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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 | |
|---|---|---|---|---|---|---|
1
Pfizer
PFE
$143B
| $398M | 1.08% |
11,828,253
+641,992
| +6% | +$22.1M |
|
2
Target
TGT
$61.1B
| $344M | 0.93% |
4,957,388
+429,308
| +9% | +$31.2M |
|
3
Netflix
NFLX
$287B
| $338M | 0.92% |
11,431,980
-1,157,300
| -9% | -$31.5M |
|
4
Lockheed Martin
LMT
$131B
| $318M | 0.86% |
941,091
+501,647
| +114% | +$171M |
|
5
McDonald's
MCD
$187B
| $315M | 0.85% |
2,014,666
+18,900
| +0.9% | +$3.11M |
|
6
Best Buy
BBY
$17.8B
| $301M | 0.82% |
4,296,929
+2,034,700
| +90% | +$146M |
|
|
7
PepsiCo
PEP
$184B
| $286M | 0.78% |
2,622,309
+2,112,432
| +414% | +$240M |
|
|
8
Procter & Gamble
PG
$342B
| $277M | 0.75% |
+3,490,366
| New | +$291M |
|
9
Seagate
STX
$207B
| $273M | 0.74% |
4,666,250
-795,592
| -15% | -$42.3M |
|
|
10
Chevron
CVX
$387B
| $266M | 0.72% |
2,329,461
+1,934,589
| +490% | +$231M |
|
11
HP
HPQ
$22.4B
| $264M | 0.72% |
12,063,606
+911,700
| +8% | +$20.6M |
|
12
Colgate-Palmolive
CL
$72.1B
| $260M | 0.7% |
3,623,811
+2,110,100
| +139% | +$152M |
|
13
Boeing
BA
$165B
| $256M | 0.69% |
780,660
-99,600
| -11% | -$33.6M |
|
14
Wells Fargo
WFC
$261B
| $252M | 0.68% |
4,802,263
+2,449,864
| +104% | +$146M |
|
15
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14B
| $246M | 0.67% |
4,667,100
+2,495,800
| +115% | +$138M |
|
16
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.3B
| $243M | 0.66% |
4,801,600
+506,200
| +12% | +$26.4M |
|
17
Regeneron Pharmaceuticals
REGN
$68.3B
| $241M | 0.65% |
700,301
+319,263
| +84% | +$111M |
|
18
Intel
INTC
$504B
| $238M | 0.64% |
4,566,203
-803,542
| -15% | -$38.2M |
|
|
CELG
19
DELISTED
Celgene Corp
CELG
| $235M | 0.64% |
2,631,327
-502,800
| -16% | -$48.3M |
|
20
Palo Alto Networks
PANW
$265B
| $232M | 0.63% |
7,682,910
+3,752,400
| +95% | +$104M |
|
21
Yum! Brands
YUM
$40.6B
| $232M | 0.63% |
2,720,681
+722,600
| +36% | +$59.2M |
|
22
Allstate
ALL
$65.5B
| $226M | 0.61% |
2,379,297
+705,301
| +42% | +$68.3M |
|
23
Booking.com
BKNG
$134B
| $225M | 0.61% |
2,703,850
-37,550
| -1% | -$2.95M |
|
24
Baxter International
BAX
$11.2B
| $214M | 0.58% |
3,291,158
-404,800
| -11% | -$27.4M |
|
25
TJX Companies
TJX
$170B
| $213M | 0.58% |
5,215,306
+3,124,200
| +149% | +$124M |
|
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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.