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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
FFNW
1376
DELISTED
First Financial Northwest, Inc
FFNW
$405K ﹤0.01%
38,785
+15,731
+68% +$169K
BMRC icon
1377
Bank of Marin Bancorp
BMRC
$472M
$404K ﹤0.01%
19,446
-13,246
-41% -$277K
CACI icon
1378
CACI
CACI
$11B
$404K ﹤0.01%
+5,846
New +$390K
EXAS
1379
DELISTED
Exact Sciences
EXAS
$401K ﹤0.01%
33,991
+22,291
+191% +$286K
PLPC icon
1380
Preformed Line Products
PLPC
$1.75B
$400K ﹤0.01%
5,562
-938
-14% -$66.3K
PRDO icon
1381
Perdoceo Education
PRDO
$1.99B
$400K ﹤0.01%
145,225
-213,991
-60% -$658K
TNC icon
1382
Tennant Co
TNC
$1.43B
$400K ﹤0.01%
6,444
-16,196
-72% -$876K
LEAF
1383
DELISTED
Leaf Group Ltd.
LEAF
$399K ﹤0.01%
31,828
+8,765
+38% +$114K
GNK
1384
DELISTED
GENCO SHIPPING & TRADING LTD
GNK
$399K ﹤0.01%
+101,413
New +$274K
OB
1385
DELISTED
Onebeacon Insurance Group Ltd
OB
$398K ﹤0.01%
26,970
-67,318
-71% -$980K
FAST icon
1386
Fastenal
FAST
$54.7B
$396K ﹤0.01%
+31,484
New +$373K
HBOS
1387
DELISTED
HERITAGE FINANCIAL GROUP
HBOS
$395K ﹤0.01%
22,672
-1,375
-6% -$24.4K
HSII
1388
DELISTED
Heidrick & Struggles
HSII
$394K ﹤0.01%
20,662
+2,045
+11% +$33.1K
JNK icon
1389
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$394K ﹤0.01%
+3,297
New +$394K
AP icon
1390
Ampco-Pittsburgh
AP
$163M
$392K ﹤0.01%
21,893
+3,841
+21% +$71.9K
DHC
1391
Diversified Healthcare Trust
DHC
$2.15B
$391K ﹤0.01%
16,902
+152
+0.9% +$3.68K
INSY
1392
DELISTED
Insys Therapeutics, Inc.
INSY
$391K ﹤0.01%
+33,552
New +$275K
COHU icon
1393
Cohu
COHU
$2.26B
$390K ﹤0.01%
35,763
+15,062
+73% +$172K
SCLN
1394
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$389K ﹤0.01%
76,800
-28,638
-27% -$159K
PTNR
1395
DELISTED
Partner Communications
PTNR
$384K ﹤0.01%
48,642
+32,720
+206% +$240K
CEL
1396
DELISTED
Cellcom Israel, Ltd.
CEL
$384K ﹤0.01%
+34,806
New +$373K
BRSS
1397
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$384K ﹤0.01%
+21,874
New +$405K
CAM
1398
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$384K ﹤0.01%
6,586
-592,955
-99% -$35.3M
FXCB
1399
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
$384K ﹤0.01%
22,054
-495
-2% -$8.56K
AAN.A
1400
DELISTED
The Aaron's Company Inc Class A
AAN.A
$384K ﹤0.01%
13,874
+5,479
+65% +$152K
54 55
56
57 58

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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.