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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 | |
|---|---|---|---|---|---|---|
26
US Bancorp
USB
$99.6B
| $211M | 0.57% |
4,182,867
-874,400
| -17% | -$47.8M |
|
27
Boston Scientific
BSX
$65.8B
| $198M | 0.54% |
7,255,317
-171,497
| -2% | -$4.66M |
|
28
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $197M | 0.54% |
2,424,600
-696,700
| -22% | -$59.3M |
|
29
Nike
NKE
$61.9B
| $194M | 0.53% |
2,918,317
+1,877,699
| +180% | +$124M |
|
30
Kohl's
KSS
$2.03B
| $193M | 0.52% |
2,951,121
+2,028,900
| +220% | +$129M |
|
31
Waste Management
WM
$95.9B
| $191M | 0.52% |
2,268,630
+301,986
| +15% | +$25.9M |
|
32
Halliburton
HAL
$27.9B
| $190M | 0.52% |
4,047,781
+293,926
| +8% | +$14.5M |
|
33
Comcast
CMCSA
$79.7B
| $188M | 0.51% |
5,511,924
-612,982
| -10% | -$23.8M |
|
34
IBM
IBM
$202B
| $187M | 0.51% |
1,271,822
+251,545
| +25% | +$38.1M |
|
|
35
Amazon
AMZN
$2.5T
| $185M | 0.5% |
+2,559,660
| New | +$183M |
|
36
Micron Technology
MU
$1.04T
| $179M | 0.49% |
3,442,556
-2,899,929
| -46% | -$139M |
|
37
Marriott International
MAR
$98.7B
| $178M | 0.48% |
1,310,555
-456,527
| -26% | -$64M |
|
38
Prudential Financial
PRU
$41.7B
| $177M | 0.48% |
1,706,095
+293,300
| +21% | +$33.1M |
|
|
39
Citigroup
C
$222B
| $172M | 0.47% |
2,545,410
+2,325,354
| +1,057% | +$175M |
|
40
Kimberly-Clark
KMB
$36.4B
| $171M | 0.46% |
1,552,688
-497,732
| -24% | -$56.7M |
|
41
Trane Technologies
TT
$106B
| $164M | 0.45% |
1,921,664
+561,987
| +41% | +$50.4M |
|
42
ServiceNow
NOW
$102B
| $162M | 0.44% |
4,906,715
+40,500
| +0.8% | +$1.25M |
|
43
eBay
EBAY
$48.6B
| $158M | 0.43% |
3,932,551
+2,594,911
| +194% | +$107M |
|
44
Marathon Petroleum
MPC
$90.3B
| $156M | 0.42% |
2,133,782
+406,971
| +24% | +$28M |
|
45
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $155M | 0.42% |
588,473
+462,800
| +368% | +$126M |
|
46
PG&E
PCG
$47.8B
| $152M | 0.41% |
3,453,013
-2,582,865
| -43% | -$110M |
|
47
lululemon athletica
LULU
$13B
| $151M | 0.41% |
1,699,248
+1,153,915
| +212% | +$92.3M |
|
48
Domino's
DPZ
$11B
| $151M | 0.41% |
648,169
+526,700
| +434% | +$115M |
|
49
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
| $143M | 0.39% |
5,669,000
-2,493,600
| -31% | -$62.2M |
|
50
JPMorgan Chase
JPM
$939B
| $143M | 0.39% |
1,301,624
+258,411
| +25% | +$29.3M |
|
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.