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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 | |
|---|---|---|---|---|---|---|
126
Eastman Chemical
EMN
$7.69B
| $31.8M | 0.2% |
+408,133
| New | +$31.4M |
|
127
Advance Auto Parts
AAP
$3.53B
| $31.8M | 0.2% |
384,196
+266,854
| +227% | +$21.8M |
|
128
Darden Restaurants
DRI
$24.3B
| $31.5M | 0.2% |
761,572
+630,440
| +481% | +$27.4M |
|
|
NE
129
DELISTED
Noble Corporation
NE
| $31.4M | 0.2% |
950,888
+671,656
| +241% | +$22.8M |
|
|
WBA
130
DELISTED
Walgreens Boots Alliance
WBA
| $31.3M | 0.2% |
+582,317
| New | +$29.3M |
|
131
Johnson Controls International
JCI
$85.1B
| $31.1M | 0.2% |
+716,095
| New | +$30.3M |
|
132
US Bancorp
USB
$97.9B
| $31.1M | 0.2% |
848,807
+374,498
| +79% | +$13.9M |
|
|
RDS.A
133
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $31M | 0.2% |
471,425
-921,825
| -66% | -$60.3M |
|
134
United Rentals
URI
$65.7B
| $30.9M | 0.2% |
+529,748
| New | +$29.4M |
|
|
LNKD
135
DELISTED
LinkedIn Corporation
LNKD
| $30.8M | 0.2% |
+125,321
| New | +$28.2M |
|
136
Assured Guaranty
AGO
$3.73B
| $30.6M | 0.2% |
1,634,421
+1,541,999
| +1,668% | +$32.6M |
|
|
VMW
137
DELISTED
VMware, Inc
VMW
| $30.4M | 0.19% |
375,633
-165,366
| -31% | -$13.4M |
|
138
Jacobs Solutions
J
$16B
| $30.4M | 0.19% |
+630,750
| New | +$30.7M |
|
139
T. Rowe Price
TROW
$25.5B
| $30.2M | 0.19% |
419,755
+295,489
| +238% | +$21.9M |
|
140
Goodyear
GT
$2.09B
| $29.9M | 0.19% |
1,333,956
+1,237,449
| +1,282% | +$23.7M |
|
|
TW
141
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
| $29.7M | 0.19% |
277,725
+201,754
| +266% | +$17.7M |
|
|
DELL
142
DELISTED
DELL INC
DELL
| $29.5M | 0.19% |
2,144,190
+364,477
| +20% | +$4.94M |
|
143
TransDigm Group
TDG
$70.7B
| $28.8M | 0.18% |
207,783
-3,167
| -2% | -$451K |
|
144
Allstate
ALL
$70.6B
| $28.7M | 0.18% |
567,323
+456,672
| +413% | +$23M |
|
145
Flex
FLEX
$37.7B
| $28.6M | 0.18% |
4,170,160
+3,479,129
| +503% | +$22.9M |
|
|
AGN
146
DELISTED
Allergan plc
AGN
| $28.3M | 0.18% |
196,434
-336,327
| -63% | -$44.8M |
|
147
Albemarle
ALB
$13.4B
| $27.9M | 0.18% |
+443,559
| New | +$27.9M |
|
148
Genworth Financial
GNW
$3.86B
| $27.8M | 0.18% |
2,175,204
+284,537
| +15% | +$3.57M |
|
149
Newell Brands
NWL
$2.21B
| $27.4M | 0.17% |
995,390
+102,080
| +11% | +$2.72M |
|
150
United Airlines
UAL
$38.8B
| $27.4M | 0.17% |
891,034
+68,059
| +8% | +$2.19M |
|
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.