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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
XLI icon
51
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
$142M 0.39%
1,911,900
-493,000
-20% -$38M
META icon
52
Meta Platforms (Facebook)
META
$1.51T
$139M 0.38%
872,050
+276,816
+47% +$49.7M
LLY icon
53
Eli Lilly
LLY
$1.07T
$139M 0.38%
1,800,695
+1,518,468
+538% +$122M
KLAC icon
54
KLA
KLAC
$275B
$137M 0.37%
12,597,320
-2,531,640
-17% -$28.2M
WDAY icon
55
Workday
WDAY
$33.4B
$137M 0.37%
1,078,757
-50,700
-4% -$6.2M
CMI icon
56
Cummins
CMI
$91.7B
$136M 0.37%
841,082
-341,900
-29% -$58.8M
AMGN icon
57
Amgen
AMGN
$203B
$135M 0.37%
791,496
-1,507,700
-66% -$277M
WDC icon
58
Western Digital
WDC
$179B
$134M 0.36%
1,928,455
+358,959
+23% +$24.2M
SPLK
59
DELISTED
Splunk Inc
SPLK
$133M 0.36%
1,347,973
-106,800
-7% -$10.2M
VRTX icon
60
Vertex Pharmaceuticals
VRTX
$121B
$133M 0.36%
813,212
-414,200
-34% -$67.7M
TER icon
61
Teradyne
TER
$54.8B
$132M 0.36%
2,895,435
+405,809
+16% +$18.6M
DLTR icon
62
Dollar Tree
DLTR
$23.1B
$132M 0.36%
1,388,001
+178,000
+15% +$18.7M
WB icon
63
Weibo
WB
$1.9B
$131M 0.36%
1,097,638
+301,100
+38% +$38.4M
HPE icon
64
Hewlett Packard
HPE
$63.2B
$131M 0.36%
7,471,672
+3,945,200
+112% +$67M
MDLZ icon
65
Mondelez International
MDLZ
$77.7B
$131M 0.35%
3,130,982
-1,718,515
-35% -$74.6M
GIS icon
66
General Mills
GIS
$19.2B
$126M 0.34%
2,806,662
+1,739,300
+163% +$94.3M
QSR icon
67
Restaurant Brands International
QSR
$25.1B
$126M 0.34%
2,221,598
+1,557,343
+234% +$92.5M
BURL icon
68
Burlington
BURL
$22B
$126M 0.34%
948,622
+703,400
+287% +$86.9M
USFD icon
69
US Foods
USFD
$21.4B
$126M 0.34%
3,846,913
+358,900
+10% +$11.7M
EXC icon
70
Exelon
EXC
$48.6B
$121M 0.33%
4,338,291
+1,697,045
+64% +$45.8M
HLF icon
71
Herbalife
HLF
$1.23B
$120M 0.33%
2,465,752
+2,373,566
+2,575% +$101M
ELV icon
72
Elevance Health
ELV
$81.9B
$119M 0.32%
540,115
+97,562
+22% +$22.9M
NRG icon
73
NRG Energy
NRG
$29.8B
$118M 0.32%
3,852,037
+2,961,455
+333% +$82M
CVS icon
74
CVS Health
CVS
$137B
$117M 0.32%
1,878,219
-431,887
-19% -$31M
BMY icon
75
Bristol-Myers Squibb
BMY
$127B
$115M 0.31%
1,818,132
-1,126,826
-38% -$72.5M
1 2
3
4 5

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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.