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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 | |
|---|---|---|---|---|---|---|
1426
CALL
KKR & Co
KKR
$91.1B
| $743K | ﹤0.01% |
+36,600
| New | +$813K |
|
|
BSCI
1427
DELISTED
Invesco BulletShares 2018 Corporate Bond ETF
BSCI
| $743K | ﹤0.01% |
+35,153
| New | +$742K |
|
1428
AvalonBay Communities
AVB
$26.5B
| $740K | ﹤0.01% |
4,502
-1,080
| -19% | -$177K |
|
1429
PUT
Gen Digital
GEN
$16.4B
| $739K | ﹤0.01% |
+28,600
| New | +$778K |
|
1430
CALL
Acuity Brands
AYI
$9.83B
| $738K | ﹤0.01% |
+5,300
| New | +$815K |
|
1431
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.32B
| $737K | ﹤0.01% |
+8,795
| New | +$743K |
|
1432
Ameriprise Financial
AMP
$48.3B
| $737K | ﹤0.01% |
4,980
+3,416
| +218% | +$557K |
|
1433
PUT
Advance Auto Parts
AAP
$3.35B
| $735K | ﹤0.01% |
6,200
+3,800
| +158% | +$434K |
|
1434
CALL
Adient
ADNT
$1.65B
| $735K | ﹤0.01% |
12,300
+2,200
| +22% | +$147K |
|
1435
PNC Financial Services
PNC
$99.7B
| $735K | ﹤0.01% |
+4,863
| New | +$755K |
|
1436
PUT
iShares MSCI Germany ETF
EWG
$1.59B
| $734K | ﹤0.01% |
+22,900
| New | +$763K |
|
1437
J.M. Smucker
SJM
$12.7B
| $734K | ﹤0.01% |
+5,920
| New | +$739K |
|
|
WPZ
1438
PUT
DELISTED
Williams Partners L.P.
WPZ
| $733K | ﹤0.01% |
+21,300
| New | +$832K |
|
|
ABB
1439
PUT
DELISTED
ABB Ltd
ABB
| $731K | ﹤0.01% |
+30,800
| New | +$793K |
|
1440
iShares MSCI Canada ETF
EWC
$6.13B
| $729K | ﹤0.01% |
+26,454
| New | +$759K |
|
1441
HP
HPQ
$24.9B
| $727K | ﹤0.01% |
33,151
-8,695
| -21% | -$196K |
|
1442
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.09B
| $725K | ﹤0.01% |
15,118
-1,210
| -7% | -$58.1K |
|
1443
CALL
Zillow
ZG
$7.94B
| $724K | ﹤0.01% |
+13,400
| New | +$646K |
|
1444
PUT
C.H. Robinson
CHRW
$17.4B
| $722K | ﹤0.01% |
+7,700
| New | +$709K |
|
1445
IPG Photonics
IPGP
$3.61B
| $722K | ﹤0.01% |
3,095
+2,024
| +189% | +$499K |
|
1446
CALL
Westlake Corp
WLK
$9.03B
| $722K | ﹤0.01% |
6,500
+3,300
| +103% | +$367K |
|
1447
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.8B
| $721K | ﹤0.01% |
+13,746
| New | +$730K |
|
1448
Travelers Companies
TRV
$78.1B
| $720K | ﹤0.01% |
5,182
+2,606
| +101% | +$364K |
|
1449
Allstate
ALL
$68B
| $718K | ﹤0.01% |
7,577
+4,552
| +150% | +$441K |
|
1450
Banco Santander
SAN
$201B
| $718K | ﹤0.01% |
114,398
+71,245
| +165% | +$472K |
|
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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.