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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
+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
DEG
3626
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
– –
-27,371
Closed -$719K
QIHU
3627
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
– –
-483,598
Closed -$35.3M
ONE
3628
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
– –
-131,666
Closed -$673K
GAS
3629
DELISTED
AGL Resources Inc
GAS
– –
-383,212
Closed -$25.3M
DO
3630
DELISTED
Diamond Offshore Drilling
DO
– –
-114,284
Closed -$2.78M
TIVO
3631
DELISTED
TIVO INC
TIVO
– –
-1,404,574
Closed -$13.9M
VXX
3632
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-1,983
Closed -$438K
AV
3633
DELISTED
Aviva Plc
AV
– –
-56,592
Closed -$605K
FXCB
3634
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
– –
-37,175
Closed -$756K
142 143 144 145
146

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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.