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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
CRTX
2351
DELISTED
CORNERSTONE THERAPEUTICS INC
CRTX
– –
-12,837
Closed -$102K
SCR
2352
DELISTED
SIMCERE PHARMACEUTICAL GROUP, ADS
SCR
– –
-10,398
Closed -$99K
ABV
2353
DELISTED
COMPANHIA BEBIDA ADS EACH REPSTG 1 PFD SH
ABV
– –
-113,300
Closed -$4.23M
BKR
2354
DELISTED
BAKER MICHAEL CORP
BKR
– –
-13,629
Closed -$369K
ASTX
2355
DELISTED
ASTEX PHARMACEUTICALS, INC COM
ASTX
– –
-201,292
Closed -$828K
ARB
2356
DELISTED
ARBITRON INC (NEW)
ARB
– –
-119,913
Closed -$5.57M
CNH
2357
DELISTED
CNH GLOBAL N.V. (NEW)
CNH
– –
-33,424
Closed -$1.39M
SFD
2358
DELISTED
SMITHFIELD FOODS,INC
SFD
– –
-168,369
Closed -$5.51M
WWAV.B
2359
DELISTED
THE WHITEWAVE FOODS COMPANY CLASS B COM STK
WWAV.B
– –
-361,938
Closed -$5.5M
LVB
2360
DELISTED
STEINWAY MUSICAL INSTRUMENTS
LVB
– –
-10,400
Closed -$316K
IN
2361
DELISTED
INTERMEC, INC.
IN
– –
-282,295
Closed -$2.77M
BMC
2362
DELISTED
BMC SOFTWARE, INC
BMC
– –
-548,082
Closed -$24.7M
MAXY
2363
DELISTED
MAXYGEN INC
MAXY
– –
-174,220
Closed -$432K
MPR
2364
DELISTED
MET-PRO CORP
MPR
– –
-28,984
Closed -$390K
BKI
2365
DELISTED
BUCKEYE TECHNOLOGY INC
BKI
– –
-75,979
Closed -$2.81M
KEYN
2366
DELISTED
KEYNOTE SYSTEMS INC
KEYN
– –
-36,865
Closed -$729K
ASCA
2367
DELISTED
AMERISTAR CASINOS INC
ASCA
– –
-87,296
Closed -$2.29M
FSCI
2368
DELISTED
FISHER COMMUNICATIONS INC
FSCI
– –
-10,400
Closed -$428K
GDI
2369
DELISTED
GARDNER DENVER,INC
GDI
– –
-215,891
Closed -$16.2M
TRLG
2370
DELISTED
TRUE RELIGION APPAREL INC
TRLG
– –
-62,756
Closed -$1.99M
TVL
2371
DELISTED
LIN TV CORP
TVL
– –
-10,200
Closed -$156K
FFCH
2372
DELISTED
FIRST FINANCIAL HLDGS INC
FFCH
– –
-52,648
Closed -$1.12M
ET
2373
DELISTED
EXACTTARGET INC COM STK (DE)
ET
– –
-16,863
Closed -$568K
SVN
2374
DELISTED
7 Days Group Holdings Ltd
SVN
– –
-245,148
Closed -$3.38M
NTSP
2375
DELISTED
NETSPEND HLDGS INC COM STK
NTSP
– –
-42,397
Closed -$677K
93 94
95
96 97

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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.