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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
EMBJ
1901
Embraer S.A. ADS
EMBJ
$12.2B
– –
-33,654
Closed -$1.24M
EVR icon
1902
Evercore
EVR
$12.4B
– –
-13,571
Closed -$533K
EXPD icon
1903
Expeditors International
EXPD
$22B
– –
-838,249
Closed -$31.9M
EXPE icon
1904
Expedia Group
EXPE
$35.4B
– –
-75,704
Closed -$4.55M
EXPO icon
1905
Exponent
EXPO
$3.24B
– –
-95,232
Closed -$1.41M
FAF icon
1906
First American
FAF
$7.66B
– –
-143,361
Closed -$3.16M
FBIO icon
1907
Fortress Biotech
FBIO
$104M
– –
-1,094
Closed -$141K
FBIN icon
1908
Fortune Brands Innovations
FBIN
$5.88B
– –
-48,082
Closed -$1.59M
FBNC icon
1909
First Bancorp
FBNC
$2.6B
– –
-16,232
Closed -$229K
FCBC icon
1910
First Community Bankshares
FCBC
$900M
– –
-24,223
Closed -$380K
FF icon
1911
Future Fuel
FF
$217M
– –
-33,780
Closed -$478K
FICO icon
1912
Fair Isaac
FICO
$24.3B
– –
-36,190
Closed -$1.66M
FIS icon
1913
Fidelity National Information Services
FIS
$23.1B
– –
-114,684
Closed -$4.91M
FLIC
1914
DELISTED
First of Long Island Corp
FLIC
– –
-17,685
Closed -$261K
FMX icon
1915
Fomento Económico Mexicano
FMX
$43.6B
– –
-6,149
Closed -$635K
FMS icon
1916
Fresenius Medical Care
FMS
$13.8B
– –
-8,992
Closed -$317K
FNF icon
1917
Fidelity National Financial
FNF
$13.9B
– –
-352,085
Closed -$4.79M
FOR icon
1918
Forestar Group
FOR
$1.44B
– –
-10,041
Closed -$201K
FRME icon
1919
First Merchants
FRME
$2.68B
– –
-29,572
Closed -$507K
FSLR icon
1920
First Solar
FSLR
$22.7B
– –
-1,192,073
Closed -$53.3M
FUL icon
1921
H.B. Fuller
FUL
$2.97B
– –
-41,823
Closed -$1.58M
FWRD icon
1922
Forward Air
FWRD
$444M
– –
-70,881
Closed -$2.71M
GATX icon
1923
GATX Corp
GATX
$6.35B
– –
-28,957
Closed -$1.37M
GBCI icon
1924
Glacier Bancorp
GBCI
$6.42B
– –
-102,463
Closed -$2.27M
GBDC icon
1925
Golub Capital BDC
GBDC
$3.34B
– –
-15,713
Closed -$269K
75 76
77
78 79

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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.