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
LUFK
2376
DELISTED
LUFKIN IND INC
LUFK
– –
-3,312
Closed -$293K
NFP
2377
DELISTED
NATIONAL FINANCIAL PARTNERS CORP
NFP
– –
-109,037
Closed -$2.76M
FBC
2378
DELISTED
Flagstar Bancorp, Inc. New
FBC
– –
-11,097
Closed -$155K
KEM
2379
DELISTED
KEMET Corporation
KEM
– –
-11,598
Closed -$48K
EXXI
2380
DELISTED
ENERGY XXI LTD COM SHS
EXXI
– –
-178,809
Closed -$3.97M
ALC
2381
DELISTED
ASSISTED LIVING CONCEPTS INC NEW CL A COM STK (NV)
ALC
– –
-27,881
Closed -$333K
ATVI
2382
DELISTED
Activision Blizzard
ATVI
– –
-580,014
Closed -$8.27M
NITE
2383
DELISTED
KNIGHT CAPITAL GROUP, INC. CLASS A
NITE
– –
-22,752
Closed -$82K
KNL
2384
DELISTED
Knoll, Inc.
KNL
– –
-116,293
Closed -$1.65M
IRC
2385
DELISTED
INLAND REAL ESTATE CORP
IRC
– –
-161,215
Closed -$1.65M
FNC
2386
DELISTED
SCBT FINANCIAL CORPORATION
FNC
– –
-29,845
Closed -$1.5M
YELL
2387
DELISTED
Yellow Corporation Common Stock
YELL
– –
-27,772
Closed -$798K
SBNY
2388
DELISTED
Signature Bank
SBNY
– –
-42,706
Closed -$3.54M
PEI
2389
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
– –
-946
Closed -$268K
BBL
2390
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
– –
-94,933
Closed -$4.87M
CMO
2391
DELISTED
Capstead Mortgage Corp.
CMO
– –
-295,841
Closed -$3.58M
CHL
2392
DELISTED
China Mobile Limited
CHL
– –
-388,265
Closed -$20.1M
CHU
2393
DELISTED
China Unicom (HONG KONG) Limited
CHU
– –
-13,506
Closed -$177K
SHPG
2394
DELISTED
Shire pic
SHPG
– –
-4,448
Closed -$423K
GLF
2395
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
– –
-4,569
Closed -$206K
RENX
2396
DELISTED
RELX N.V.
RENX
– –
-22,924
Closed -$247K
MTGE
2397
DELISTED
MTGE Investment Corp. Common Stock
MTGE
– –
-32,549
Closed -$585K
CYS
2398
DELISTED
CYS Investments Inc.
CYS
– –
-620,559
Closed -$5.71M
DCM
2399
DELISTED
NTT DOCOMO, Inc.
DCM
– –
-144,095
Closed -$2.25M
MSFG
2400
DELISTED
MainSource Financial Group Inc
MSFG
– –
-12,241
Closed -$164K
93 94 95
96
97

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.