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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
EQY
2276
DELISTED
Equity One
EQY
– –
-10,362
Closed -$234K
CLC
2277
DELISTED
Clarcor
CLC
– –
-12,192
Closed -$637K
SE
2278
DELISTED
Spectra Energy Corp Wi
SE
– –
-10,763
Closed -$371K
ELNK
2279
DELISTED
EarthLink Holdings Corp.
ELNK
– –
-19,982
Closed -$124K
TEAR
2280
DELISTED
TearLab Corporation
TEAR
– –
-4,701
Closed -$499K
FLTX
2281
DELISTED
Fleetmatics Group PLC
FLTX
– –
-16,294
Closed -$541K
CPHD
2282
DELISTED
Cepheid Inc
CPHD
– –
-46,929
Closed -$1.61M
N
2283
DELISTED
Netsuite Inc
N
– –
-69,022
Closed -$6.33M
SGI
2284
DELISTED
Silicon Graphics Intl.
SGI
– –
-108,475
Closed -$1.45M
PCO
2285
DELISTED
Pendrell Corporation - Class A
PCO
– –
-26
Closed -$69K
FEIC
2286
DELISTED
FEI COMPANY
FEIC
– –
-16,633
Closed -$1.22M
ESI
2287
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
– –
-71,472
Closed -$1.74M
FMD
2288
DELISTED
FIRST MARBLEHEAD CORP COM STK NEW (DE)
FMD
– –
-5,005
Closed -$59K
TUMI
2289
DELISTED
TUMI HLDGS INC COM
TUMI
– –
-114,416
Closed -$2.75M
FUR
2290
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
– –
-78,952
Closed -$950K
NSPH
2291
DELISTED
NANOSPHERE INC. COM NEW
NSPH
– –
-1,784
Closed -$110K
HERO
2292
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
– –
-22,571
Closed -$159K
CKP
2293
DELISTED
CHECKPOINT SYSTEMS INC
CKP
– –
-161,612
Closed -$2.29M
JAH
2294
DELISTED
JARDEN CORPORATION
JAH
– –
-320,378
Closed -$9.34M
BLT
2295
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
– –
-13,043
Closed -$155K
AFFX
2296
DELISTED
Affymetrix Inc
AFFX
– –
-10,708
Closed -$48K
RLD
2297
DELISTED
REALD INC COM STK
RLD
– –
-14,516
Closed -$202K
CCG
2298
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
– –
-143,219
Closed -$1.65M
ARPI
2299
DELISTED
AMERICAN RESIDENTIAL PPTYS INC COM
ARPI
– –
-42,578
Closed -$732K
TSYS
2300
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
– –
-42,499
Closed -$99K
90 91
92
93 94

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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.