed -$1.77M
125 126
127
128 129

Similar funds

TD Asset Management
TD Asset Management Toronto, Ontario, Canada $123B AUM 34.51% 1-Year Est. Return
Schroder Investment Management Group
Schroder Investment Management Group London, United Kingdom $122B AUM 29.27% 1-Year Est. Return
State Farm Mutual Automobile Insurance
State Farm Mutual Automobile Insurance Bloomington, Illinois $127B AUM 32.55% 1-Year Est. Return
Primecap Management
Primecap Management Pasadena, California $127B AUM 44.11% 1-Year Est. Return
Fidelity International
Fidelity International Hamilton, Bermuda $129B AUM 30.83% 1-Year Est. Return
VAM
Vanguard Asset Management London, Ec4n 8af $117B AUM
RhumbLine Advisers
RhumbLine Advisers Boston, Massachusetts $117B AUM 29.66% 1-Year Est. Return
Neuberger Berman Group
Neuberger Berman Group New York $131B AUM 28.36% 1-Year Est. Return

Two Sigma Investments's Q3 2016 Portfolio in Review

As of Q3 2016, Two Sigma Investments held 3,634 positions worth $27.6B, up 18% from $23.3B the previous quarter. Its ten largest holdings account for 7% of the portfolio.

Two Sigma Investments deployed $3.25B of net new capital in Q3 2016, opening 773 new positions and adding to 1,216 existing holdings. Its largest new stake was Starbucks: 2,893,453 shares worth $157M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 12% of assets, up from 10% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was Meta Platforms (Facebook), an estimated $170M trimmed.

  • Two Sigma Investments's largest Q3 2016 buy was Starbucks: 2,893,453 shares worth $157M.
  • Two Sigma Investments added most to Walmart Inc in Q3 2016, an estimated $169M increase.
  • Two Sigma Investments's biggest Q3 2016 reduction was Meta Platforms (Facebook), cutting an estimated $170M.
  • Two Sigma Investments fully exited EMC CORPORATION in Q3 2016, selling an estimated $165M.
  • Two Sigma Investments's ten largest holdings make up 7% of its $27.6B portfolio in Q3 2016.
  • Two Sigma Investments opened 773 new positions and closed 585 in Q3 2016.
  • Two Sigma Investments's portfolio value rose 18% quarter-over-quarter to $27.6B.

Based on Two Sigma Investments's 13F filing for Q3 2016, filed 14 Nov 2016.