We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
1801
Alcoa
AA
$11.9B
| – | – |
-1,099,958
| Closed | -$20.7M |
|
|
AAT
1802
American Assets Trust
AAT
$1.45B
| – | – |
-115,395
| Closed | -$3.56M |
|
1803
Acadia Healthcare
ACHC
$2.76B
| – | – |
-6,772
| Closed | -$224K |
|
1804
Aecom
ACM
$9.3B
| – | – |
-328,364
| Closed | -$10.4M |
|
|
ACRE
1805
Ares Commercial Real Estate
ACRE
$236M
| – | – |
-91,020
| Closed | -$1.17M |
|
1806
Agree Realty
ADC
$9.34B
| – | – |
-11,431
| Closed | -$337K |
|
1807
Aegon
AEG
$14B
| – | – |
-92,309
| Closed | -$424K |
|
1808
American Eagle Outfitters
AEO
$2.88B
| – | – |
-280,163
| Closed | -$5.12M |
|
1809
AAR Corp
AIR
$5.59B
| – | – |
-45,390
| Closed | -$997K |
|
|
AIV
1810
Aimco
AIV
$387M
| – | – |
-5,448,318
| Closed | -$21.8M |
|
1811
Allegiant Air
ALGT
$2.64B
| – | – |
-13,523
| Closed | -$1.43M |
|
1812
Alkermes
ALKS
$8.22B
| – | – |
-244,032
| Closed | -$7M |
|
1813
Alnylam Pharmaceuticals
ALNY
$27.5B
| – | – |
-16,190
| Closed | -$502K |
|
1814
Amkor Technology
AMKR
$12.4B
| – | – |
-73,842
| Closed | -$311K |
|
1815
Abercrombie & Fitch
ANF
$4.42B
| – | – |
-38,252
| Closed | -$1.73M |
|
1816
A.O. Smith
AOS
$8.17B
| – | – |
-422,790
| Closed | -$7.67M |
|
1817
Grupo Aeroportuario del Sureste
ASR
$8.27B
| – | – |
-18,822
| Closed | -$2.09M |
|
1818
ASE Group
ASX
$77.3B
| – | – |
-15,181
| Closed | -$62K |
|
1819
Atmos Energy
ATO
$28.8B
| – | – |
-151,986
| Closed | -$6.24M |
|
1820
AngloGold Ashanti
AU
$40.1B
| – | – |
-194,157
| Closed | -$2.78M |
|
1821
Avista
AVA
$3.34B
| – | – |
-99,913
| Closed | -$2.7M |
|
1822
AeroVironment
AVAV
$7.56B
| – | – |
-142,547
| Closed | -$2.88M |
|
1823
American Vanguard Corp
AVD
$68.4M
| – | – |
-68,919
| Closed | -$1.61M |
|
1824
AZZ Inc
AZZ
$4.35B
| – | – |
-46,928
| Closed | -$1.81M |
|
1825
Credicorp
BAP
$31.8B
| – | – |
-136,798
| Closed | -$16.8M |
|
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.