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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
MTSC
1026
DELISTED
MTS Systems Corp
MTSC
$980K 0.01%
+15,218
New +$937K
APH icon
1027
Amphenol
APH
$198B
$977K 0.01%
101,008
-611,064
-86% -$5.97M
NTK
1028
DELISTED
NORTEK INC COM NEW (DE)
NTK
$971K 0.01%
+14,134
New +$963K
DENN
1029
DELISTED
Denny's
DENN
$962K 0.01%
157,176
-246,902
-61% -$1.44M
ILG
1030
DELISTED
ILG, Inc Common Stock
ILG
$959K 0.01%
40,589
-19,801
-33% -$435K
CNX icon
1031
CNX Resources
CNX
$5.3B
$958K 0.01%
34,156
-15,870
-32% -$415K
GYRE icon
1032
Gyre Therapeutics
GYRE
$641M
$958K 0.01%
229
+38
+20% +$153K
BIN
1033
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
$954K 0.01%
37,090
-49,805
-57% -$1.2M
MWA icon
1034
Mueller Water Products
MWA
$3.95B
$953K 0.01%
119,324
+51,684
+76% +$398K
BTE icon
1035
Baytex Energy
BTE
$3.25B
$951K 0.01%
+23,051
New +$929K
BAGL
1036
DELISTED
EINSTEIN NOAH RESTAURANT GROUP, INC CMN STK (DELAWARE)
BAGL
$947K 0.01%
54,729
-5,955
-10% -$98.2K
AEPI
1037
DELISTED
AEP Industries Inc
AEPI
$946K 0.01%
+12,732
New +$982K
HA
1038
DELISTED
Hawaiian Holdings, Inc.
HA
$945K 0.01%
+126,979
New +$907K
CB
1039
DELISTED
CHUBB CORPORATION
CB
$941K 0.01%
10,541
-260,185
-96% -$22.5M
BEE
1040
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
$939K 0.01%
108,181
-470,577
-81% -$4.1M
NYT icon
1041
New York Times
NYT
$12.1B
$932K 0.01%
+74,136
New +$878K
SPRT
1042
DELISTED
support.com, Inc.
SPRT
$931K 0.01%
56,918
+769
+1% +$12.5K
FIG
1043
DELISTED
Fortress Investment Group Llc
FIG
$931K 0.01%
117,327
-36,323
-24% -$273K
TSL
1044
DELISTED
Trina Solar Limited
TSL
$930K 0.01%
+60,154
New +$533K
RGP icon
1045
Resources Connection
RGP
$151M
$929K 0.01%
68,416
-41,157
-38% -$539K
VEDL
1046
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$924K 0.01%
81,960
+29,308
+56% +$287K
NMFC icon
1047
New Mountain Finance
NMFC
$651M
$921K 0.01%
+63,945
New +$931K
LBY
1048
DELISTED
Libbey, Inc.
LBY
$920K 0.01%
38,694
+8,183
+27% +$200K
MODV
1049
DELISTED
ModivCare
MODV
$919K 0.01%
32,014
-70,228
-69% -$1.98M
DMC
1050
Del Monte Corp
DMC
$1.41B
$916K 0.01%
+30,863
New +$898K
40 41
42
43 44

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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.