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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
ASML icon
3076
CALL
ASML
ASML
$631B
– –
-9,300
Closed -$923K
ATI icon
3077
CALL
ATI
ATI
$26.4B
– –
-10,000
Closed -$128K
ATI icon
3078
ATI
ATI
$26.4B
– –
-270,637
Closed -$3.45M
ATNI icon
3079
ATN International
ATNI
$379M
– –
-20,167
Closed -$1.57M
AVB icon
3080
AvalonBay Communities
AVB
$27B
– –
-4,098
Closed -$737K
AVY icon
3081
PUT
Avery Dennison
AVY
$13.2B
– –
-3,000
Closed -$224K
AWI icon
3082
Armstrong World Industries
AWI
$7.58B
– –
-60,788
Closed -$2.38M
BAC icon
3083
Bank of America
BAC
$438B
– –
-683,953
Closed -$10.2M
BANF icon
3084
BancFirst
BANF
$3.83B
– –
-32,716
Closed -$987K
BBSI icon
3085
Barrett Business Services
BBSI
$979M
– –
-52,516
Closed -$542K
BBVA icon
3086
Banco Bilbao Vizcaya Argentaria
BBVA
$157B
– –
-15,815
Closed -$89K
BBW icon
3087
Build-A-Bear
BBW
$424M
– –
-22,531
Closed -$302K
BC icon
3088
Brunswick
BC
$5.16B
– –
-46,634
Closed -$2.11M
BDX icon
3089
Becton Dickinson
BDX
$46.9B
– –
-106,177
Closed -$18.2M
BG icon
3090
PUT
Bunge Global
BG
$20.2B
– –
-4,000
Closed -$237K
BH icon
3091
Biglari Holdings Class B
BH
$1.23B
– –
-2,973
Closed -$799K
BHC icon
3092
Bausch Health
BHC
$2.62B
– –
-175,594
Closed -$3.54M
BHE icon
3093
Benchmark Electronics
BHE
$2.91B
– –
-117,155
Closed -$2.48M
BHR
3094
Braemar Hotels & Resorts
BHR
$148M
– –
-36,005
Closed -$504K
BIDU icon
3095
CALL
Baidu
BIDU
$38.3B
– –
-6,000
Closed -$991K
BIDU icon
3096
Baidu
BIDU
$38.3B
– –
-10,032
Closed -$1.66M
BIDU icon
3097
PUT
Baidu
BIDU
$38.3B
– –
-11,000
Closed -$1.82M
BKH icon
3098
Black Hills Corp
BKH
$5.42B
– –
-76,461
Closed -$4.82M
BLD
3099
DELISTED
TopBuild
BLD
– –
-104,797
Closed -$3.79M
BRK.B icon
3100
PUT
Berkshire Hathaway Class B
BRK.B
$1.11T
– –
-6,000
Closed -$869K
122 123
124
125 126

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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.