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TSS
Two Sigma Securities Portfolio holdings
AUM
$861M
1-Year Est. Return
21.33%
This Fund
S&P 500
This Quarter
Est. Return
-1.62%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$17.9B
AUM Growth
+$14.1B
(+379%)
Cap. Flow
+$14.7B
Cap. Flow
% of AUM
82.18%
Top 10 Holdings %
Top 10 Hldgs %
32.01%
Holding
3,162
New
1,456
Increased
953
Reduced
215
Closed
521
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$18.8M |
| 2 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$18.4M |
| 3 |
Microsoft
MSFT
|
+$18.4M |
| 4 |
Vanguard Morningstar Total Stock Market ETF
VTI
|
+$15.6M |
| 5 |
ExxonMobil
XOM
|
+$14.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$104M |
| 2 |
iShares Russell 1000 ETF
IWB
|
+$54.8M |
| 3 |
iShares Russell 2000 Value ETF
IWN
|
+$42M |
| 4 |
iShares Russell 2000 Growth ETF
IWO
|
+$34.7M |
| 5 |
State Street Real Estate Select Sector SPDR ETF
XLRE
|
+$20.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 0.77% |
| 2 | Technology | 0.65% |
| 3 | Healthcare | 0.56% |
| 4 | Consumer Discretionary | 0.53% |
| 5 | Industrials | 0.44% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1276
Bank of Montreal
BMO
$126B
| $973K | 0.01% |
+12,870
| New | +$1.01M |
|
1277
CALL
Seagate
STX
$194B
| $971K | 0.01% |
16,600
-31,500
| -65% | -$1.68M |
|
1278
Williams-Sonoma
WSM
$26.9B
| $971K | 0.01% |
36,796
+28,280
| +332% | +$748K |
|
1279
PUT
CACI
CACI
$11B
| $969K | 0.01% |
+6,400
| New | +$935K |
|
1280
PUT
Alaska Air
ALK
$5.29B
| $967K | 0.01% |
15,600
+10,800
| +225% | +$717K |
|
1281
PUT
J.M. Smucker
SJM
$12.7B
| $967K | 0.01% |
+7,800
| New | +$974K |
|
1282
Banco Bilbao Vizcaya Argentaria
BBVA
$154B
| $966K | 0.01% |
122,242
+63,518
| +108% | +$546K |
|
|
MRO
1283
CALL
DELISTED
Marathon Oil Corporation
MRO
| $966K | 0.01% |
59,900
-2,400
| -4% | -$39.9K |
|
1284
PUT
Equity Residential
EQR
$24.9B
| $961K | 0.01% |
+15,600
| New | +$926K |
|
|
DNB
1285
CALL
DELISTED
Dun & Bradstreet
DNB
| $959K | 0.01% |
8,200
-200
| -2% | -$24.3K |
|
1286
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
| $957K | 0.01% |
+8,155
| New | +$963K |
|
|
TIF
1287
DELISTED
Tiffany & Co.
TIF
| $956K | 0.01% |
9,794
+2,881
| +42% | +$297K |
|
1288
PUT
Check Point Software Technologies
CHKP
$13B
| $954K | 0.01% |
9,600
+1,100
| +13% | +$113K |
|
1289
PUT
Labcorp
LH
$25B
| $954K | 0.01% |
+6,868
| New | +$1.01M |
|
1290
Whirlpool
WHR
$2.43B
| $950K | 0.01% |
+6,205
| New | +$1.04M |
|
1291
FirstEnergy
FE
$28B
| $949K | 0.01% |
+27,890
| New | +$896K |
|
1292
CALL
Stellantis
STLA
$21.7B
| $948K | 0.01% |
+46,200
| New | +$1.01M |
|
1293
PUT
Prologis
PLD
$135B
| $945K | 0.01% |
+15,000
| New | +$932K |
|
1294
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
| $941K | 0.01% |
16,800
+11,500
| +217% | +$669K |
|
1295
CALL
iShares MSCI Japan ETF
EWJ
$21.9B
| $941K | 0.01% |
+15,500
| New | +$951K |
|
1296
Hasbro
HAS
$13.2B
| $941K | 0.01% |
+11,161
| New | +$1.04M |
|
1297
PUT
New Oriental
EDU
$9.37B
| $938K | 0.01% |
+10,700
| New | +$996K |
|
|
WCC
1298
CALL
WESCO International
WCC
$16.7B
| $937K | 0.01% |
+15,100
| New | +$973K |
|
|
DNB
1299
PUT
DELISTED
Dun & Bradstreet
DNB
| $936K | 0.01% |
+8,000
| New | +$973K |
|
1300
PUT
Howmet Aerospace
HWM
$113B
| $935K | 0.01% |
52,942
+41,076
| +346% | +$835K |
|
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Two Sigma Securities's Q1 2018 Portfolio in Review
As of Q1 2018, Two Sigma Securities held 3,162 positions worth $17.9B, up 379% from $3.73B the previous quarter. Its ten largest holdings account for 32% of the portfolio.
Two Sigma Securities deployed $14.7B of net new capital in Q1 2018, opening 1,456 new positions and adding to 953 existing holdings. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M.
By sector, the portfolio is most concentrated in Financials at 0.77% of assets, down from 1.2% a quarter earlier, followed by Technology and Healthcare.
On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $104M trimmed.
- Two Sigma Securities's largest Q1 2018 buy was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M.
- Two Sigma Securities added most to iShares Core S&P 500 ETF in Q1 2018, an estimated $18.8M increase.
- Two Sigma Securities's biggest Q1 2018 reduction was iShares Russell 2000 ETF, cutting an estimated $104M.
- Two Sigma Securities fully exited Vanguard Morningstar Mid-Cap ETF in Q1 2018, selling an estimated $14.7M.
- Two Sigma Securities's ten largest holdings make up 32% of its $17.9B portfolio in Q1 2018.
- Two Sigma Securities opened 1,456 new positions and closed 521 in Q1 2018.
- Two Sigma Securities's portfolio value rose 379% quarter-over-quarter to $17.9B.
Based on Two Sigma Securities's 13F filing for Q1 2018, filed 15 May 2018.