We are live on ! Find out more
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
GSS
2201
DELISTED
Golden Star Resources Ltd.
GSS
– –
-24,066
Closed -$51K
TGP
2202
DELISTED
Teekay LNG Partners L.P.
TGP
– –
-23,319
Closed -$1.02M
ZIXI
2203
DELISTED
Zix Corporation
ZIXI
– –
-12,000
Closed -$51K
DSPG
2204
DELISTED
DSP Group Inc
DSPG
– –
-14,785
Closed -$123K
EBSB
2205
DELISTED
Meridian Bancorp, Inc.
EBSB
– –
-32,042
Closed -$246K
SYKE
2206
DELISTED
SYKES Enterprises Inc
SYKE
– –
-51,925
Closed -$818K
WRI
2207
DELISTED
Weingarten Realty Investors
WRI
– –
-138,635
Closed -$4.27M
LMNX
2208
DELISTED
Luminex Corp
LMNX
– –
-65,824
Closed -$1.36M
PTVCB
2209
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
– –
-10,447
Closed -$254K
AEGN
2210
DELISTED
Aegion Corp
AEGN
– –
-16,441
Closed -$370K
HMSY
2211
DELISTED
HMS Holdings Corp.
HMSY
– –
-90,538
Closed -$2.11M
TIF
2212
DELISTED
Tiffany & Co.
TIF
– –
-64,795
Closed -$4.72M
DNKN
2213
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-22,721
Closed -$973K
WMGI
2214
DELISTED
Wright Medical Group Inc
WMGI
– –
-101,223
Closed -$2.65M
CBL
2215
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-95,343
Closed -$2.04M
MNTA
2216
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
– –
-86,781
Closed -$1.31M
ALO
2217
DELISTED
Alio Gold Inc
ALO
– –
-11,810
Closed -$274K
PGNX
2218
DELISTED
Progenics Pharmaceuticals Inc
PGNX
– –
-32,629
Closed -$145K
CYOU
2219
DELISTED
Changyou.com Limited American Depositary Share
CYOU
– –
-60,776
Closed -$1.85M
SUMR
2220
DELISTED
Summer Infant, Inc.
SUMR
– –
-4,044
Closed -$111K
INXN
2221
DELISTED
Interxion Holding N.V.
INXN
– –
-15,049
Closed -$393K
CSS
2222
DELISTED
CSS Industries, Inc.
CSS
– –
-14,655
Closed -$365K
ARQL
2223
DELISTED
Arqule Inc
ARQL
– –
-65,417
Closed -$152K
STI
2224
DELISTED
SunTrust Banks, Inc.
STI
– –
-16,406
Closed -$518K
SEMG
2225
DELISTED
SEMGROUP CORPORATION
SEMG
– –
-28,084
Closed -$1.51M
87 88
89
90 91

Similar funds

TD Asset Management
TD Asset Management Toronto, Ontario, Canada $123B AUM 34.51% 1-Year Est. Return
Schroder Investment Management Group
Schroder Investment Management Group London, United Kingdom $122B AUM 29.27% 1-Year Est. Return
State Farm Mutual Automobile Insurance
State Farm Mutual Automobile Insurance Bloomington, Illinois $127B AUM 32.55% 1-Year Est. Return
Primecap Management
Primecap Management Pasadena, California $127B AUM 44.11% 1-Year Est. Return
Fidelity International
Fidelity International Hamilton, Bermuda $129B AUM 30.83% 1-Year Est. Return
VAM
Vanguard Asset Management London, Ec4n 8af $117B AUM
RhumbLine Advisers
RhumbLine Advisers Boston, Massachusetts $117B AUM 29.66% 1-Year Est. Return
Neuberger Berman Group
Neuberger Berman Group New York $131B AUM 28.36% 1-Year Est. Return

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.