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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
AA icon
3051
PUT
Alcoa
AA
$11.8B
– –
-83,937
Closed -$1.87M
AAPL icon
3052
PUT
Apple
AAPL
$4.46T
– –
-1,252,000
Closed -$29.9M
ABCB icon
3053
Ameris Bancorp
ABCB
$5.92B
– –
-38,945
Closed -$1.16M
ABM icon
3054
ABM Industries
ABM
$2.86B
– –
-79,432
Closed -$2.9M
ACCO icon
3055
Acco Brands
ACCO
$399M
– –
-75,073
Closed -$776K
ACIW icon
3056
ACI Worldwide
ACIW
$5.83B
– –
-14,106
Closed -$275K
ACLS icon
3057
Axcelis
ACLS
$4.03B
– –
-37,169
Closed -$400K
AHT
3058
Ashford Hospitality Trust
AHT
$21M
– –
-108
Closed -$574K
AJG icon
3059
Arthur J. Gallagher & Co
AJG
$63.7B
– –
-73,969
Closed -$3.52M
ALE
3060
DELISTED
Allete
ALE
– –
-15,497
Closed -$1M
ALEX
3061
DELISTED
Alexander & Baldwin
ALEX
– –
-29,245
Closed -$1.06M
ALKS icon
3062
CALL
Alkermes
ALKS
$8.31B
– –
-11,200
Closed -$484K
ALKS icon
3063
PUT
Alkermes
ALKS
$8.31B
– –
-8,700
Closed -$376K
ALLY icon
3064
Ally Financial
ALLY
$13.4B
– –
-657,327
Closed -$11.2M
AMCX icon
3065
CALL
AMC Global Media
AMCX
$479M
– –
-6,100
Closed -$369K
ANET icon
3066
Arista Networks
ANET
$233B
– –
-112,960
Closed -$455K
ANF icon
3067
CALL
Abercrombie & Fitch
ANF
$4.84B
– –
-10,000
Closed -$178K
ANF icon
3068
Abercrombie & Fitch
ANF
$4.84B
– –
-27,696
Closed -$493K
ANF icon
3069
PUT
Abercrombie & Fitch
ANF
$4.84B
– –
-11,000
Closed -$196K
AON icon
3070
Aon
AON
$75.9B
– –
-16,895
Closed -$1.84M
APA icon
3071
APA Corp
APA
$13B
– –
-58,328
Closed -$3.19M
APD icon
3072
CALL
Air Products & Chemicals
APD
$65.2B
– –
-8,756
Closed -$1.15M
APPF icon
3073
AppFolio
APPF
$6.79B
– –
-12,765
Closed -$185K
ASH icon
3074
Ashland
ASH
$3.29B
– –
-4,503
Closed -$258K
ASH icon
3075
PUT
Ashland
ASH
$3.29B
– –
-23,302
Closed -$1.31M
121 122
123
124 125

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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.