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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
IPGP icon
3226
IPG Photonics
IPGP
$3.61B
– –
-36,367
Closed -$2.91M
IPI icon
3227
Intrepid Potash
IPI
$456M
– –
-17,523
Closed -$252K
ITGR icon
3228
Integer Holdings
ITGR
$4.12B
– –
-29,286
Closed -$906K
ITW icon
3229
Illinois Tool Works
ITW
$82.6B
– –
-9,187
Closed -$1.07M
IWN icon
3230
iShares Russell 2000 Value ETF
IWN
$14.3B
– –
-23,374
Closed -$2.27M
IYR icon
3231
iShares US Real Estate ETF
IYR
$4.66B
– –
-19,360
Closed -$1.59M
JBHT icon
3232
CALL
JB Hunt Transport Services
JBHT
$25.5B
– –
-6,000
Closed -$486K
JBHT icon
3233
PUT
JB Hunt Transport Services
JBHT
$25.5B
– –
-43,000
Closed -$3.48M
JBL icon
3234
Jabil
JBL
$33B
– –
-91,987
Closed -$1.7M
JNJ icon
3235
Johnson & Johnson
JNJ
$618B
– –
-26,273
Closed -$3.19M
KDP icon
3236
PUT
Keurig Dr Pepper
KDP
$42.3B
– –
-34,000
Closed -$3.29M
KEY icon
3237
CALL
KeyCorp
KEY
$24.2B
– –
-46,300
Closed -$512K
KEY icon
3238
PUT
KeyCorp
KEY
$24.2B
– –
-12,700
Closed -$140K
KEYS icon
3239
Keysight
KEYS
$54.5B
– –
-128,569
Closed -$3.74M
KFRC icon
3240
Kforce
KFRC
$1.02B
– –
-30,139
Closed -$509K
KMI icon
3241
Kinder Morgan
KMI
$71.7B
– –
-340,590
Closed -$7.22M
KMT icon
3242
Kennametal
KMT
$2.59B
– –
-284,303
Closed -$6.29M
KRE icon
3243
State Street SPDR S&P Regional Banking ETF
KRE
$4.63B
– –
-27,620
Closed -$1.06M
KRG icon
3244
Kite Realty
KRG
$5.81B
– –
-233,009
Closed -$6.53M
KW
3245
DELISTED
Kennedy-Wilson Holdings
KW
– –
-53,366
Closed -$1.01M
LADR
3246
Ladder Capital
LADR
$1.21B
– –
-30,667
Closed -$371K
LE icon
3247
Lands' End
LE
$370M
– –
-17,655
Closed -$290K
LEG icon
3248
CALL
Leggett & Platt
LEG
$1.34B
– –
-4,000
Closed -$204K
LEN icon
3249
Lennar Class A
LEN
$19.8B
– –
-15,633
Closed -$692K
LFCR icon
3250
Lifecore Biomedical
LFCR
$166M
– –
-33,226
Closed -$358K
128 129
130
131 132

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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.