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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
BIIB icon
51
Biogen
BIIB
$30.9B
$73.6M 0.47%
305,516
-96,210
-24% -$21.5M
MU icon
52
Micron Technology
MU
$835B
$73.3M 0.47%
4,193,474
+4,151,878
+9,981% +$60.2M
COST icon
53
Costco
COST
$432B
$72.3M 0.46%
627,974
+536,473
+586% +$61.9M
GMCR
54
DELISTED
KEURIG GREEN MTN INC
GMCR
$71.7M 0.46%
951,529
+457,110
+92% +$36.1M
ITW icon
55
Illinois Tool Works
ITW
$84.1B
$69.6M 0.44%
913,180
-44,734
-5% -$3.27M
MON
56
DELISTED
Monsanto Co
MON
$67.5M 0.43%
646,814
-36,028
-5% -$3.62M
ISRG icon
57
Intuitive Surgical
ISRG
$127B
$66.9M 0.43%
1,599,066
+1,431,396
+854% +$63.2M
GLW icon
58
Corning
GLW
$107B
$65M 0.41%
4,455,886
+3,159,486
+244% +$46.8M
AZO icon
59
AutoZone
AZO
$51.3B
$64.1M 0.41%
151,688
+134,406
+778% +$57.5M
V icon
60
Visa
V
$701B
$62.6M 0.4%
1,311,152
+159,756
+14% +$7.38M
FITB
61
Fifth Third Bancorp
FITB
$51.3B
$62.1M 0.4%
3,444,981
-242,201
-7% -$4.56M
RF icon
62
Regions Financial
RF
$26.4B
$62.1M 0.4%
6,701,827
+2,554,757
+62% +$25M
BBY icon
63
Best Buy
BBY
$19B
$60M 0.38%
+1,600,443
New +$53.2M
NKE icon
64
Nike
NKE
$64.1B
$59M 0.38%
+1,624,224
New +$53M
AFL icon
65
Aflac
AFL
$65.5B
$58M 0.37%
1,870,410
+1,006,226
+116% +$30.3M
MDT icon
66
Medtronic
MDT
$112B
$57.1M 0.36%
1,072,137
+971,978
+970% +$52.3M
PSX icon
67
Phillips 66
PSX
$82.9B
$56.8M 0.36%
982,446
-340,244
-26% -$19.7M
ICE icon
68
Intercontinental Exchange
ICE
$87.2B
$55.2M 0.35%
1,522,255
+375,880
+33% +$13.6M
URBN icon
69
Urban Outfitters
URBN
$6.46B
$55.2M 0.35%
1,501,393
+714,857
+91% +$29.4M
HOUS
70
DELISTED
Anywhere Real Estate
HOUS
$54.3M 0.35%
1,261,999
+1,170,953
+1,286% +$53M
AZN icon
71
AstraZeneca
AZN
$269B
$53.3M 0.34%
1,025,814
+211,406
+26% +$10.6M
TIBX
72
DELISTED
TIBCO SOFTWARE INC
TIBX
$52.9M 0.34%
2,067,623
+1,250,543
+153% +$29.9M
GSK icon
73
GSK
GSK
$107B
$52M 0.33%
829,444
-93,074
-10% -$5.99M
EMC
74
DELISTED
EMC CORPORATION
EMC
$50.8M 0.32%
1,986,661
-4,786,068
-71% -$124M
RRC icon
75
Range Resources
RRC
$9.33B
$49.7M 0.32%
654,482
-315,565
-33% -$24.6M
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.