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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
AMAT icon
1126
Applied Materials
AMAT
$380B
$2.58M 0.01%
46,385
-1,446,900
-97% -$80.5M
SSRM icon
1127
SSR Mining
SSRM
$5.27B
$2.58M 0.01%
268,480
-4,529
-2% -$39.6K
FNV icon
1128
Franco-Nevada
FNV
$40.8B
$2.57M 0.01%
37,624
-40,792
-52% -$2.99M
SLRC icon
1129
SLR Investment Corp
SLRC
$707M
$2.56M 0.01%
126,253
-101,627
-45% -$2.09M
ROKU icon
1130
Roku
ROKU
$21.3B
$2.56M 0.01%
82,400
+4,600
+6% +$189K
PKG icon
1131
Packaging Corp of America
PKG
$22.6B
$2.56M 0.01%
+22,680
New +$2.74M
SNX icon
1132
TD Synnex
SNX
$19.7B
$2.55M 0.01%
43,070
-177,000
-80% -$11M
APEI icon
1133
American Public Education
APEI
$913M
$2.55M 0.01%
59,250
+5,300
+10% +$163K
CSGS
1134
DELISTED
CSG Systems International
CSGS
$2.55M 0.01%
56,249
+12,000
+27% +$550K
SHYF
1135
DELISTED
The Shyft Group
SHYF
$2.54M 0.01%
147,969
+72,200
+95% +$1.12M
RFP
1136
DELISTED
Resolute Forest Products Inc.
RFP
$2.54M 0.01%
306,627
+30,800
+11% +$287K
MBUU icon
1137
Malibu Boats
MBUU
$562M
$2.54M 0.01%
76,525
-20,900
-21% -$680K
UNFI icon
1138
United Natural Foods
UNFI
$3.07B
$2.53M 0.01%
58,824
-23,400
-28% -$1.06M
DFRG
1139
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$2.52M 0.01%
165,600
+10,800
+7% +$178K
HTLD icon
1140
Heartland Express
HTLD
$1.04B
$2.52M 0.01%
140,306
+3,800
+3% +$80.2K
TRUP icon
1141
Trupanion
TRUP
$1.11B
$2.52M 0.01%
84,412
-119,700
-59% -$3.84M
CYD icon
1142
China Yuchai International
CYD
$1.74B
$2.52M 0.01%
118,943
-11,060
-9% -$267K
BL icon
1143
BlackLine
BL
$1.87B
$2.52M 0.01%
+64,200
New +$2.4M
OSG
1144
Octave Specialty Group
OSG
$261M
$2.52M 0.01%
160,400
+5,562
+4% +$86K
CHSP
1145
DELISTED
Chesapeake Lodging Trust
CHSP
$2.51M 0.01%
90,190
+1,900
+2% +$51.1K
EHC icon
1146
Encompass Health
EHC
$11.5B
$2.5M 0.01%
54,985
+4,651
+9% +$199K
MGRC icon
1147
McGrath RentCorp
MGRC
$2.94B
$2.49M 0.01%
46,302
-8,900
-16% -$445K
FITB
1148
Fifth Third Bancorp
FITB
$52.3B
$2.48M 0.01%
78,250
-33,273
-30% -$1.09M
WTW icon
1149
Willis Towers Watson
WTW
$29.8B
$2.48M 0.01%
+16,270
New +$2.55M
CRAY
1150
DELISTED
Cray, Inc.
CRAY
$2.47M 0.01%
119,405
-48,200
-29% -$1.12M
44 45
46
47 48

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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.