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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 | |
|---|---|---|---|---|---|---|
|
BRCD
176
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $23.8M | 0.15% |
2,951,196
+1,950,516
| +195% | +$14M |
|
177
F5
FFIV
$22.1B
| $23.6M | 0.15% |
275,551
+242,419
| +732% | +$20.6M |
|
|
SPN
178
DELISTED
Superior Energy Services, Inc.
SPN
| $23.4M | 0.15% |
93,639
+78,071
| +501% | +$20.3M |
|
|
KMR
179
DELISTED
KINDER MORGAN MANAGEMENT LLC
KMR
| $23.4M | 0.15% |
339,913
+236,357
| +228% | +$17.3M |
|
|
ETFC
180
DELISTED
E*Trade Financial Corporation
ETFC
| $23.3M | 0.15% |
1,414,079
| – | – |
|
181
Eaton
ETN
$150B
| $23.3M | 0.15% |
338,248
+19,581
| +6% | +$1.32M |
|
182
American Tower
AMT
$81.3B
| $23.2M | 0.15% |
313,342
-168,724
| -35% | -$12.2M |
|
183
TripAdvisor
TRIP
$1.65B
| $23.2M | 0.15% |
+306,159
| New | +$21.7M |
|
|
UPL
184
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $23M | 0.15% |
1,118,123
-544,362
| -33% | -$11.5M |
|
185
Herc Holdings
HRI
$4.88B
| $22.8M | 0.15% |
+343,201
| New | +$26.3M |
|
|
AET
186
DELISTED
Aetna Inc
AET
| $22.6M | 0.14% |
+353,412
| New | +$22.7M |
|
|
STR
187
DELISTED
QUESTAR CORP
STR
| $22.5M | 0.14% |
998,991
+808,622
| +425% | +$18.7M |
|
188
Analog Devices
ADI
$179B
| $22.4M | 0.14% |
476,318
-240,331
| -34% | -$11.5M |
|
|
SPLK
189
DELISTED
Splunk Inc
SPLK
| $22.3M | 0.14% |
371,256
-14,211
| -4% | -$756K |
|
|
TYC
190
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $22.1M | 0.14% |
604,655
-1,172,257
| -66% | -$42.5M |
|
191
Boeing
BA
$175B
| $22.1M | 0.14% |
188,236
-339,752
| -64% | -$36.6M |
|
192
Halliburton
HAL
$26.4B
| $22.1M | 0.14% |
458,387
+392,028
| +591% | +$18.4M |
|
193
CBRE Group
CBRE
$43.8B
| $21.7M | 0.14% |
938,117
+537,642
| +134% | +$12.4M |
|
194
Adobe
ADBE
$98.5B
| $21.4M | 0.14% |
412,474
+48,579
| +13% | +$2.32M |
|
195
Boyd Gaming
BYD
$6.47B
| $21.1M | 0.13% |
1,491,368
+504,291
| +51% | +$6.19M |
|
|
CLP
196
DELISTED
COLONIAL PROPERTIES TRUST
CLP
| $21.1M | 0.13% |
936,631
-349,546
| -27% | -$8.11M |
|
197
Charter Communications
CHTR
$16.9B
| $20.8M | 0.13% |
154,508
+16,649
| +12% | +$2.11M |
|
|
INFA
198
DELISTED
INFORMATICA CORP
INFA
| $20.6M | 0.13% |
527,878
-264,599
| -33% | -$10M |
|
|
CSE
199
DELISTED
CAPITALSOURCE INC
CSE
| $20.4M | 0.13% |
1,716,277
+1,154,959
| +206% | +$13.1M |
|
200
Ameren
AEE
$30.1B
| $20.3M | 0.13% |
+581,642
| New | +$20.2M |
|
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.