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
KO icon
26
Coca-Cola
KO
$388B
$150M 0.55%
3,553,519
+2,425,129
+215% +$106M
APD icon
27
Air Products & Chemicals
APD
$66.1B
$150M 0.54%
1,077,338
+230,714
+27% +$32M
TJX icon
28
TJX Companies
TJX
$178B
$149M 0.54%
+3,994,806
New +$156M
TFCFA
29
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$147M 0.53%
6,074,549
+2,120,738
+54% +$54.2M
BAX icon
30
Baxter International
BAX
$12.7B
$145M 0.53%
3,047,382
-722,839
-19% -$34.1M
GD icon
31
General Dynamics
GD
$106B
$140M 0.51%
904,845
-162,616
-15% -$24.2M
BSX icon
32
Boston Scientific
BSX
$70B
$139M 0.5%
5,851,324
+4,287,966
+274% +$102M
ORLY icon
33
O'Reilly Automotive
ORLY
$76.9B
$138M 0.5%
7,366,185
+4,019,385
+120% +$75.3M
PEP icon
34
PepsiCo
PEP
$198B
$137M 0.5%
1,260,676
-16,231
-1% -$1.75M
STZ icon
35
Constellation Brands
STZ
$23B
$136M 0.49%
819,064
-46,588
-5% -$7.68M
BBY icon
36
Best Buy
BBY
$19B
$135M 0.49%
3,544,399
+1,477,302
+71% +$51.9M
LNKD
37
DELISTED
LinkedIn Corporation
LNKD
$135M 0.49%
705,691
+161,222
+30% +$30.9M
STJ
38
DELISTED
St Jude Medical
STJ
$133M 0.48%
1,672,392
+622,580
+59% +$50.3M
BKNG icon
39
Booking.com
BKNG
$152B
$130M 0.47%
2,210,475
+2,132,975
+2,752% +$119M
BA icon
40
Boeing
BA
$175B
$127M 0.46%
961,199
+194,907
+25% +$25.7M
HUM icon
41
Humana
HUM
$45B
$126M 0.46%
713,185
+15,468
+2% +$2.68M
SPY icon
42
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$780B
$126M 0.46%
580,500
+123,400
+27% +$26.7M
KMB icon
43
Kimberly-Clark
KMB
$38.1B
$125M 0.45%
994,254
+573,204
+136% +$74.1M
PM icon
44
Philip Morris
PM
$323B
$124M 0.45%
1,278,240
+234,236
+22% +$23.5M
TEVA icon
45
Teva Pharmaceuticals
TEVA
$36.4B
$118M 0.43%
2,561,514
+412,598
+19% +$21.5M
ELV icon
46
Elevance Health
ELV
$81.4B
$118M 0.43%
939,117
-253,069
-21% -$32.7M
XLP icon
47
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
$117M 0.42%
2,201,640
+1,652,000
+301% +$90M
MON
48
DELISTED
Monsanto Co
MON
$116M 0.42%
1,136,767
+875,668
+335% +$91.9M
HON icon
49
Honeywell
HON
$78.8B
$115M 0.42%
+1,101,460
New +$115M
UPS icon
50
United Parcel Service
UPS
$91.8B
$113M 0.41%
+1,029,381
New +$112M
1
2
3 4 5

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.