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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 | |
|---|---|---|---|---|---|---|
|
TRW
76
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $48.9M | 0.31% |
685,802
+425,343
| +163% | +$29.9M |
|
|
NYX
77
DELISTED
NYSE EURONEXT INC
NYX
| $48.4M | 0.31% |
1,152,436
-13,960
| -1% | -$586K |
|
78
Crown Castle
CCI
$34.6B
| $48.3M | 0.31% |
661,702
-335,075
| -34% | -$24M |
|
|
WCRX
79
DELISTED
WARNER CHILCOTT PLC ORD SHS CL A (IRL)
WCRX
| $48.1M | 0.31% |
2,104,427
-443,164
| -17% | -$9.37M |
|
80
Boston Scientific
BSX
$68.4B
| $48M | 0.31% |
4,091,922
+2,539,357
| +164% | +$27.5M |
|
|
PX
81
DELISTED
Praxair Inc
PX
| $47.9M | 0.31% |
398,299
-248,176
| -38% | -$29.5M |
|
|
MHFI
82
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $47.2M | 0.3% |
718,911
+114,283
| +19% | +$6.92M |
|
|
COV
83
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $46.3M | 0.3% |
760,118
+444,078
| +141% | +$27.1M |
|
84
United Parcel Service
UPS
$88.9B
| $46.3M | 0.3% |
+506,899
| New | +$44.6M |
|
85
Macy's
M
$6.51B
| $46.3M | 0.29% |
1,069,285
-903,829
| -46% | -$42.2M |
|
86
EQT Corp
EQT
$32.9B
| $46.1M | 0.29% |
954,599
-36,501
| -4% | -$1.69M |
|
87
Williams Companies
WMB
$85.8B
| $46.1M | 0.29% |
1,267,852
+567,514
| +81% | +$19.9M |
|
|
PXD
88
DELISTED
Pioneer Natural Resource Co.
PXD
| $43.5M | 0.28% |
230,608
-256,290
| -53% | -$43.5M |
|
|
ESV
89
DELISTED
Ensco Rowan plc
ESV
| $43.3M | 0.28% |
201,257
+111,798
| +125% | +$25.6M |
|
90
Owens Corning
OC
$11B
| $42.7M | 0.27% |
1,123,143
+227,137
| +25% | +$8.86M |
|
91
Marriott International
MAR
$100B
| $42.4M | 0.27% |
1,009,088
-167,602
| -14% | -$6.95M |
|
|
ELN
92
DELISTED
ELAN CORP ADS(RP1 ORD4IRISH PN
ELN
| $42M | 0.27% |
2,698,285
+2,557,290
| +1,814% | +$38.6M |
|
|
UN
93
DELISTED
Unilever NV New York Registry Shares
UN
| $41.7M | 0.27% |
1,106,431
+264,571
| +31% | +$10.5M |
|
|
HOT
94
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $41.6M | 0.27% |
626,569
+412,299
| +192% | +$27.3M |
|
95
VeriSign
VRSN
$26.3B
| $41.3M | 0.26% |
811,631
-335,029
| -29% | -$16.2M |
|
96
Archer Daniels Midland
ADM
$38.7B
| $41.2M | 0.26% |
+1,119,287
| New | +$40.8M |
|
97
Simon Property Group
SPG
$76.4B
| $41.1M | 0.26% |
294,608
-437,060
| -60% | -$63.5M |
|
|
DFS
98
DELISTED
Discover Financial Services
DFS
| $40.3M | 0.26% |
796,833
+58,877
| +8% | +$2.95M |
|
|
JWN
99
DELISTED
Nordstrom
JWN
| $39.9M | 0.25% |
+710,199
| New | +$42M |
|
100
MetLife
MET
$62.4B
| $39.5M | 0.25% |
943,444
+648,885
| +220% | +$28M |
|
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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.