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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
NWBI icon
2026
Northwest Bancshares
NWBI
$2.3B
– –
-245,404
Closed -$3.31M
OFG icon
2027
OFG Bancorp
OFG
$2.23B
– –
-70,535
Closed -$1.28M
OHI icon
2028
Omega Healthcare
OHI
$15.1B
– –
-126,528
Closed -$3.92M
OLP
2029
One Liberty Properties
OLP
$530M
– –
-19,536
Closed -$429K
ACH
2030
Accendra Health
ACH
$237M
– –
-12,200
Closed -$413K
ONB icon
2031
Old National Bancorp
ONB
$10.2B
– –
-76,469
Closed -$1.06M
ONTO icon
2032
Onto Innovation
ONTO
$12.9B
– –
-34,915
Closed -$512K
ORI icon
2033
Old Republic International
ORI
$10.5B
– –
-275,300
Closed -$3.54M
ORN icon
2034
Orion Group Holdings
ORN
$396M
– –
-91,776
Closed -$1.11M
OTEX icon
2035
Open Text
OTEX
$6.15B
– –
-14,668
Closed -$251K
OZK icon
2036
Bank OZK
OZK
$5.6B
– –
-51,768
Closed -$1.12M
PAC icon
2037
Grupo Aeroportuario del Pacifico
PAC
$12.9B
– –
-29,235
Closed -$1.49M
PBYI icon
2038
Puma Biotechnology
PBYI
$404M
– –
-14,073
Closed -$624K
PEGA icon
2039
Pegasystems
PEGA
$5.02B
– –
-219,168
Closed -$1.81M
PFS icon
2040
Provident Financial Services
PFS
$3.22B
– –
-37,229
Closed -$588K
PHG icon
2041
Philips
PHG
$25.7B
– –
-176,521
Closed -$3.33M
PHM icon
2042
Pultegroup
PHM
$24.1B
– –
-2,852,479
Closed -$54.1M
PIPR icon
2043
Piper Sandler
PIPR
$5.12B
– –
-97,928
Closed -$774K
PKE icon
2044
Park Aerospace
PKE
$737M
– –
-39,578
Closed -$951K
PKX icon
2045
POSCO
PKX
$16.1B
– –
-8,783
Closed -$572K
PLOW icon
2046
Douglas Dynamics
PLOW
$1.02B
– –
-35,438
Closed -$460K
PMT
2047
PennyMac Mortgage Investment
PMT
$822M
– –
-20,231
Closed -$426K
POR icon
2048
Portland General Electric
POR
$5.71B
– –
-232,846
Closed -$7.12M
PRAA icon
2049
PRA Group
PRAA
$663M
– –
-54,585
Closed -$2.79M
PRIM icon
2050
Primoris Services
PRIM
$4.58B
– –
-29,985
Closed -$591K
80 81
82
83 84

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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.