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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 | |
|---|---|---|---|---|---|---|
1976
Kearny Financial
KRNY
$604M
| – | – |
-22,235
| Closed | -$169K |
|
1977
KT
KT
$8.62B
| – | – |
-14,392
| Closed | -$223K |
|
1978
Lifetime Brands
LCUT
$191M
| – | – |
-12,562
| Closed | -$171K |
|
1979
Leidos
LDOS
$14.5B
| – | – |
-132,851
| Closed | -$4.57M |
|
1980
Lennar Class A
LEN
$19.8B
| – | – |
-582,591
| Closed | -$20M |
|
1981
Lifecore Biomedical
LFCR
$166M
| – | – |
-45,758
| Closed | -$604K |
|
1982
Littelfuse
LFUS
$11.2B
| – | – |
-13,845
| Closed | -$1.03M |
|
1983
Lakeland Financial Corp
LKFN
$1.56B
| – | – |
-39,384
| Closed | -$729K |
|
1984
Lindsay Corp
LNN
$1.13B
| – | – |
-22,246
| Closed | -$1.67M |
|
1985
Grand Canyon Education
LOPE
$3.85B
| – | – |
-123,531
| Closed | -$3.98M |
|
1986
Louisiana-Pacific
LPX
$5.06B
| – | – |
-18,650
| Closed | -$275K |
|
|
LTC
1987
LTC Properties
LTC
$2.06B
| – | – |
-44,038
| Closed | -$1.72M |
|
1988
La-Z-Boy
LZB
$1.58B
| – | – |
-12,042
| Closed | -$244K |
|
1989
Macerich
MAC
$7.33B
| – | – |
-134,173
| Closed | -$8.18M |
|
1990
Manhattan Associates
MANH
$11.2B
| – | – |
-244,776
| Closed | -$4.72M |
|
1991
Mattel
MAT
$4.38B
| – | – |
-371,763
| Closed | -$16.8M |
|
1992
Microchip Technology
MCHP
$40.3B
| – | – |
-877,162
| Closed | -$16.3M |
|
1993
Mercury Insurance
MCY
$5.93B
| – | – |
-47,736
| Closed | -$2.1M |
|
1994
Pediatrix Medical
MD
$2.18B
| – | – |
-153,192
| Closed | -$7.01M |
|
1995
Mizuho Financial
MFG
$127B
| – | – |
-83,010
| Closed | -$343K |
|
1996
McGrath RentCorp
MGRC
$2.81B
| – | – |
-28,171
| Closed | -$962K |
|
1997
Mohawk Industries
MHK
$7.5B
| – | – |
-135,107
| Closed | -$15.2M |
|
1998
MarketAxess Holdings
MKTX
$5.71B
| – | – |
-19,950
| Closed | -$932K |
|
1999
Morningstar
MORN
$7.22B
| – | – |
-3,841
| Closed | -$298K |
|
2000
The Mosaic Company
MOS
$7.03B
| – | – |
-717,636
| Closed | -$38.6M |
|
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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.