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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
+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
(-0.58%)
Cap. Flow
-$321M
Cap. Flow
% of AUM
-0.87%
Top 10 Holdings %
Top 10 Hldgs %
8.45%
Holding
2,522
New
303
Increased
944
Reduced
1,005
Closed
237
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Procter & Gamble
PG
|
+$291M |
| 2 |
PepsiCo
PEP
|
+$240M |
| 3 |
Chevron
CVX
|
+$231M |
| 4 |
Amazon
AMZN
|
+$183M |
| 5 |
Citigroup
C
|
+$175M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amgen
AMGN
|
+$277M |
| 2 |
Lowe's Companies
LOW
|
+$253M |
| 3 |
Home Depot
HD
|
+$246M |
| 4 |
Danaher
DHR
|
+$174M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
126
Microsoft
MSFT
$2.84T
| $81.8M | 0.22% |
+896,211
| New | +$82M |
|
127
3M
MMM
$89B
| $80.4M | 0.22% |
+437,772
| New | +$86.7M |
|
128
Baker Hughes
BKR
$56.8B
| $80M | 0.22% |
2,879,268
-391,400
| -12% | -$12M |
|
129
CSX Corp
CSX
$98.6B
| $78.3M | 0.21% |
4,214,649
+2,071,953
| +97% | +$38.7M |
|
130
Humana
HUM
$46.7B
| $77.2M | 0.21% |
287,193
-198,499
| -41% | -$53.7M |
|
131
GE Aerospace
GE
$367B
| $77.2M | 0.21% |
1,194,430
-1,426,748
| -54% | -$106M |
|
132
Cigna
CI
$76.6B
| $76.9M | 0.21% |
458,324
-13,200
| -3% | -$2.57M |
|
133
Valero Energy
VLO
$89.8B
| $76.4M | 0.21% |
823,929
-209,200
| -20% | -$19.5M |
|
|
MXIM
134
DELISTED
Maxim Integrated Products
MXIM
| $76.2M | 0.21% |
1,265,907
-972,500
| -43% | -$57.6M |
|
|
CERN
135
DELISTED
Cerner Corp
CERN
| $76M | 0.21% |
+1,310,629
| New | +$85.2M |
|
136
Philip Morris
PM
$301B
| $75.7M | 0.21% |
761,132
-799,129
| -51% | -$83.2M |
|
137
American Express
AXP
$223B
| $75.4M | 0.2% |
808,587
+428,400
| +113% | +$41.5M |
|
138
Altria Group
MO
$122B
| $75.3M | 0.2% |
1,208,808
+810,341
| +203% | +$53.7M |
|
139
Chemours
CC
$2.59B
| $73.1M | 0.2% |
1,499,743
-164,000
| -10% | -$8.2M |
|
|
FL
140
DELISTED
Foot Locker
FL
| $73M | 0.2% |
1,602,341
-165,100
| -9% | -$7.69M |
|
141
Melco Resorts & Entertainment
MLCO
$2.1B
| $72.6M | 0.2% |
2,503,800
-164,000
| -6% | -$4.59M |
|
142
DXC Technology
DXC
$1.63B
| $72.3M | 0.2% |
831,911
+262,990
| +46% | +$23M |
|
143
Equifax
EFX
$20.3B
| $71.8M | 0.19% |
609,871
-946,783
| -61% | -$114M |
|
144
SBA Communications
SBAC
$18.4B
| $71.2M | 0.19% |
416,633
-97,200
| -19% | -$16.1M |
|
145
Quest Diagnostics
DGX
$25.1B
| $71M | 0.19% |
708,196
+228,075
| +48% | +$23.4M |
|
146
Transocean
RIG
$5.92B
| $70.6M | 0.19% |
7,134,303
+865,100
| +14% | +$8.91M |
|
|
PF
147
DELISTED
Pinnacle Foods, Inc.
PF
| $70.3M | 0.19% |
1,299,202
+382,856
| +42% | +$22.1M |
|
148
Chipotle Mexican Grill
CMG
$40.8B
| $69.9M | 0.19% |
10,813,400
+4,734,950
| +78% | +$29.8M |
|
149
Fidelity National Information Services
FIS
$21.5B
| $69.7M | 0.19% |
724,118
+606,000
| +513% | +$59.4M |
|
150
Motorola Solutions
MSI
$69.4B
| $69.1M | 0.19% |
656,418
+503,500
| +329% | +$51.4M |
|
Similar funds
CWM
VRS
FAF
BGIM
CIM
PPFA
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.