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Two Sigma Advisers

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
Cap. Flow
-$321M
Cap. Flow %
-0.87%
Top 10 Hldgs %
8.45%
Holding
2,522
New
303
Increased
944
Reduced
1,005
Closed
237

Top Buys

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$291M
2
PEP icon
PepsiCo
PEP
+$240M
3
CVX icon
Chevron
CVX
+$231M
4
AMZN icon
Amazon
AMZN
+$183M
5
C icon
Citigroup
C
+$175M

Top Sells

Rank Stock Value
1
AMGN icon
Amgen
AMGN
+$277M
2
LOW icon
Lowe's Companies
LOW
+$253M
3
HD icon
Home Depot
HD
+$246M
4
DHR icon
Danaher
DHR
+$174M
5
CSCO icon
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
JNJ icon
501
Johnson & Johnson
JNJ
$635B
$13.1M 0.04%
+102,065
New +$13.8M
EXPD icon
502
Expeditors International
EXPD
$22.9B
$13.1M 0.04%
206,555
-36,400
-15% -$2.34M
DNB
503
DELISTED
Dun & Bradstreet
DNB
$13.1M 0.04%
111,625
+22,300
+25% +$2.71M
TEX icon
504
Terex
TEX
$7.98B
$13M 0.04%
348,354
+77,853
+29% +$3.38M
WSO icon
505
Watsco Inc
WSO
$14.9B
$13M 0.04%
71,817
+55,151
+331% +$9.56M
ADSW
506
DELISTED
Advanced Disposal Services Inc
ADSW
$13M 0.04%
582,200
+222,337
+62% +$5.15M
LRCX icon
507
Lam Research
LRCX
$382B
$12.9M 0.04%
635,040
-2,261,250
-78% -$44.8M
BAC icon
508
Bank of America
BAC
$435B
$12.8M 0.03%
+426,633
New +$13.4M
CTXS
509
DELISTED
Citrix Systems Inc
CTXS
$12.7M 0.03%
136,470
+3,000
+2% +$276K
NDSN icon
510
Nordson
NDSN
$16.5B
$12.7M 0.03%
92,860
-23,500
-20% -$3.32M
EGN
511
DELISTED
Energen
EGN
$12.6M 0.03%
+201,136
New +$11.3M
RMBS icon
512
Rambus
RMBS
$10.4B
$12.5M 0.03%
931,009
+159,800
+21% +$2.14M
FR icon
513
First Industrial Realty Trust
FR
$8.88B
$12.5M 0.03%
427,427
+137,229
+47% +$4.05M
MFA
514
MFA Financial
MFA
$929M
$12.4M 0.03%
410,972
-42,043
-9% -$1.25M
AMKR icon
515
Amkor Technology
AMKR
$16.1B
$12.4M 0.03%
1,220,123
+96,160
+9% +$1M
STWD icon
516
Starwood Property Trust
STWD
$6.12B
$12.3M 0.03%
588,653
-1,349,700
-70% -$27.9M
PLNT icon
517
Planet Fitness
PLNT
$4.23B
$12.3M 0.03%
326,285
+149,600
+85% +$5.24M
DECK icon
518
Deckers Outdoor
DECK
$13.3B
$12.3M 0.03%
820,206
+58,236
+8% +$875K
DIS icon
519
Walt Disney
DIS
$165B
$12.2M 0.03%
121,860
+92,000
+308% +$9.78M
ESL
520
DELISTED
Esterline Technologies
ESL
$12.1M 0.03%
165,905
-10,900
-6% -$811K
AZPN
521
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$12.1M 0.03%
153,293
-183,000
-54% -$14.4M
BBBY
522
DELISTED
Bed Bath & Beyond Inc
BBBY
$12.1M 0.03%
575,359
+242,200
+73% +$5.35M
CTRA
523
DELISTED
Coterra Energy
CTRA
$12.1M 0.03%
502,800
+435,000
+642% +$11.2M
ATHM icon
524
Autohome
ATHM
$2.43B
$12M 0.03%
139,400
-73,900
-35% -$6.04M
IVZ icon
525
Invesco
IVZ
$13.3B
$12M 0.03%
374,088
+363,900
+3,572% +$12.5M
19 20
21
22 23

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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.