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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
DF
2226
DELISTED
Dean Foods Company
DF
– –
-1,477,141
Closed -$29.6M
GHDX
2227
DELISTED
Genomic Health, Inc.
GHDX
– –
-89,912
Closed -$2.85M
ISCA
2228
DELISTED
International Speedway Corp
ISCA
– –
-9,269
Closed -$292K
TYPE
2229
DELISTED
Monotype Imaging Holdings Inc.
TYPE
– –
-47,392
Closed -$1.21M
FRED
2230
DELISTED
Fred's Inc
FRED
– –
-24,615
Closed -$381K
BT
2231
DELISTED
BT Group plc (ADR)
BT
– –
-97,176
Closed -$2.28M
LABL
2232
DELISTED
Multi-Color Corp
LABL
– –
-6,964
Closed -$211K
LION
2233
DELISTED
Fidelity Southern Corporation
LION
– –
-11,913
Closed -$146K
CBK
2234
DELISTED
Christopher & Banks Corporation
CBK
– –
-19,496
Closed -$131K
ARRS
2235
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-161,519
Closed -$2.32M
TIS
2236
DELISTED
Orchids Paper Products, Inc.
TIS
– –
-32,124
Closed -$844K
BNCL
2237
DELISTED
Beneficial Bancorp, Inc.
BNCL
– –
-61,512
Closed -$470K
NAUH
2238
DELISTED
National American University Holdings, Inc.
NAUH
– –
-22,370
Closed -$83K
ARII
2239
DELISTED
American Railcar Industries, Inc.
ARII
– –
-36,142
Closed -$1.21M
COL
2240
DELISTED
Rockwell Collins
COL
– –
-110,203
Closed -$6.99M
ANW
2241
DELISTED
Aegean Marine Petroleum Network
ANW
– –
-111,041
Closed -$1.03M
PF
2242
DELISTED
Pinnacle Foods, Inc.
PF
– –
-87,104
Closed -$2.1M
PHH
2243
DELISTED
PHH Corporation
PHH
– –
-77,810
Closed -$1.59M
JASO
2244
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-16,522
Closed -$119K
KND
2245
DELISTED
Kindred Healthcare
KND
– –
-30,488
Closed -$401K
GXP
2246
DELISTED
Great Plains Energy Incorporated
GXP
– –
-102,663
Closed -$2.31M
MSCC
2247
DELISTED
Microsemi Corp
MSCC
– –
-84,687
Closed -$1.93M
PZE
2248
DELISTED
Petrobras Argentina S A
PZE
– –
-51,085
Closed -$185K
STB
2249
DELISTED
Student Transportation Inc
STB
– –
-31,095
Closed -$190K
DYN
2250
DELISTED
Dynegy, Inc.
DYN
– –
-148,011
Closed -$3.34M
88 89
90
91 92

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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.