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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
IPG
2851
CALL
DELISTED
Interpublic Group of Companies
IPG
$253K ﹤0.01%
+11,300
New +$260K
AGCO icon
2852
CALL
AGCO
AGCO
$7.15B
$252K ﹤0.01%
+5,100
New +$245K
GLDD
2853
DELISTED
Great Lakes Dredge & Dock
GLDD
$252K ﹤0.01%
71,971
+15,536
+28% +$62.8K
VSEC icon
2854
VSE Corp
VSEC
$5.45B
$252K ﹤0.01%
7,406
-1,904
-20% -$64.9K
SEMI
2855
DELISTED
SunEdison Semiconductor Limited
SEMI
$252K ﹤0.01%
+22,094
New +$198K
ELV icon
2856
PUT
Elevance Health
ELV
$81.5B
$251K ﹤0.01%
+2,000
New +$258K
SAFM
2857
PUT
DELISTED
Sanderson Farms Inc
SAFM
$250K ﹤0.01%
2,600
-5,000
-66% -$458K
JEF icon
2858
CALL
Jefferies Financial Group
JEF
$12.6B
$249K ﹤0.01%
+14,634
New +$242K
MCHP icon
2859
PUT
Microchip Technology
MCHP
$40.3B
$249K ﹤0.01%
+8,000
New +$233K
AT
2860
DELISTED
Atlantic Power Corporation
AT
$249K ﹤0.01%
100,616
-59,156
-37% -$149K
UNT
2861
PUT
DELISTED
UNIT Corporation
UNT
$249K ﹤0.01%
+13,400
New +$207K
CENX icon
2862
Century Aluminum
CENX
$4.43B
$248K ﹤0.01%
35,686
+1,124
+3% +$7.68K
NEE icon
2863
NextEra Energy
NEE
$181B
$248K ﹤0.01%
+8,096
New +$255K
BNED icon
2864
Barnes & Noble Education
BNED
$431M
$246K ﹤0.01%
257
-959
-79% -$1.06M
OI icon
2865
CALL
O-I Glass
OI
$1.1B
$246K ﹤0.01%
+13,400
New +$243K
GEOS icon
2866
Geospace Technologies
GEOS
$94.6M
$245K ﹤0.01%
12,563
-4,743
-27% -$81.9K
ALXN
2867
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
$245K ﹤0.01%
+2,000
New +$257K
ATW
2868
CALL
DELISTED
Atwood Oceanics
ATW
$245K ﹤0.01%
+28,200
New +$267K
IMOS
2869
ChipMOS TECHNOLOGIES
IMOS
$1.65B
$244K ﹤0.01%
11,179
+470
+4% +$9.71K
SFM icon
2870
PUT
Sprouts Farmers Market
SFM
$8.13B
$244K ﹤0.01%
+11,800
New +$262K
VEEV icon
2871
CALL
Veeva Systems
VEEV
$33.1B
$244K ﹤0.01%
+5,900
New +$229K
TGNA
2872
PUT
DELISTED
TEGNA Inc
TGNA
$243K ﹤0.01%
+17,344
New +$244K
COR icon
2873
PUT
Cencora
COR
$60.6B
$242K ﹤0.01%
3,000
-4,500
-60% -$386K
MODV
2874
DELISTED
ModivCare
MODV
$242K ﹤0.01%
+4,986
New +$234K
ANCX
2875
DELISTED
Access National Corp
ANCX
$242K ﹤0.01%
+10,115
New +$223K
113 114
115
116 117

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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.