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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
BRKL
3101
DELISTED
Brookline Bancorp
BRKL
– –
-12,769
Closed -$141K
BTE icon
3102
Baytex Energy
BTE
$3.12B
– –
-87,942
Closed -$509K
BUD icon
3103
CALL
AB InBev
BUD
$166B
– –
-85,000
Closed -$11.2M
BUD icon
3104
AB InBev
BUD
$166B
– –
-149,600
Closed -$19.7M
BUD icon
3105
PUT
AB InBev
BUD
$166B
– –
-3,000
Closed -$395K
BWA icon
3106
CALL
BorgWarner
BWA
$13B
– –
-9,088
Closed -$236K
BYD icon
3107
Boyd Gaming
BYD
$6.16B
– –
-45,672
Closed -$878K
C icon
3108
Citigroup
C
$224B
– –
-258,448
Closed -$11.8M
CABO icon
3109
Cable One
CABO
$254M
– –
-8,214
Closed -$4.2M
CALM icon
3110
Cal-Maine
CALM
$4.08B
– –
-88,109
Closed -$3.79M
CAR icon
3111
Avis
CAR
$4.91B
– –
-79,963
Closed -$2.9M
CBOE icon
3112
Cboe Global Markets
CBOE
$31.2B
– –
-3,167
Closed -$211K
CBOE icon
3113
PUT
Cboe Global Markets
CBOE
$31.2B
– –
-5,000
Closed -$333K
CCJ icon
3114
CALL
Cameco
CCJ
$39.1B
– –
-10,000
Closed -$110K
CCJ icon
3115
Cameco
CCJ
$39.1B
– –
-56,861
Closed -$547K
CCOI icon
3116
Cogent Communications
CCOI
$663M
– –
-19,237
Closed -$771K
CCRN
3117
DELISTED
Cross Country Healthcare
CCRN
– –
-53,178
Closed -$740K
CDNS icon
3118
Cadence Design Systems
CDNS
$92.6B
– –
-254,387
Closed -$6.18M
CDW icon
3119
CDW
CDW
$18.9B
– –
-190,518
Closed -$7.64M
CF icon
3120
CF Industries
CF
$18.2B
– –
-79,664
Closed -$1.94M
CFG icon
3121
CALL
Citizens Financial Group
CFG
$30.7B
– –
-29,000
Closed -$579K
CFG icon
3122
Citizens Financial Group
CFG
$30.7B
– –
-1,131,401
Closed -$22.6M
CFG icon
3123
PUT
Citizens Financial Group
CFG
$30.7B
– –
-31,000
Closed -$619K
CFR icon
3124
Cullen/Frost Bankers
CFR
$10.5B
– –
-30,427
Closed -$1.94M
CHD icon
3125
Church & Dwight Co
CHD
$23.7B
– –
-7,986
Closed -$411K
123 124
125
126 127

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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.