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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
VALE icon
3401
CALL
Vale
VALE
$64.1B
– –
-98,100
Closed -$496K
VALE icon
3402
PUT
Vale
VALE
$64.1B
– –
-130,500
Closed -$660K
VFC icon
3403
CALL
VF Corp
VFC
$5.63B
– –
-10,620
Closed -$615K
VFC icon
3404
VF Corp
VFC
$5.63B
– –
-33,600
Closed -$1.95M
VFC icon
3405
PUT
VF Corp
VFC
$5.63B
– –
-13,806
Closed -$799K
VMC icon
3406
Vulcan Materials
VMC
$34.8B
– –
-37,379
Closed -$4.41M
VRSK icon
3407
Verisk Analytics
VRSK
$25.4B
– –
-31,683
Closed -$2.57M
VRTX icon
3408
CALL
Vertex Pharmaceuticals
VRTX
$121B
– –
-7,700
Closed -$662K
VRTX icon
3409
PUT
Vertex Pharmaceuticals
VRTX
$121B
– –
-8,000
Closed -$688K
VSH icon
3410
Vishay Intertechnology
VSH
$5.25B
– –
-278,585
Closed -$3.45M
VVX icon
3411
V2X
VVX
$2.83B
– –
-13,343
Closed -$380K
WBD icon
3412
Warner Bros
WBD
$65.9B
– –
-27,568
Closed -$707K
WDAY icon
3413
CALL
Workday
WDAY
$39.6B
– –
-4,000
Closed -$299K
WDAY icon
3414
PUT
Workday
WDAY
$39.6B
– –
-3,000
Closed -$224K
WLK icon
3415
Westlake Corp
WLK
$9.03B
– –
-149,324
Closed -$6.41M
WMB icon
3416
Williams Companies
WMB
$87.5B
– –
-348,386
Closed -$7.54M
WM icon
3417
CALL
Waste Management
WM
$90.6B
– –
-14,000
Closed -$928K
WOR icon
3418
Worthington Enterprises
WOR
$2.75B
– –
-77,223
Closed -$2.01M
WTFC icon
3419
Wintrust Financial
WTFC
$10.8B
– –
-51,273
Closed -$2.62M
WU icon
3420
Western Union
WU
$1.98B
– –
-376,291
Closed -$7.22M
WY icon
3421
Weyerhaeuser
WY
$18B
– –
-32,797
Closed -$1.04M
XEL icon
3422
PUT
Xcel Energy
XEL
$48.8B
– –
-20,200
Closed -$905K
XLF icon
3423
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
– –
-112,889
Closed -$2.26M
XLF icon
3424
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
– –
-47,235
Closed -$947K
XLF icon
3425
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
– –
-124,623
Closed -$2.5M
135 136
137
138 139

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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.