DJ CFA SOURCE: SEC 13F-HR
FILER: Two Sigma Investments LLC
QUARTER ENDED: 09/30/2013
SEC RECEIVED: 11/14/2013
Up to 200 of the largest eliminated positions of Two Sigma
Investments LLC are listed below, ordered by the number of shares
sold during the three months ended Sep. 30.
Company Name Ticker Change
HUNTINGTON BANCSHARES INC COM HBAN (6,314,431)
ANNALY CAPITAL MANAGEMENT INC NLY (2,409,137)
DIAMONDROCK HOSPITALITY CO CO DRH (1,617,740)
SANDRIDGE ENERGY INC COM SD (1,595,874)
HOLLYFRONTIER CORP COM HFC (1,467,998)
INTUIT INC COM INTU (1,398,818)
HIMAX TECHNOLOGIES INC ADR HIMX (1,326,575)
ALTERA CORP COM ALTR (1,318,363)
CHIMERA INVESTMENT CORP COM CIM (1,291,270)
CISCO SYSTEMS INC COM CSCO (1,182,751)
HERSHA HOSPITALITY TRUST SBI HT (1,111,392)
BARCLAYS PLC ADR BCS (1,069,040)
SOUTHERN COPPER CORP COM SCCO (990,177)
GERDAU SA ADR PFD GGB (933,422)
LENNAR CORP CL A LEN (790,890)
HSBC HOLDINGS PLC ADR HBC (752,826)
HEWLETT PACKARD CO COM HPQ (734,529)
CF INDUSTRIES HOLDINGS INC CO CF (688,169)
POTASH CORP OF SASKATCHEWAN C POT (675,898)
SABESP (SANEAMENTO BASICO) AD SBS (620,806)
CYS INVESTMENTS INC COM CYS (620,559)
CHINA MOBILE LTD ADR CHL (614,388)
ACTIVISION BLIZZARD INC COM ATVI (604,165)
KITE REALTY GROUP TRUST COM KRG (566,593)
COCA COLA ENTERPRISES INC COM CCE (565,413)
NOVARTIS AG ADR NVS (546,491)
NEWPARK RESOURCES INC COM NR (452,528)
SUNPOWER CORP COM SPWR (449,370)
SMITH & WESSON HOLDING CORP C SWHC (444,239)
QUIMICA Y MINERA DE CHILE ADR SQM (434,532)
BCE INC COM BCE (414,672)
TANGER FACTORY OUTLET CTRS CO SKT (400,848)
GENERAL MILLS INC COM GIS (393,779)
LIBERTY INTERACTIVE CORP INT LINTA (372,246)
WHITEWAVE FOODS CO CL A WWAV (361,938)
CHURCH & DWIGHT INC COM CHD (358,392)
DDR CORP COM DDR (341,018)
FIRST REPUBLIC BANK/CA COM FRC (337,894)
NORTHWEST BANCSHARES INC COM NWBI (330,054)
TELECOM ARGENTINA (STET) ADR TEO (329,874)
CAPSTEAD MORTGAGE CORP COM CMO (319,084)
AMERICAN EAGLE OUTFITTERS INC AEO (317,634)
XYLEM INC COM XYL (309,241)
HUTCHINSON TECHNOLOGY INC COM HTCH (308,639)
ALLIED NEVADA GOLD CORP COM ANV (302,375)
GEO GROUP INC COM GEO (293,214)
ARM HOLDINGS PLC ADR ARMH (282,320)
PEOPLES UNITED FINANCIAL INC PBCT (276,698)
CEDAR REALTY TRUST INC COM CDR (269,459)
KRISPY KREME DOUGHNUTS INC CO KKD (265,371)
STEELCASE INC CL A SCS (253,387)
BEAZER HOMES USA INC COM BZH (245,223)
WHOLE FOODS MARKET INC COM WFM (241,716)
AO SMITH CORP COM AOS (240,149)
STMICROELECTRONICS NV NY REG STM (239,822)
ISHARES SILVER TRUST SLV (235,270)
LIFE TIME FITNESS INC COM LTM (233,944)
PORTLAND GENERAL ELECTRIC CO POR (232,846)
SUSQUEHANNA BANCSHARES INC CO SUSQ (232,136)
DUKE REALTY CORP COM DRE (221,925)
NCR CORP COM NCR (221,227)
BRASILEIRA DIST PAO ACUCAR AD CBD (220,524)
NORTHWESTERN CORP COM NWE (219,865)
