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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
BCO icon
2301
Brink's
BCO
$5.02B
– –
-122,478
Closed -$9.64M
BCS icon
2302
Barclays
BCS
$94.1B
– –
-48,634
Closed -$507K
BLD
2303
DELISTED
TopBuild
BLD
– –
-3,111
Closed -$236K
BLDP
2304
Ballard Power Systems
BLDP
$874M
– –
-10,800
Closed -$48K
BP icon
2305
BP
BP
$113B
– –
-8,465
Closed -$326K
BTG icon
2306
B2Gold
BTG
$5.16B
– –
-127,694
Closed -$396K
BXMT icon
2307
Blackstone Mortgage Trust
BXMT
$2.82B
– –
-57,743
Closed -$1.86M
CGBD icon
2308
Carlyle Secured Lending
CGBD
$698M
– –
-12,500
Closed -$251K
CGNX icon
2309
Cognex
CGNX
$10.3B
– –
-356,708
Closed -$21.8M
CHRW icon
2310
C.H. Robinson
CHRW
$22B
– –
-7,067
Closed -$630K
CIEN icon
2311
Ciena
CIEN
$55.3B
– –
-24,455
Closed -$512K
CIM
2312
Chimera Investment
CIM
$1.05B
– –
-6,091
Closed -$338K
CNI icon
2313
Canadian National Railway
CNI
$78.3B
– –
-222,781
Closed -$18.4M
COHR icon
2314
Coherent
COHR
$55.2B
– –
-88,805
Closed -$4.17M
COLB icon
2315
Columbia Banking Systems
COLB
$8.81B
– –
-15,148
Closed -$658K
COR icon
2316
Cencora
COR
$60.3B
– –
-20,553
Closed -$1.89M
CPRT icon
2317
Copart
CPRT
$25.9B
– –
-1,026,332
Closed -$11.1M
CTAS icon
2318
Cintas
CTAS
$82.4B
– –
-14,868
Closed -$579K
CVGW
2319
DELISTED
Calavo Growers
CVGW
– –
-3,800
Closed -$321K
DB icon
2320
Deutsche Bank
DB
$66.3B
– –
-441,300
Closed -$8.4M
DCI icon
2321
Donaldson
DCI
$10.8B
– –
-14,711
Closed -$720K
DEA
2322
Easterly Government Properties
DEA
$1.18B
– –
-10,799
Closed -$576K
DHI icon
2323
D.R. Horton
DHI
$41B
– –
-216,556
Closed -$11.1M
DOC icon
2324
Healthpeak Properties
DOC
$15.4B
– –
-102,444
Closed -$2.67M
EFSC icon
2325
Enterprise Financial Services Corp
EFSC
$2.41B
– –
-18,713
Closed -$845K
91 92
93
94 95

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CWM
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FAF
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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.