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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
NTGR icon
1201
NETGEAR
NTGR
$648M
$648K ﹤0.01%
21,003
-56,354
-73% -$1.73M
NP
1202
DELISTED
Neenah, Inc. Common Stock
NP
$648K ﹤0.01%
16,467
+8,138
+98% +$307K
ATSG
1203
DELISTED
Air Transport Services Group
ATSG
$646K ﹤0.01%
86,269
-27,987
-24% -$187K
ARI
1204
Apollo Commercial Real Estate
ARI
$867M
$644K ﹤0.01%
42,172
-20,502
-33% -$320K
NTRI
1205
DELISTED
NutriSystem, Inc.
NTRI
$643K ﹤0.01%
44,776
+32,916
+278% +$411K
ELX
1206
DELISTED
EMULEX CORP
ELX
$643K ﹤0.01%
82,804
+53,546
+183% +$416K
GPC icon
1207
Genuine Parts
GPC
$17.1B
$642K ﹤0.01%
7,939
-28,549
-78% -$2.32M
PGI
1208
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
$642K ﹤0.01%
+64,438
New +$690K
REX icon
1209
REX American Resources
REX
$1.42B
$639K ﹤0.01%
124,704
-51,780
-29% -$288K
DATA
1210
DELISTED
Tableau Software, Inc.
DATA
$639K ﹤0.01%
+8,968
New +$576K
SIAL
1211
DELISTED
SIGMA - ALDRICH CORP
SIAL
$639K ﹤0.01%
7,487
– –
CRT
1212
Cross Timbers Royalty Trust
CRT
$61.3M
$638K ﹤0.01%
21,747
-2,952
-12% -$83.5K
RUTH
1213
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$637K ﹤0.01%
53,692
+27,422
+104% +$336K
WNC icon
1214
Wabash National
WNC
$512M
$636K ﹤0.01%
+54,533
New +$588K
WIFI
1215
DELISTED
Boingo Wireless, Inc.
WIFI
$632K ﹤0.01%
90,247
+30,187
+50% +$210K
EHTH icon
1216
eHealth
EHTH
$42.2M
$631K ﹤0.01%
+19,576
New +$539K
ASCMA
1217
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$629K ﹤0.01%
7,800
-5,967
-43% -$469K
TTC icon
1218
Toro Company
TTC
$8.75B
$628K ﹤0.01%
+23,098
New +$587K
IL
1219
DELISTED
IntraLinks Holdings Inc.
IL
$628K ﹤0.01%
71,371
+44,123
+162% +$385K
REV
1220
DELISTED
Revlon, Inc.
REV
$628K ﹤0.01%
22,646
+7,638
+51% +$189K
GLPW
1221
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
$620K ﹤0.01%
30,807
+6,044
+24% +$111K
RHI icon
1222
Robert Half
RHI
$3.87B
$618K ﹤0.01%
+15,848
New +$584K
DWSN
1223
DELISTED
DAWSON GEOPHYSICAL CO
DWSN
$617K ﹤0.01%
18,994
-10,833
-36% -$397K
GCAP
1224
DELISTED
Gain Capital Holdings, Inc.
GCAP
$610K ﹤0.01%
48,484
+31,610
+187% +$250K
NSM
1225
DELISTED
Nationstar Mortgage Holdings
NSM
$606K ﹤0.01%
10,784
– –
47 48
49
50 51

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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.