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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
ANFI
1301
DELISTED
AMIRA NATURE FOODS LTD
ANFI
$502K ﹤0.01%
+38,752
New +$358K
EWT icon
1302
iShares MSCI Taiwan ETF
EWT
$9.86B
$500K ﹤0.01%
+17,953
New +$491K
SKYW icon
1303
Skywest
SKYW
$4.24B
$500K ﹤0.01%
+34,468
New +$495K
SUNS
1304
DELISTED
SLR Senior Investment Corp. Common Stock
SUNS
$500K ﹤0.01%
27,660
-28,679
-51% -$528K
UEIC icon
1305
Universal Electronics
UEIC
$57.8M
$499K ﹤0.01%
+13,838
New +$436K
OXSQ icon
1306
Oxford Square Capital
OXSQ
$163M
$498K ﹤0.01%
+51,072
New +$501K
ASNA
1307
DELISTED
Ascena Retail Group, Inc.
ASNA
$497K ﹤0.01%
+1,244
New +$442K
LEAP
1308
DELISTED
LEAP WIRELESS INTERNATIONAL INC NEW
LEAP
$497K ﹤0.01%
+31,444
New +$469K
SWIR
1309
DELISTED
Sierra Wireless
SWIR
$495K ﹤0.01%
30,189
-14,246
-32% -$188K
NVMI
1310
Nova
NVMI
$12.4B
$494K ﹤0.01%
55,641
-16,455
-23% -$147K
VG
1311
DELISTED
Vonage Holdings Corporation
VG
$494K ﹤0.01%
157,388
-6,900
-4% -$21.7K
PSEM
1312
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
$493K ﹤0.01%
63,202
-40,383
-39% -$301K
CWT icon
1313
California Water Service
CWT
$3.1B
$492K ﹤0.01%
+24,212
New +$498K
IPCM
1314
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
$492K ﹤0.01%
9,656
-36,195
-79% -$1.88M
AROW icon
1315
Arrow Financial
AROW
$659M
$489K ﹤0.01%
25,256
+588
+2% +$11.4K
AVID
1316
DELISTED
Avid Technology Inc
AVID
$488K ﹤0.01%
81,341
+24,749
+44% +$143K
SNPS icon
1317
Synopsys
SNPS
$74.4B
$487K ﹤0.01%
+12,914
New +$478K
IPHS
1318
DELISTED
Innophos Holdings, Inc.
IPHS
$487K ﹤0.01%
9,235
-34,624
-79% -$1.75M
CBR
1319
DELISTED
CIBER Inc.
CBR
$487K ﹤0.01%
147,564
+4,083
+3% +$14.8K
INN
1320
Summit Hotel Properties
INN
$746M
$483K ﹤0.01%
52,595
-70,279
-57% -$680K
VOXX
1321
DELISTED
VOXX International Corporation Class A
VOXX
$481K ﹤0.01%
35,108
-412
-1% -$5.47K
ARC
1322
DELISTED
ARC Document Solutions, Inc.
ARC
$480K ﹤0.01%
104,565
+1,761
+2% +$8.28K
DY icon
1323
Dycom Industries
DY
$12B
$479K ﹤0.01%
17,100
-114,965
-87% -$3.01M
STBA icon
1324
S&T Bancorp
STBA
$1.84B
$477K ﹤0.01%
19,669
-12,904
-40% -$300K
CEO
1325
DELISTED
CNOOC Limited
CEO
$476K ﹤0.01%
+2,358
New +$449K
51 52
53
54 55

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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.