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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 | |
|---|---|---|---|---|---|---|
1301
VanEck Semiconductor ETF
SMH
$65.2B
| $934K | 0.01% |
17,920
-6,826
| -28% | -$359K |
|
|
ESRX
1302
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $933K | 0.01% |
+13,500
| New | +$1.03M |
|
|
XLNX
1303
CALL
DELISTED
Xilinx Inc
XLNX
| $932K | 0.01% |
+12,900
| New | +$930K |
|
|
CA
1304
CALL
DELISTED
CA, Inc.
CA
| $932K | 0.01% |
+27,500
| New | +$956K |
|
1305
Southern Copper
SCCO
$143B
| $928K | 0.01% |
+18,473
| New | +$875K |
|
1306
Align Technology
ALGN
$12.1B
| $927K | 0.01% |
3,690
+2,741
| +289% | +$704K |
|
1307
Quest Diagnostics
DGX
$25.7B
| $926K | 0.01% |
9,235
+6,811
| +281% | +$698K |
|
1308
Copart
CPRT
$27B
| $923K | 0.01% |
+72,488
| New | +$839K |
|
1309
Diageo
DEO
$49B
| $923K | 0.01% |
+6,817
| New | +$948K |
|
1310
Coca-Cola Europacific Partners
CCEP
$48.3B
| $921K | 0.01% |
+22,098
| New | +$871K |
|
1311
Vanguard FTSE Developed Markets ETF
VEA
$229B
| $919K | 0.01% |
20,775
-43,253
| -68% | -$1.96M |
|
1312
PUT
Polaris
PII
$3.82B
| $916K | 0.01% |
+8,000
| New | +$962K |
|
1313
PUT
GoDaddy
GDDY
$11B
| $915K | 0.01% |
+14,900
| New | +$843K |
|
1314
PUT
Hilton Worldwide
HLT
$72.1B
| $914K | 0.01% |
+11,600
| New | +$953K |
|
1315
PUT
Vertex Pharmaceuticals
VRTX
$121B
| $913K | 0.01% |
+5,600
| New | +$915K |
|
1316
PUT
FMC
FMC
$1.34B
| $911K | 0.01% |
+13,721
| New | +$1.02M |
|
1317
PUT
Jacobs Solutions
J
$15.9B
| $911K | 0.01% |
+18,618
| New | +$985K |
|
|
SLCA
1318
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $909K | 0.01% |
+35,600
| New | +$1.09M |
|
1319
PUT
Abercrombie & Fitch
ANF
$4.42B
| $908K | 0.01% |
+37,500
| New | +$792K |
|
1320
CALL
Prologis
PLD
$135B
| $907K | 0.01% |
+14,400
| New | +$895K |
|
1321
CALL
Carter's
CRI
$1.42B
| $906K | 0.01% |
+8,700
| New | +$1.01M |
|
1322
PUT
Cintas
CTAS
$81.9B
| $904K | 0.01% |
+21,200
| New | +$880K |
|
1323
PUT
Fluor
FLR
$7.01B
| $904K | 0.01% |
+15,800
| New | +$907K |
|
|
SIX
1324
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $903K | 0.01% |
+14,500
| New | +$946K |
|
1325
CALL
Boston Properties
BXP
$11.2B
| $900K | 0.01% |
+7,300
| New | +$888K |
|
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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.