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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
ABB
626
DELISTED
ABB Ltd
ABB
$8.92M 0.02%
375,900
-100,000
-21% -$2.57M
CPS icon
627
Cooper-Standard Automotive
CPS
$506M
$8.92M 0.02%
72,620
+2,000
+3% +$246K
ACGL icon
628
Arch Capital
ACGL
$36.4B
$8.91M 0.02%
+312,294
New +$9.19M
CLF icon
629
Cleveland-Cliffs
CLF
$6.62B
$8.89M 0.02%
1,278,858
+3,900
+0.3% +$29.3K
VIAV icon
630
Viavi Solutions
VIAV
$9.26B
$8.88M 0.02%
913,803
-80,100
-8% -$763K
HCA icon
631
HCA Healthcare
HCA
$87.1B
$8.88M 0.02%
91,507
-115,300
-56% -$11.2M
BWA icon
632
BorgWarner
BWA
$13B
$8.86M 0.02%
+200,312
New +$9.31M
IFF icon
633
International Flavors & Fragrances
IFF
$19.6B
$8.86M 0.02%
+64,694
New +$9.37M
DIN icon
634
Dine Brands
DIN
$446M
$8.85M 0.02%
+134,970
New +$8.25M
IYT icon
635
iShares US Transportation ETF
IYT
$2.31B
$8.85M 0.02%
189,200
+164,000
+651% +$7.91M
CRL icon
636
Charles River Laboratories
CRL
$10.8B
$8.83M 0.02%
82,750
+4,800
+6% +$517K
ARCH
637
DELISTED
Arch Resources, Inc.
ARCH
$8.78M 0.02%
95,500
+6,638
+7% +$621K
SC
638
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$8.77M 0.02%
537,741
+335,100
+165% +$5.79M
WLK icon
639
Westlake Corp
WLK
$9.35B
$8.75M 0.02%
78,732
+38,700
+97% +$4.31M
DOOR
640
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$8.73M 0.02%
142,293
+56,800
+66% +$3.82M
RH icon
641
RH
RH
$3.42B
$8.73M 0.02%
91,600
+81,000
+764% +$7.18M
CE icon
642
Celanese
CE
$4.89B
$8.64M 0.02%
86,234
+83,184
+2,727% +$8.78M
MDU icon
643
MDU Resources
MDU
$4.38B
$8.58M 0.02%
801,168
+220,384
+38% +$2.24M
ASIX icon
644
AdvanSix
ASIX
$546M
$8.55M 0.02%
245,900
+1,100
+0.4% +$43.4K
TFC icon
645
Truist Financial
TFC
$63.5B
$8.53M 0.02%
163,961
+101,500
+163% +$5.47M
ACM icon
646
Aecom
ACM
$9.11B
$8.52M 0.02%
239,195
+5,058
+2% +$187K
PINC
647
DELISTED
Premier
PINC
$8.52M 0.02%
272,043
-55,700
-17% -$1.8M
GNTX icon
648
Gentex
GNTX
$4.84B
$8.43M 0.02%
366,276
+287,500
+365% +$6.54M
KBR icon
649
KBR
KBR
$4.68B
$8.43M 0.02%
520,644
+70,300
+16% +$1.28M
EXPE icon
650
Expedia Group
EXPE
$33.6B
$8.42M 0.02%
76,254
-169,609
-69% -$19.7M
24 25
26
27 28

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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.