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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 | |
|---|---|---|---|---|---|---|
1451
PUT
Emerson Electric
EMR
$83.9B
| $717K | ﹤0.01% |
10,500
+5,900
| +128% | +$420K |
|
1452
iShares Morningstar US Equity ETF
ILCB
$1.27B
| $714K | ﹤0.01% |
+18,620
| New | +$746K |
|
1453
CALL
EQT Corp
EQT
$33.3B
| $713K | ﹤0.01% |
+27,555
| New | +$791K |
|
|
FIT
1454
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $713K | ﹤0.01% |
+139,900
| New | +$745K |
|
|
CIT
1455
CALL
DELISTED
CIT Group Inc.
CIT
| $711K | ﹤0.01% |
13,800
+5,400
| +64% | +$284K |
|
|
XYZ
1456
Block Inc
XYZ
$48.4B
| $710K | ﹤0.01% |
14,436
+5,577
| +63% | +$256K |
|
|
CY
1457
DELISTED
Cypress Semiconductor
CY
| $708K | ﹤0.01% |
+41,738
| New | +$715K |
|
1458
PUT
Murphy Oil
MUR
$5.7B
| $705K | ﹤0.01% |
+27,300
| New | +$790K |
|
|
AKS
1459
PUT
DELISTED
AK Steel Holding Corp
AKS
| $704K | ﹤0.01% |
+155,300
| New | +$854K |
|
|
SPR
1460
CALL
DELISTED
Spirit AeroSystems
SPR
| $703K | ﹤0.01% |
+8,400
| New | +$768K |
|
1461
General Motors
GM
$80.4B
| $702K | ﹤0.01% |
19,315
+12,760
| +195% | +$518K |
|
1462
CALL
Roper Technologies
ROP
$38.8B
| $702K | ﹤0.01% |
+2,500
| New | +$690K |
|
1463
Booking.com
BKNG
$149B
| $701K | ﹤0.01% |
8,425
-32,550
| -79% | -$2.56M |
|
1464
SBA Communications
SBAC
$19.2B
| $701K | ﹤0.01% |
+4,101
| New | +$680K |
|
|
ATHN
1465
PUT
DELISTED
Athenahealth, Inc.
ATHN
| $701K | ﹤0.01% |
+4,900
| New | +$670K |
|
1466
United Rentals
URI
$67.2B
| $700K | ﹤0.01% |
+4,054
| New | +$720K |
|
|
NBL
1467
PUT
DELISTED
Noble Energy, Inc.
NBL
| $700K | ﹤0.01% |
+23,100
| New | +$695K |
|
1468
Invesco Zacks Multi-Asset Income ETF
CVY
$124M
| $699K | ﹤0.01% |
32,533
+17,026
| +110% | +$379K |
|
|
FITB
1469
Fifth Third Bancorp
FITB
$51.2B
| $698K | ﹤0.01% |
+21,994
| New | +$718K |
|
1470
PUT
Under Armour
UAA
$2.84B
| $697K | ﹤0.01% |
+42,600
| New | +$667K |
|
|
SGI
1471
Somnigroup International
SGI
$13.7B
| $697K | ﹤0.01% |
+61,536
| New | +$845K |
|
1472
CALL
Fossil Group
FOSL
$293M
| $696K | ﹤0.01% |
+54,800
| New | +$606K |
|
1473
KeyCorp
KEY
$24.2B
| $696K | ﹤0.01% |
35,601
+18,559
| +109% | +$389K |
|
1474
CALL
Labcorp
LH
$25B
| $696K | ﹤0.01% |
5,005
+1,280
| +34% | +$188K |
|
1475
CALL
Gen Digital
GEN
$16.4B
| $693K | ﹤0.01% |
+26,800
| New | +$729K |
|
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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.