VALUEVISION MEDIA INC CL A VVTV (214,768)
MOTOROLA SOLUTIONS INC COM MSI (213,594)
JARDEN CORP COM JAH (213,585)
ICICI BANK LTD ADR IBN (208,725)
FIDELITY NATIONAL FINANCIAL C FNF (201,016)
WOODWARD INC COM WWD (200,664)
ARRIS GROUP INC COM ARRS (198,961)
NETAPP INC COM NTAP (197,898)
ACE LTD ORD ACE (195,466)
CVB FINANCIAL CORP COM CVBF (195,103)
ANGLOGOLD ASHANTI LTD ADR AU (194,157)
LINEAR TECHNOLOGY CORP COM LLTC (192,340)
HIGHWOODS PROPERTIES INC COM HIW (191,341)
NOMURA HOLDINGS INC ADR NMR (189,785)
CONTINENTAL RESOURCES INC/OK CLR (189,375)
GLOBE SPECIALTY METALS INC CO GSM (184,515)
VANDA PHARMACEUTICALS INC COM VNDA (184,290)
RYANAIR HOLDINGS PLC ADR RYAAY (182,943)
INLAND REAL ESTATE CORP COM IRC (179,915)
WEBMD HEALTH CORP CL A WBMD (179,228)
MONOLITHIC POWER SYSTEMS INC MPWR (178,829)
ENERGY XXI BERMUDA LTD COM EXXI (178,809)
SWIFT TRANSPORTATION CO CL A SWFT (174,308)
COPART INC COM CPRT (172,911)
ATMOS ENERGY CORP COM ATO (168,158)
AUXILIUM PHARMACEUTICALS INC AUXL (167,171)
BANCORPSOUTH INC COM BXS (165,625)
TEXAS ROADHOUSE INC CL A TXRH (162,553)
TEXAS CAPITAL BANCSHARES INC TCBI (159,389)
ALLSCRIPTS HEALTHCARE SOLUTION MDRX (158,560)
FIRST AMERICAN FINANCIAL CORP FAF (158,315)
MERITAGE HOMES CORP COM MTH (154,418)
RUBY TUESDAY INC COM RT (153,607)
TRONOX LTD CL A TROX (153,008)
RETAIL OPPORTUNITY INVESTMENTS ROIC (152,876)
DIGITAL REALTY TRUST INC COM DLR (150,052)
EMERITUS CORP COM ESC (148,546)
KENNAMETAL INC COM KMT (148,404)
DYNEGY INC COM DYN (148,011)
HCC INSURANCE HOLDINGS INC CO HCC (147,862)
ASSOCIATED ESTATES REALTY CORP AEC (146,868)
CONNS INC COM CONN (143,329)
CAMPUS CREST COMMUNITIES INC CCG (143,219)
CYRUSONE INC COM CONE (142,299)
ATWOOD OCEANICS INC COM ATW (141,162)
VALSPAR CORP COM VAL (140,051)
CREDICORP LTD COM BAP (139,763)
AMERICAN ASSETS TRUST INC COM AAT (139,693)
GOLDEN STAR RESOURCES LTD COM GSS (139,631)
BUILDERS FIRSTSOURCE INC COM BLDR (139,583)
GRAND CANYON EDUCATION INC CO LOPE (139,256)
WEINGARTEN REALTY INVESTORS S WRI (138,635)
CARDINAL FINANCIAL CORP COM CFNL (138,082)
SABRA HEALTH CARE REIT INC CO SBRA (136,405)
ROGERS COMMUNICATIONS INC CL RCI (135,265)
MOHAWK INDUSTRIES INC COM MHK (135,107)
MACERICH CO COM MAC (134,173)
BANCO BILBAO VIZCAYA ARG ADR BBVA (134,049)
AVISTA CORP COM AVA (130,938)
TUMI HOLDINGS INC COM TUMI (130,121)
AEGEAN MARINE PETRO NETWORK IN ANW (129,141)
CNH INDUSTRIAL NV ORD CNHI (127,947)
WINTHROP REALTY TRUST SBI FUR (127,425)
OMEGA HEALTHCARE INVESTORS INC OHI (126,528)
AMBEV SA SPONSORED ADR ABV (126,200)
SILICON GRAPHICS INTL CORP CO SGI (124,187)
KONINKLIJKE PHILIPS NV ADR PHG (122,334)
GLACIER BANCORP INC COM GBCI (120,346)
GENERAC HOLDINGS INC COM GNRC (120,217)
QUIDEL CORP COM QDEL (119,692)
