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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
HAS icon
3201
PUT
Hasbro
HAS
$13.1B
– –
-6,000
Closed -$504K
HBI
3202
DELISTED
Hanesbrands
HBI
– –
-13,297
Closed -$350K
HLT icon
3203
CALL
Hilton Worldwide
HLT
$70.6B
– –
-4,667
Closed -$315K
HLT icon
3204
PUT
Hilton Worldwide
HLT
$70.6B
– –
-14,333
Closed -$969K
HMN icon
3205
Horace Mann Educators
HMN
$2.1B
– –
-55,249
Closed -$1.87M
HOG icon
3206
CALL
Harley-Davidson
HOG
$2.65B
– –
-40,800
Closed -$1.85M
HOG icon
3207
PUT
Harley-Davidson
HOG
$2.65B
– –
-53,000
Closed -$2.4M
HON icon
3208
CALL
Honeywell
HON
$77.3B
– –
-9,793
Closed -$1.02M
HON icon
3209
PUT
Honeywell
HON
$77.3B
– –
-16,693
Closed -$1.75M
HOUS
3210
PUT
DELISTED
Anywhere Real Estate
HOUS
– –
-9,400
Closed -$273K
HRI icon
3211
CALL
Herc Holdings
HRI
$5.4B
– –
-4,333
Closed -$144K
HRI icon
3212
PUT
Herc Holdings
HRI
$5.4B
– –
-8,333
Closed -$277K
HRB icon
3213
H&R Block
HRB
$5.76B
– –
-709,929
Closed -$16.6M
HSY icon
3214
CALL
Hershey
HSY
$35.4B
– –
-4,000
Closed -$454K
IBP icon
3215
Installed Building Products
IBP
$6.15B
– –
-61,273
Closed -$2.22M
IHG icon
3216
InterContinental Hotels
IHG
$23.2B
– –
-15,538
Closed -$641K
IJR icon
3217
iShares Core S&P Small-Cap ETF
IJR
$111B
– –
-7,400
Closed -$430K
ILMN icon
3218
Illumina
ILMN
$30.2B
– –
-24,294
Closed -$3.89M
INCY icon
3219
CALL
Incyte
INCY
$24.1B
– –
-10,500
Closed -$840K
INCY icon
3220
PUT
Incyte
INCY
$24.1B
– –
-4,000
Closed -$320K
INDB icon
3221
Independent Bank
INDB
$4.05B
– –
-4,585
Closed -$210K
INGR icon
3222
Ingredion
INGR
$6.3B
– –
-42,969
Closed -$5.56M
INN
3223
Summit Hotel Properties
INN
$749M
– –
-58,611
Closed -$776K
IP icon
3224
CALL
International Paper
IP
$22B
– –
-7,392
Closed -$297K
IP icon
3225
PUT
International Paper
IP
$22B
– –
-5,280
Closed -$212K
127 128
129
130 131

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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.