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Two Sigma Advisers Portfolio holdings
AUM
$51.4B
1-Year Est. Return
31.07%
This Fund
S&P 500
This Quarter
Est. Return
+2.14%
1 Year Est. Return
+31.07%
3 Year Est. Return
+128.94%
5 Year Est. Return
+161.75%
10 Year Est. Return
+607.04%
AUM
$36.9B
AUM Growth
-$216M
(-0.58%)
Cap. Flow
-$321M
Cap. Flow
% of AUM
-0.87%
Top 10 Holdings %
Top 10 Hldgs %
8.45%
Holding
2,522
New
303
Increased
944
Reduced
1,005
Closed
237
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Procter & Gamble
PG
|
+$291M |
| 2 |
PepsiCo
PEP
|
+$240M |
| 3 |
Chevron
CVX
|
+$231M |
| 4 |
Amazon
AMZN
|
+$183M |
| 5 |
Citigroup
C
|
+$175M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amgen
AMGN
|
+$277M |
| 2 |
Lowe's Companies
LOW
|
+$253M |
| 3 |
Home Depot
HD
|
+$246M |
| 4 |
Danaher
DHR
|
+$174M |
| 5 |
Cisco
CSCO
|
+$161M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 17.03% |
| 2 | Technology | 15.23% |
| 3 | Healthcare | 11.73% |
| 4 | Industrials | 11.36% |
| 5 | Consumer Staples | 8.64% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
401
Performance Food Group
PFGC
$17.5B
| $20.3M | 0.05% |
678,802
-91,000
| -12% | -$2.92M |
|
|
AHL
402
DELISTED
ASPEN Insurance Holding Limited
AHL
| $20.2M | 0.05% |
449,592
-31,900
| -7% | -$1.25M |
|
|
SRCL
403
DELISTED
Stericycle Inc
SRCL
| $20.1M | 0.05% |
343,779
-154,600
| -31% | -$10.5M |
|
404
East-West Bancorp
EWBC
$17.9B
| $20M | 0.05% |
319,251
-25,800
| -7% | -$1.69M |
|
405
WEX
WEX
$6.11B
| $19.9M | 0.05% |
+127,380
| New | +$19.1M |
|
406
Berkshire Hathaway Class B
BRK.B
$1.07T
| $19.9M | 0.05% |
+99,815
| New | +$20.5M |
|
407
Bank of Montreal
BMO
$125B
| $19.7M | 0.05% |
260,862
+13,281
| +5% | +$1.04M |
|
408
Cadence Design Systems
CDNS
$90B
| $19.5M | 0.05% |
529,334
-117,387
| -18% | -$4.79M |
|
409
Ryanair
RYAAY
$29.5B
| $19.2M | 0.05% |
390,928
-106,397
| -21% | -$5.09M |
|
410
Vishay Intertechnology
VSH
$5.86B
| $19.2M | 0.05% |
1,032,142
-9,100
| -0.9% | -$182K |
|
411
Murphy Oil
MUR
$5.58B
| $19.2M | 0.05% |
742,139
-155,686
| -17% | -$4.5M |
|
|
WW
412
DELISTED
WW International
WW
| $19.1M | 0.05% |
299,622
+36,800
| +14% | +$2.36M |
|
|
WCN
413
Waste Connections
WCN
$42.8B
| $18.9M | 0.05% |
263,478
-121,500
| -32% | -$8.64M |
|
414
Louisiana-Pacific
LPX
$5.2B
| $18.8M | 0.05% |
653,604
-351,022
| -35% | -$10.1M |
|
415
Capital One
COF
$124B
| $18.8M | 0.05% |
195,753
+167,200
| +586% | +$16.6M |
|
416
InterDigital
IDCC
$6.68B
| $18.7M | 0.05% |
254,628
-45,600
| -15% | -$3.49M |
|
417
Boston Beer
SAM
$1.88B
| $18.6M | 0.05% |
98,600
-47,079
| -32% | -$8.66M |
|
418
Pitney Bowes
PBI
$2.42B
| $18.6M | 0.05% |
1,703,957
+201,000
| +13% | +$2.49M |
|
|
NBL
419
DELISTED
Noble Energy, Inc.
NBL
| $18.5M | 0.05% |
610,134
+575,078
| +1,640% | +$17.3M |
|
|
LNW
420
DELISTED
Light & Wonder
LNW
| $18.3M | 0.05% |
441,061
+223,562
| +103% | +$10.5M |
|
421
PENN Entertainment
PENN
$2.74B
| $18.3M | 0.05% |
697,338
-64,614
| -8% | -$1.87M |
|
422
Green Dot
GDOT
$753M
| $18.3M | 0.05% |
284,986
-61,400
| -18% | -$3.87M |
|
423
S&P Global
SPGI
$126B
| $18.2M | 0.05% |
95,231
+80,600
| +551% | +$14.9M |
|
|
LPT
424
DELISTED
Liberty Property Trust
LPT
| $18.2M | 0.05% |
+456,894
| New | +$18.4M |
|
|
HI
425
DELISTED
Hillenbrand
HI
| $17.9M | 0.05% |
391,017
-66,529
| -15% | -$3M |
|
Similar funds
CWM
VRS
FAF
BGIM
CIM
PPFA
Two Sigma Advisers's Q1 2018 Portfolio in Review
As of Q1 2018, Two Sigma Advisers held 2,522 positions worth $36.9B, down 0.58% from $37.1B the previous quarter. Its ten largest holdings account for 8.4% of the portfolio.
Two Sigma Advisers's Q1 2018 filing shows 303 new, 944 increased, 1,005 reduced and 237 closed positions. Its largest new stake was Procter & Gamble: 3,490,366 shares worth $277M. The largest sale was Amgen, an estimated $277M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 17% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.
- Two Sigma Advisers's largest Q1 2018 buy was Procter & Gamble: 3,490,366 shares worth $277M.
- Two Sigma Advisers added most to PepsiCo in Q1 2018, an estimated $240M increase.
- Two Sigma Advisers's biggest Q1 2018 reduction was Amgen, cutting an estimated $277M.
- Two Sigma Advisers fully exited Constellation Brands in Q1 2018, selling an estimated $115M.
- Two Sigma Advisers's ten largest holdings make up 8.4% of its $36.9B portfolio in Q1 2018.
- Two Sigma Advisers opened 303 new positions and closed 237 in Q1 2018.
- Two Sigma Advisers's portfolio value fell 0.58% quarter-over-quarter to $36.9B.
Based on Two Sigma Advisers's 13F filing for Q1 2018, filed 15 May 2018.