TRANSCANADA CORP COM TRP (119,340)
MOMENTA PHARMACEUTICALS INC C MNTA (116,371)
ENCORE CAPITAL GROUP INC COM ECPG (115,741)
TAYLOR MORRISON HOME CORP CL TMHC (115,293)
FIDELITY NATIONAL INFO SERVICE FIS (114,684)
ROCKWELL COLLINS INC COM COL (113,466)
ECOLAB INC COM ECL (111,732)
SOLARCITY CORP COM SCTY (111,520)
HMS HOLDINGS CORP COM HMSY (111,300)
WILLIS GROUP HOLDINGS PLC COM WSH (108,811)
WHIRLPOOL CORP COM WHR (107,331)
ROPER INDUSTRIES INC COM ROP (104,922)
NEUROCRINE BIOSCIENCES INC CO NBIX (104,375)
IAC INTERACTIVECORP COM IACI (104,186)
GRUPO FINANCIERO GALICIA SA A GGAL (103,328)
GREAT PLAINS ENERGY INC COM GXP (102,663)
ABERCROMBIE & FITCH CO CL A ANF (101,010)
COUSINS PROPERTIES INC COM CUZ (100,595)
CONOCOPHILLIPS COM COP (100,249)
MIZUHO FINANCIAL GROUP INC AD MFG (100,119)
GOLAR LNG LTD ORD GLNG (96,885)
CBL & ASSOCIATES PROPERTIES IN CBL (95,343)
APPLIED MICRO CIRCUITS CORP C AMCC (95,158)
MICROSEMI CORP COM MSCC (94,980)
BHP BILLITON PLC ADR BBL (94,933)
AMERICAN VANGUARD CORP COM AVD (93,180)
TATA MOTORS LTD ADR TTM (91,636)
TENET HEALTHCARE CORP COM THC (91,054)
ARES COMMERCIAL REAL ESTATE CO ACRE (91,020)
GENOMIC HEALTH INC COM GHDX (89,912)
DIAGEO PLC ADR DEO (89,317)
NANOMETRICS INC COM NANO (88,164)
GLIMCHER REALTY TRUST SBI GRT (87,281)
PINNACLE FOODS INC COM PF (87,104)
BON-TON STORES INC COM BONT (86,636)
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GENERAL CABLE CORP COM BGC (83,681)
MEDNAX INC COM MD (83,326)
KAISER ALUMINUM CORP COM KALU (83,115)
BT GROUP PLC ADR BT (82,888)
MANHATTAN ASSOCIATES INC COM MANH (82,355)
LEIDOS HOLDINGS INC COM LDOS (82,007)
CR BARD INC COM BCR (79,010)
NEW GOLD INC COM NGD (78,720)
UNITED STATES NATURAL GAS FUND UNG (78,640)
IPATH S&P 500 VIX SHORT TERM F VXX (78,459)
PHH CORP COM PHH (77,810)
AZZ INC COM AZZ (76,828)
WALTER ENERGY INC COM WLT (76,816)
TEMPUR SEALY INTERNATIONAL INC TPX (76,715)
PETROBRAS ARGENTINA (ENERGIA) PZE (75,939)
LAKELAND BANCORP INC COM LBAI (74,564)
AMKOR TECHNOLOGY INC COM AMKR (73,842)
SAFEGUARD SCIENTIFICS INC COM SFE (72,907)
ITT EDUCATIONAL SERVICES INC ESI (71,472)
OFG BANCORP COM OFG (70,535)
NETSUITE INC COM N (69,022)
ANNIES INC COM BNNY (68,562)
TELECOMMUNICATION SYSTEMS INC TSYS (68,239)
ZUMIEZ INC COM ZUMZ (66,515)
COTT CORP (QUE) COM COT (64,175)
HITTITE MICROWAVE CORP COM HITT (63,666)
WESTAMERICA BANCORPORATION CO WABC (62,496)
CELL THERAPEUTICS INC COM CTIC (62,227)
BRINKS CO COM BCO (61,866)
BANCOLOMBIA SA ADR PFD CIB (61,618)
WIPRO LTD ADR WIT (61,487)
CBEYOND INC COM CBEY (61,324)
13F data provided by: FactSet Research Systems Inc.; Please send
questions to lionsharesinfo@factset.com. Copyright, FactSet
Research Systems, 2013. All Rights Reserved.
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