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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
JASO
3526
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-98,065
Closed -$672K
GNRT
3527
DELISTED
Gener8 Maritime, Inc.
GNRT
– –
-56,341
Closed -$361K
CBI
3528
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
– –
-8,000
Closed -$277K
CPN
3529
CALL
DELISTED
Calpine Corporation
CPN
– –
-37,000
Closed -$546K
RGC
3530
PUT
DELISTED
Regal Entertainment Group
RGC
– –
-13,000
Closed -$287K
CAA
3531
CALL
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-16,000
Closed -$587K
CAA
3532
PUT
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-11,000
Closed -$404K
BSFT
3533
DELISTED
BroadSoft, Inc.
BSFT
– –
-25,104
Closed -$1.03M
SSNI
3534
DELISTED
Silver Spring Networks, Inc.
SSNI
– –
-45,600
Closed -$554K
POT
3535
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-139,500
Closed -$2.27M
AGU
3536
CALL
DELISTED
Agrium
AGU
– –
-9,000
Closed -$814K
AGU
3537
PUT
DELISTED
Agrium
AGU
– –
-4,000
Closed -$362K
FNFV
3538
DELISTED
Fidelity Natl Financial, Inc.
FNFV
– –
-97,591
Closed -$1.12M
MORE
3539
DELISTED
Monogram Residential Trust, Inc.
MORE
– –
-13,900
Closed -$142K
GSOL
3540
DELISTED
Global Sources Ltd
GSOL
– –
-10,424
Closed -$96K
PPP
3541
DELISTED
Primero Mining Corp
PPP
– –
-186,123
Closed -$387K
KATE
3542
DELISTED
Kate Spade & Company
KATE
– –
-56,159
Closed -$1.16M
BXE
3543
DELISTED
Bellatrix Exploration Ltd.
BXE
– –
-26,190
Closed -$130K
CIE
3544
DELISTED
Cobalt International Energy, Inc
CIE
– –
-7,871
Closed -$158K
YHOO
3545
PUT
DELISTED
Yahoo Inc
YHOO
– –
-265,100
Closed -$9.96M
BNCN
3546
DELISTED
BNC Bancorp
BNCN
– –
-25,650
Closed -$583K
HW
3547
DELISTED
Headwaters Inc
HW
– –
-167,697
Closed -$3.01M
CSC
3548
DELISTED
Computer Sciences
CSC
– –
-276,450
Closed -$13.7M
ENH
3549
DELISTED
Endurance Specialty Holdings Ltd
ENH
– –
-25,741
Closed -$1.73M
GK
3550
DELISTED
G&K Services Inc
GK
– –
-23,471
Closed -$1.8M
140 141
142
143 144

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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.