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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
(+9.6%)
Cap. Flow
+$511M
Cap. Flow
% of AUM
3.26%
Top 10 Holdings %
Top 10 Hldgs %
9.43%
Holding
2,423
New
482
Increased
549
Reduced
747
Closed
621
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Johnson & Johnson
JNJ
|
+$166M |
| 2 |
General Motors
GM
|
+$156M |
| 3 |
Union Pacific
UNP
|
+$154M |
| 4 |
Pfizer
PFE
|
+$124M |
| 5 |
McDonald's
MCD
|
+$124M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
IBM
IBM
|
+$132M |
| 2 |
EMC
EMC CORPORATION
EMC
|
+$124M |
| 3 |
Liberty Global Class A
LBTYA
|
+$120M |
| 4 |
Freeport-McMoran
FCX
|
+$110M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
KAMN
951
DELISTED
Kaman Corp
KAMN
| $1.22M | 0.01% |
32,150
+4,359
| +16% | +$162K |
|
952
Bank of Hawaii
BOH
$3.15B
| $1.21M | 0.01% |
22,126
-27,956
| -56% | -$1.51M |
|
|
NCI
953
DELISTED
Navigant Consulting, Inc.
NCI
| $1.21M | 0.01% |
77,916
+39,204
| +101% | +$550K |
|
|
TAYC
954
DELISTED
TAYLOR CAPITAL GROUP INC
TAYC
| $1.2M | 0.01% |
+54,186
| New | +$1.16M |
|
955
Diana Shipping
DSX
$302M
| $1.2M | 0.01% |
+142,217
| New | +$1.09M |
|
956
Stoneridge
SRI
$195M
| $1.2M | 0.01% |
110,669
-85,260
| -44% | -$1.05M |
|
|
MTOR
957
DELISTED
MERITOR, Inc.
MTOR
| $1.2M | 0.01% |
152,336
+77,927
| +105% | +$603K |
|
|
SAPE
958
DELISTED
SAPIENT CORP
SAPE
| $1.2M | 0.01% |
76,846
-145,245
| -65% | -$2.14M |
|
|
AMTD
959
DELISTED
TD Ameritrade Holding Corp
AMTD
| $1.2M | 0.01% |
+45,642
| New | +$1.21M |
|
|
WAGE
960
DELISTED
WageWorks, Inc.
WAGE
| $1.19M | 0.01% |
+23,654
| New | +$976K |
|
|
GCOM
961
DELISTED
GLOBECOMM SYSTEMS INC
GCOM
| $1.19M | 0.01% |
85,008
+27,556
| +48% | +$388K |
|
|
COWN
962
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $1.19M | 0.01% |
86,362
+29,040
| +51% | +$388K |
|
|
WIN
963
DELISTED
Windstream Holdings Inc
WIN
| $1.19M | 0.01% |
19,008
-112,657
| -86% | -$7.27M |
|
964
Edgewell Personal Care
EPC
$1.25B
| $1.19M | 0.01% |
17,572
-114,657
| -87% | -$8.47M |
|
965
Central Pacific Financial
CPF
$1.02B
| $1.18M | 0.01% |
66,728
-17,156
| -20% | -$308K |
|
|
HEES
966
DELISTED
H&E Equipment Services
HEES
| $1.18M | 0.01% |
44,381
+12,800
| +41% | +$305K |
|
967
First Interstate BancSystem
FIBK
$3.69B
| $1.18M | 0.01% |
48,713
-53,538
| -52% | -$1.25M |
|
968
Celestica
CLS
$38.1B
| $1.17M | 0.01% |
106,422
+31,100
| +41% | +$325K |
|
|
TOWR
969
DELISTED
Tower International, Inc.
TOWR
| $1.17M | 0.01% |
58,556
+16,937
| +41% | +$360K |
|
970
Mettler-Toledo International
MTD
$28.6B
| $1.17M | 0.01% |
+4,870
| New | +$1.1M |
|
|
IHS
971
DELISTED
IHS INC CL-A COM STK
IHS
| $1.17M | 0.01% |
10,215
-87,077
| -90% | -$9.58M |
|
972
Compass Diversified
CODI
$758M
| $1.17M | 0.01% |
65,398
-67,257
| -51% | -$1.2M |
|
973
Comfort Systems
FIX
$60.9B
| $1.16M | 0.01% |
69,181
+49,336
| +249% | +$790K |
|
|
SEAC
974
DELISTED
Seachange International Inc
SEAC
| $1.15M | 0.01% |
5,010
-1,572
| -24% | -$362K |
|
|
ORIT
975
DELISTED
Oritani Financial Corp. New
ORIT
| $1.15M | 0.01% |
69,527
-50,518
| -42% | -$815K |
|
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VAM
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.