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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
+9.56%
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
$15.7B
AUM Growth
+$1.38B
Cap. Flow
+$511M
Cap. Flow %
3.26%
Top 10 Hldgs %
9.43%
Holding
2,423
New
482
Increased
549
Reduced
747
Closed
621

Top Buys

Rank Stock Value
1
JNJ icon
Johnson & Johnson
JNJ
+$166M
2
GM icon
General Motors
GM
+$156M
3
UNP icon
Union Pacific
UNP
+$154M
4
PFE icon
Pfizer
PFE
+$124M
5
MCD icon
McDonald's
MCD
+$124M

Top Sells

Rank Stock Value
1
IBM icon
IBM
IBM
+$132M
2
EMC
EMC CORPORATION
EMC
+$124M
3
LBTYA icon
Liberty Global Class A
LBTYA
+$120M
4
FCX icon
Freeport-McMoran
FCX
+$110M
5
VOD icon
Vodafone
VOD
+$80.6M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 15.5%
2 Healthcare 11.83%
3 Technology 10.57%
4 Financials 9.89%
5 Industrials 9.61%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
APC
26
DELISTED
Anadarko Petroleum
APC
$99M 0.63%
+1,064,562
New +$96.8M
BKNG icon
27
Booking.com
BKNG
$154B
$98.8M 0.63%
2,443,375
+1,701,000
+229% +$63.6M
LLY icon
28
Eli Lilly
LLY
$1.09T
$96.7M 0.62%
1,921,405
+331,423
+21% +$17.4M
ABT icon
29
Abbott
ABT
$187B
$96.1M 0.61%
2,894,071
+312,785
+12% +$11M
MGM icon
30
MGM Resorts International
MGM
$11.8B
$94.7M 0.6%
4,631,873
-1,991,046
-30% -$34.7M
GAP
31
The Gap Inc
GAP
$7.28B
$94.1M 0.6%
2,335,772
+1,561,602
+202% +$67.4M
LIFE
32
DELISTED
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
$94M 0.6%
1,256,783
+855,886
+213% +$63.9M
QCOM icon
33
Qualcomm
QCOM
$172B
$93.4M 0.6%
1,386,113
+747,375
+117% +$49M
MRO
34
DELISTED
Marathon Oil Corporation
MRO
$89.2M 0.57%
2,557,678
+8,159
+0.3% +$290K
HCA icon
35
HCA Healthcare
HCA
$92.8B
$87.9M 0.56%
2,055,912
-363,127
-15% -$14.2M
F icon
36
Ford
F
$59.6B
$86.6M 0.55%
+5,135,398
New +$86.7M
QIHU
37
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$84.1M 0.54%
1,010,672
+1,004,149
+15,394% +$70.6M
ABBV icon
38
AbbVie
ABBV
$465B
$83.4M 0.53%
1,863,671
+1,426,368
+326% +$63.2M
GD icon
39
General Dynamics
GD
$106B
$82M 0.52%
936,654
+550,851
+143% +$46.8M
QQQ icon
40
Invesco QQQ Trust
QQQ
$445B
$80.4M 0.51%
1,019,100
+1,008,720
+9,718% +$76.8M
DIA icon
41
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$80.2M 0.51%
+531,234
New +$81.1M
SPY icon
42
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$80.2M 0.51%
+476,900
New +$79.9M
BAX icon
43
Baxter International
BAX
$12.6B
$80.1M 0.51%
2,244,494
-118,980
-5% -$4.62M
GE icon
44
GE Aerospace
GE
$377B
$79.7M 0.51%
+696,516
New +$79.9M
ACN icon
45
Accenture
ACN
$101B
$79.4M 0.51%
1,077,639
+853,457
+381% +$63.2M
CMG icon
46
Chipotle Mexican Grill
CMG
$43B
$78M 0.5%
9,099,100
+5,727,950
+170% +$46.3M
MSFT icon
47
Microsoft
MSFT
$2.92T
$77.8M 0.5%
2,336,314
+126,846
+6% +$4.17M
MRK icon
48
Merck
MRK
$326B
$76.9M 0.49%
+1,692,383
New +$77.3M
CMCSA icon
49
Comcast
CMCSA
$85.8B
$76.8M 0.49%
3,402,156
+744,676
+28% +$16.2M
LYB icon
50
LyondellBasell Industries
LYB
$18.8B
$76.1M 0.48%
1,038,817
-252,061
-20% -$17.6M
1
2
3 4 5

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Two Sigma Investments's Q3 2013 Portfolio in Review

As of Q3 2013, Two Sigma Investments held 2,423 positions worth $15.7B, up 9.6% from $14.3B the previous quarter. Its ten largest holdings account for 9.4% of the portfolio.

Two Sigma Investments deployed $511M of net new capital in Q3 2013, opening 482 new positions and adding to 549 existing holdings. Its largest new stake was Johnson & Johnson: 1,855,436 shares worth $161M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, up from 12% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was EMC CORPORATION, an estimated $124M trimmed.

  • Two Sigma Investments's largest Q3 2013 buy was Johnson & Johnson: 1,855,436 shares worth $161M.
  • Two Sigma Investments added most to Alphabet (Google) Class C in Q3 2013, an estimated $100M increase.
  • Two Sigma Investments's biggest Q3 2013 reduction was EMC CORPORATION, cutting an estimated $124M.
  • Two Sigma Investments fully exited IBM in Q3 2013, selling an estimated $132M.
  • Two Sigma Investments's ten largest holdings make up 9.4% of its $15.7B portfolio in Q3 2013.
  • Two Sigma Investments opened 482 new positions and closed 621 in Q3 2013.
  • Two Sigma Investments's portfolio value rose 9.6% quarter-over-quarter to $15.7B.

Based on Two Sigma Investments's 13F filing for Q3 2013, filed 14 Nov 2013.