We are live on ! Find out more
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
ICFI icon
926
ICF International
ICFI
$1.46B
$1.28M 0.01%
36,215
-40,521
-53% -$1.36M
PETS icon
927
PetMed Express
PETS
$41.7M
$1.28M 0.01%
+78,749
New +$1.23M
WTSL
928
DELISTED
WET SEAL INC CL-A
WTSL
$1.28M 0.01%
326,471
+84,199
+35% +$356K
WIBC
929
DELISTED
WILSHIRE BANCORP INC
WIBC
$1.28M 0.01%
156,773
+15,859
+11% +$132K
EVC icon
930
Entravision Communication
EVC
$1.03B
$1.28M 0.01%
+217,267
New +$1.26M
MINI
931
DELISTED
Mobile Mini Inc
MINI
$1.28M 0.01%
37,608
-128,513
-77% -$4.22M
DXCM icon
932
DexCom
DXCM
$31.5B
$1.27M 0.01%
180,700
-90,004
-33% -$570K
IYT icon
933
iShares US Transportation ETF
IYT
$2.26B
$1.27M 0.01%
+43,312
New +$1.25M
MDSO
934
DELISTED
Medidata Solutions, Inc.
MDSO
$1.27M 0.01%
25,678
+17,040
+197% +$751K
IVE icon
935
iShares S&P 500 Value ETF
IVE
$49B
$1.27M 0.01%
+16,200
New +$1.28M
CGX
936
DELISTED
CONSOLIDATED GRAPHICS INC
CGX
$1.27M 0.01%
22,634
-9,405
-29% -$508K
OWW
937
DELISTED
ORBITZ WORLDWIDE, INC
OWW
$1.26M 0.01%
130,787
-81,477
-38% -$803K
SHV icon
938
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$1.25M 0.01%
+11,363
New +$1.25M
OSG
939
Octave Specialty Group
OSG
$243M
$1.25M 0.01%
+68,933
New +$1.57M
EMR icon
940
Emerson Electric
EMR
$83.9B
$1.25M 0.01%
+19,330
New +$1.18M
SYY icon
941
Sysco
SYY
$40.8B
$1.25M 0.01%
+39,185
New +$1.31M
ECOL
942
DELISTED
US Ecology, Inc.
ECOL
$1.24M 0.01%
41,205
+9,972
+32% +$293K
FDO
943
DELISTED
FAMILY DOLLAR STORES
FDO
$1.24M 0.01%
17,192
+2,468
+17% +$173K
BLC
944
DELISTED
BELO CORP SER A
BLC
$1.24M 0.01%
90,308
-6,146
-6% -$87K
MLKN icon
945
MillerKnoll
MLKN
$1.53B
$1.23M 0.01%
42,146
+6,907
+20% +$192K
EGP icon
946
EastGroup Properties
EGP
$11.2B
$1.23M 0.01%
20,750
-93,091
-82% -$5.51M
MSTR icon
947
Strategy Inc
MSTR
$34.1B
$1.23M 0.01%
118,280
+67,100
+131% +$653K
SHOR
948
DELISTED
ShoreTel, Inc.
SHOR
$1.22M 0.01%
+202,619
New +$964K
EFA icon
949
iShares MSCI EAFE ETF
EFA
$78B
$1.22M 0.01%
+19,150
New +$1.17M
BIRT
950
DELISTED
Actuate Corp
BIRT
$1.22M 0.01%
166,118
+394
+0.2% +$2.87K
36 37
38
39 40

Similar funds

TD Asset Management
TD Asset Management Toronto, Ontario, Canada $123B AUM 34.51% 1-Year Est. Return
Schroder Investment Management Group
Schroder Investment Management Group London, United Kingdom $122B AUM 29.27% 1-Year Est. Return
State Farm Mutual Automobile Insurance
State Farm Mutual Automobile Insurance Bloomington, Illinois $127B AUM 32.55% 1-Year Est. Return
Primecap Management
Primecap Management Pasadena, California $127B AUM 44.11% 1-Year Est. Return
Fidelity International
Fidelity International Hamilton, Bermuda $129B AUM 30.83% 1-Year Est. Return
VAM
Vanguard Asset Management London, Ec4n 8af $117B AUM
RhumbLine Advisers
RhumbLine Advisers Boston, Massachusetts $117B AUM 29.66% 1-Year Est. Return
Neuberger Berman Group
Neuberger Berman Group New York $131B AUM 28.36% 1-Year Est. Return

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.