We are live on ! Find out more
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
BND icon
1501
Vanguard Total Bond Market
BND
$157B
$300K ﹤0.01%
+3,714
New +$299K
SKUL
1502
DELISTED
SKULLCANDY INC
SKUL
$300K ﹤0.01%
48,640
+18,988
+64% +$106K
FXI icon
1503
iShares China Large-Cap ETF
FXI
$4.37B
$299K ﹤0.01%
+8,076
New +$287K
PHIIK
1504
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$297K ﹤0.01%
7,889
-2,255
-22% -$81.9K
RWT
1505
Redwood Trust
RWT
$574M
$296K ﹤0.01%
15,011
– –
JOUT icon
1506
Johnson Outdoors
JOUT
$491M
$294K ﹤0.01%
10,963
-3,507
-24% -$90.9K
IRE
1507
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
$294K ﹤0.01%
+26,065
New +$274K
BGFV
1508
DELISTED
Big 5 Sporting Goods
BGFV
$293K ﹤0.01%
18,246
-252,073
-93% -$4.94M
ORBK
1509
DELISTED
Orbotech Ltd
ORBK
$291K ﹤0.01%
+24,238
New +$296K
OSPN icon
1510
OneSpan
OSPN
$574M
$290K ﹤0.01%
36,692
-6,473
-15% -$53.4K
ISSI
1511
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
$290K ﹤0.01%
26,600
-10,170
-28% -$112K
NAVG
1512
DELISTED
Navigators Group Inc
NAVG
$290K ﹤0.01%
+10,026
New +$288K
DCOM
1513
DELISTED
Dime Community Bancshares
DCOM
$290K ﹤0.01%
17,394
-47,176
-73% -$794K
KAI icon
1514
Kadant
KAI
$3.63B
$289K ﹤0.01%
8,607
-4,581
-35% -$150K
SASR
1515
DELISTED
Sandy Spring Bancorp Inc
SASR
$289K ﹤0.01%
+12,370
New +$294K
LSI
1516
DELISTED
Life Storage, Inc.
LSI
$288K ﹤0.01%
5,712
– –
CCIX
1517
DELISTED
COLEMAN CABLE IN COM
CCIX
$288K ﹤0.01%
13,666
-69,952
-84% -$1.42M
VERU icon
1518
Veru
VERU
$36M
$287K ﹤0.01%
2,910
-1,402
-33% -$129K
EGIO
1519
DELISTED
Edgio, Inc. Common Stock
EGIO
$287K ﹤0.01%
3,714
-1,343
-27% -$118K
DTE icon
1520
DTE Energy
DTE
$29.5B
$285K ﹤0.01%
5,080
-461,294
-99% -$26.7M
PSO icon
1521
Pearson
PSO
$10.2B
$284K ﹤0.01%
+13,967
New +$279K
CPL
1522
DELISTED
CPFL Energia S.A.
CPL
$284K ﹤0.01%
17,435
-22,254
-56% -$373K
BALT
1523
DELISTED
BALTIC TRADING LIMITED COMMON STOCK
BALT
$284K ﹤0.01%
+57,948
New +$252K
TRK
1524
DELISTED
Speedway Motorsports, Inc.
TRK
$282K ﹤0.01%
15,764
-1,667
-10% -$30.8K
BBSI icon
1525
Barrett Business Services
BBSI
$959M
$281K ﹤0.01%
+16,696
New +$273K
59 60
61
62 63

Similar funds

TD Asset Management
TD Asset Management Toronto, Ontario, Canada $123B AUM 34.51% 1-Year Est. Return
Schroder Investment Management Group
Schroder Investment Management Group London, United Kingdom $122B AUM 29.27% 1-Year Est. Return
State Farm Mutual Automobile Insurance
State Farm Mutual Automobile Insurance Bloomington, Illinois $127B AUM 32.55% 1-Year Est. Return
Primecap Management
Primecap Management Pasadena, California $127B AUM 44.11% 1-Year Est. Return
Fidelity International
Fidelity International Hamilton, Bermuda $129B AUM 30.83% 1-Year Est. Return
VAM
Vanguard Asset Management London, Ec4n 8af $117B AUM
RhumbLine Advisers
RhumbLine Advisers Boston, Massachusetts $117B AUM 29.66% 1-Year Est. Return
Neuberger Berman Group
Neuberger Berman Group New York $131B AUM 28.36% 1-Year Est. Return

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.