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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
+6.81%
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
$37.2B
AUM Growth
+$299M
(+0.81%)
Cap. Flow
-$1.2B
Cap. Flow
% of AUM
-3.23%
Top 10 Holdings %
Top 10 Hldgs %
9.43%
Holding
2,611
New
325
Increased
1,017
Reduced
973
Closed
273
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Johnson & Johnson
JNJ
|
+$368M |
| 2 |
Amazon
AMZN
|
+$310M |
| 3 |
Home Depot
HD
|
+$242M |
| 4 |
Coca-Cola
KO
|
+$238M |
| 5 |
Occidental Petroleum
OXY
|
+$230M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
McDonald's
MCD
|
+$280M |
| 2 |
Pfizer
PFE
|
+$262M |
| 3 |
Best Buy
BBY
|
+$209M |
| 4 |
PepsiCo
PEP
|
+$204M |
| 5 |
Chevron
CVX
|
+$196M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.18% |
| 2 | Consumer Discretionary | 15.41% |
| 3 | Healthcare | 12.07% |
| 4 | Industrials | 10.62% |
| 5 | Consumer Staples | 9.53% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
51
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $151M | 0.41% |
2,103,300
+191,400
| +10% | +$14.2M |
|
52
Kohl's
KSS
$2.06B
| $147M | 0.4% |
2,019,421
-931,700
| -32% | -$62.1M |
|
53
Intel
INTC
$504B
| $145M | 0.39% |
2,916,903
-1,649,300
| -36% | -$87.6M |
|
54
Altria Group
MO
$120B
| $145M | 0.39% |
2,551,108
+1,342,300
| +111% | +$77.4M |
|
|
55
Pfizer
PFE
$143B
| $144M | 0.39% |
4,174,842
-7,653,411
| -65% | -$262M |
|
|
SPLK
56
DELISTED
Splunk Inc
SPLK
| $141M | 0.38% |
1,425,673
+77,700
| +6% | +$8.44M |
|
57
KLA
KLAC
$286B
| $141M | 0.38% |
13,711,320
+1,114,000
| +9% | +$12.1M |
|
58
PPG Industries
PPG
$25.4B
| $137M | 0.37% |
1,323,017
+480,700
| +57% | +$50.9M |
|
59
Kimberly-Clark
KMB
$35.6B
| $135M | 0.36% |
1,281,088
-271,600
| -17% | -$28.2M |
|
60
F5
FFIV
$21.9B
| $134M | 0.36% |
777,579
+143,899
| +23% | +$24M |
|
61
Dollar Tree
DLTR
$22.6B
| $132M | 0.35% |
1,552,401
+164,400
| +12% | +$15.2M |
|
62
Monster Beverage
MNST
$91.5B
| $132M | 0.35% |
4,595,642
+880,800
| +24% | +$23.8M |
|
63
Boeing
BA
$165B
| $130M | 0.35% |
386,760
-393,900
| -50% | -$135M |
|
64
Macy's
M
$6.14B
| $126M | 0.34% |
3,372,058
+2,199,182
| +188% | +$73.7M |
|
65
Trane Technologies
TT
$106B
| $125M | 0.34% |
1,394,264
-527,400
| -27% | -$46.3M |
|
66
Fidelity National Information Services
FIS
$20.7B
| $125M | 0.34% |
1,174,518
+450,400
| +62% | +$45.8M |
|
67
Caterpillar
CAT
$412B
| $122M | 0.33% |
902,236
+250,900
| +39% | +$37.5M |
|
68
PG&E
PCG
$47B
| $122M | 0.33% |
2,872,713
-580,300
| -17% | -$25.2M |
|
|
CLR
69
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $121M | 0.33% |
1,869,949
-39,100
| -2% | -$2.53M |
|
70
Arista Networks
ANET
$222B
| $121M | 0.32% |
7,488,000
+1,468,800
| +24% | +$24M |
|
71
Cisco
CSCO
$444B
| $120M | 0.32% |
2,779,239
+1,629,500
| +142% | +$71.2M |
|
72
US Bancorp
USB
$98.7B
| $118M | 0.32% |
2,358,967
-1,823,900
| -44% | -$92.6M |
|
73
NRG Energy
NRG
$30.2B
| $118M | 0.32% |
3,839,737
-12,300
| -0.3% | -$398K |
|
74
Masco
MAS
$15.6B
| $117M | 0.31% |
3,118,605
+316,400
| +11% | +$12.2M |
|
75
US Foods
USFD
$21B
| $115M | 0.31% |
3,049,313
-797,600
| -21% | -$28.2M |
|
Similar funds
CWM
VRS
FAF
BGIM
CIM
PPFA
Two Sigma Advisers's Q2 2018 Portfolio in Review
As of Q2 2018, Two Sigma Advisers held 2,611 positions worth $37.2B, up 0.81% from $36.9B the previous quarter. Its ten largest holdings account for 9.4% of the portfolio.
Two Sigma Advisers withdrew a net $1.2B in Q2 2018, closing 273 positions and reducing 973 holdings. Its most notable exit was Western Digital, an estimated $134M position sold in full.
By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 15% a quarter earlier, followed by Consumer Discretionary and Healthcare.
Against the trend, Two Sigma Advisers opened a new position in Constellation Brands worth $209M.
- Two Sigma Advisers's largest Q2 2018 buy was Constellation Brands: 954,667 shares worth $209M.
- Two Sigma Advisers added most to Johnson & Johnson in Q2 2018, an estimated $368M increase.
- Two Sigma Advisers's biggest Q2 2018 reduction was McDonald's, cutting an estimated $280M.
- Two Sigma Advisers fully exited Western Digital in Q2 2018, selling an estimated $134M.
- Two Sigma Advisers's ten largest holdings make up 9.4% of its $37.2B portfolio in Q2 2018.
- Two Sigma Advisers opened 325 new positions and closed 273 in Q2 2018.
- Two Sigma Advisers's portfolio value rose 0.81% quarter-over-quarter to $37.2B.
Based on Two Sigma Advisers's 13F filing for Q2 2018, filed 14 Aug 2018.