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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
CL icon
51
Colgate-Palmolive
CL
$74.4B
$111M 0.4%
1,502,859
+392,700
+35% +$29M
LYB icon
52
LyondellBasell Industries
LYB
$19.5B
$111M 0.4%
1,375,547
-248,528
-15% -$19.2M
SIRI icon
53
SiriusXM
SIRI
$10.8B
$110M 0.4%
2,636,143
+2,432,667
+1,196% +$102M
YHOO
54
DELISTED
Yahoo Inc
YHOO
$106M 0.38%
2,464,337
+405,224
+20% +$16.6M
CVS icon
55
CVS Health
CVS
$137B
$101M 0.36%
1,130,788
+339,313
+43% +$32M
ABT icon
56
Abbott
ABT
$191B
$99.2M 0.36%
2,345,563
-643,701
-22% -$27.6M
CAG icon
57
Conagra Brands
CAG
$7.45B
$98.8M 0.36%
2,695,604
+2,523,875
+1,470% +$90.6M
SYY icon
58
Sysco
SYY
$41.1B
$98.2M 0.36%
2,003,987
+1,577,770
+370% +$81M
KLAC icon
59
KLA
KLAC
$225B
$96.6M 0.35%
13,851,050
-2,260
-0% -$16.3K
RAD
60
DELISTED
Rite Aid Corporation
RAD
$92.8M 0.34%
603,518
+256,549
+74% +$38.3M
ADI icon
61
Analog Devices
ADI
$172B
$92.1M 0.33%
1,428,337
+452,446
+46% +$28.1M
GEN icon
62
Gen Digital
GEN
$16.7B
$91.6M 0.33%
3,649,833
-2,551,342
-41% -$58M
BURL icon
63
Burlington
BURL
$23.5B
$89.9M 0.33%
1,110,197
+873,983
+370% +$67.6M
PFE icon
64
Pfizer
PFE
$144B
$86.8M 0.31%
2,702,032
+1,286,649
+91% +$43M
VOD icon
65
Vodafone
VOD
$37.2B
$86.5M 0.31%
2,966,637
+1,945,651
+191% +$59.3M
MXIM
66
DELISTED
Maxim Integrated Products
MXIM
$86M 0.31%
2,153,010
+1,247,802
+138% +$49.2M
WM icon
67
Waste Management
WM
$95.5B
$84.7M 0.31%
1,327,840
+934,475
+238% +$61.1M
AET
68
DELISTED
Aetna Inc
AET
$83.1M 0.3%
720,069
+400,402
+125% +$46.9M
AMT icon
69
American Tower
AMT
$80.7B
$83M 0.3%
732,153
-295,374
-29% -$33.8M
MA icon
70
Mastercard
MA
$502B
$82.4M 0.3%
810,133
+229,873
+40% +$22M
SPY icon
71
State Street SPDR S&P 500 ETF Trust
SPY
$775B
$82.1M 0.3%
379,559
+347,156
+1,071% +$75M
GSK icon
72
GSK
GSK
$106B
$82.1M 0.3%
1,522,422
-41,734
-3% -$2.29M
SBAC icon
73
SBA Communications
SBAC
$18.8B
$81.9M 0.3%
730,216
-107,990
-13% -$12.2M
CSCO icon
74
Cisco
CSCO
$453B
$81.6M 0.3%
2,570,979
+552,777
+27% +$17M
GXP
75
DELISTED
Great Plains Energy Incorporated
GXP
$81.3M 0.29%
2,979,665
+788,063
+36% +$22.6M
1 2
3
4 5

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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.