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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 | |
|---|---|---|---|---|---|---|
|
TWX
101
DELISTED
Time Warner Inc
TWX
| $39.4M | 0.25% |
+623,894
| New | +$37.3M |
|
102
JPMorgan Chase
JPM
$916B
| $38.7M | 0.25% |
749,280
+718,298
| +2,318% | +$38.5M |
|
|
103
Liberty Global Class A
LBTYA
$3.59B
| $38.5M | 0.25% |
1,175,075
-3,720,308
| -76% | -$120M |
|
104
Murphy Oil
MUR
$5.55B
| $38M | 0.24% |
+630,206
| New | +$37.1M |
|
105
Edwards Lifesciences
EW
$49.4B
| $38M | 0.24% |
+3,270,744
| New | +$38.3M |
|
|
CIT
106
DELISTED
CIT Group Inc.
CIT
| $37.9M | 0.24% |
776,764
-76,645
| -9% | -$3.76M |
|
107
McKesson
MCK
$104B
| $37.6M | 0.24% |
293,103
-29,330
| -9% | -$3.6M |
|
108
PPG Industries
PPG
$24.9B
| $37.3M | 0.24% |
446,678
+72,828
| +19% | +$5.83M |
|
109
Host Hotels & Resorts
HST
$17.5B
| $37M | 0.24% |
2,095,762
-666,135
| -24% | -$11.8M |
|
110
CMS Energy
CMS
$23.3B
| $37M | 0.24% |
1,406,438
+1,330,737
| +1,758% | +$36.1M |
|
|
CXO
111
DELISTED
CONCHO RESOURCES INC.
CXO
| $36.9M | 0.24% |
339,305
-328,915
| -49% | -$31.3M |
|
112
Tyson Foods
TSN
$21.5B
| $36.8M | 0.23% |
1,302,959
+337,136
| +35% | +$9.77M |
|
|
SNDK
113
DELISTED
SANDISK CORP
SNDK
| $36M | 0.23% |
605,374
-131,545
| -18% | -$7.73M |
|
114
Intel
INTC
$413B
| $35.7M | 0.23% |
+1,556,651
| New | +$35.9M |
|
115
KLA
KLAC
$222B
| $35.4M | 0.23% |
5,823,900
+2,065,550
| +55% | +$12.1M |
|
116
Corpay
CPAY
$25.7B
| $34.9M | 0.22% |
316,611
+310,940
| +5,483% | +$30.4M |
|
117
Quanta Services
PWR
$84.2B
| $34.3M | 0.22% |
1,245,428
-406,136
| -25% | -$11M |
|
118
DuPont de Nemours
DD
$18.6B
| $34.2M | 0.22% |
352,196
+173,555
| +97% | +$16.2M |
|
|
MJN
119
DELISTED
Mead Johnson Nutrition Company
MJN
| $34M | 0.22% |
457,763
+221,034
| +93% | +$16.6M |
|
120
Chord Energy
CHRD
$7.68B
| $33.5M | 0.21% |
682,442
-17,844
| -3% | -$750K |
|
121
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
| $33.2M | 0.21% |
+1,096,428
| New | +$32.5M |
|
122
Crown Holdings
CCK
$13B
| $33.2M | 0.21% |
785,452
+44,562
| +6% | +$1.95M |
|
123
SM Energy
SM
$7.6B
| $32.8M | 0.21% |
425,242
+334,642
| +369% | +$23.2M |
|
124
SBA Communications
SBAC
$19.8B
| $32.8M | 0.21% |
407,791
-181,925
| -31% | -$13.8M |
|
|
MXIM
125
DELISTED
Maxim Integrated Products
MXIM
| $32.2M | 0.21% |
1,080,060
+28,723
| +3% | +$817K |
|
Similar funds
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.