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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
METR
2301
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
– –
-12,566
Closed -$251K
SD
2302
DELISTED
SANDRIDGE ENERGY, INC.
SD
– –
-1,595,874
Closed -$7.6M
ALTR
2303
DELISTED
Altera Corp
ALTR
– –
-1,113,724
Closed -$36.7M
AWAY
2304
DELISTED
HOMEAWAY INC COM
AWAY
– –
-24,099
Closed -$780K
TEU
2305
DELISTED
BOX SHIPS INCORPORATED SHS (MARSHALL ISLANDS)
TEU
– –
-44,304
Closed -$169K
HCC
2306
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
– –
-137,024
Closed -$5.91M
PMFG
2307
DELISTED
PMFG INC COM STK (DE)
PMFG
– –
-14,016
Closed -$97K
AEC
2308
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
– –
-146,868
Closed -$2.36M
MRH
2309
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
– –
-23,267
Closed -$582K
SUSQ
2310
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
– –
-200,318
Closed -$2.57M
WLT
2311
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
– –
-76,816
Closed -$799K
MIG
2312
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
– –
-74,445
Closed -$598K
AOI
2313
DELISTED
Alliance One International
AOI
– –
-1,050
Closed -$40K
TEG
2314
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
– –
-25,390
Closed -$1.49M
ZEP
2315
DELISTED
ZEP INC COM STK (DE)
ZEP
– –
-12,144
Closed -$192K
RVM
2316
DELISTED
REVETT MINING COMPANY COMMON SHARES (DELAWARE)
RVM
– –
-15,964
Closed -$10K
LO
2317
DELISTED
LORILLARD INC COM STK
LO
– –
-729,573
Closed -$31.9M
LTM
2318
DELISTED
LIFE TIME FITNESS INC
LTM
– –
-196,566
Closed -$9.85M
ENTR
2319
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
– –
-10,600
Closed -$45K
GFIG
2320
DELISTED
GFI GROUP INC
GFIG
– –
-68,258
Closed -$267K
SLXP
2321
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
– –
-360,885
Closed -$23.9M
AVIV
2322
DELISTED
AVIV REIT INC COM STK (MD)
AVIV
– –
-18,443
Closed -$466K
ANV
2323
DELISTED
Allied Nevada Gold Corp
ANV
– –
-302,375
Closed -$1.96M
EGL
2324
DELISTED
Engility Holdings, Inc.
EGL
– –
-25,405
Closed -$722K
COCO
2325
DELISTED
CORINTHIAN COLLEGES INC
COCO
– –
-40,783
Closed -$92K
91 92
93
94 95

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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.