We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
DISCK
1501
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $660K | ﹤0.01% |
+33,802
| New | +$757K |
|
1502
iShares US Energy ETF
IYE
$1.74B
| $657K | ﹤0.01% |
+17,774
| New | +$689K |
|
1503
Qorvo
QRVO
$7.99B
| $656K | ﹤0.01% |
9,308
+5,298
| +132% | +$399K |
|
1504
Take-Two Interactive
TTWO
$45.4B
| $652K | ﹤0.01% |
6,665
+146
| +2% | +$16.4K |
|
1505
CALL
Universal Health Services
UHS
$10.2B
| $651K | ﹤0.01% |
+5,500
| New | +$653K |
|
|
WUBA
1506
DELISTED
58.com Inc
WUBA
| $651K | ﹤0.01% |
+8,154
| New | +$644K |
|
1507
PUT
Deckers Outdoor
DECK
$13.2B
| $648K | ﹤0.01% |
+43,200
| New | +$649K |
|
1508
Logitech
LOGI
$14.7B
| $647K | ﹤0.01% |
+17,625
| New | +$682K |
|
|
MTOR
1509
CALL
DELISTED
MERITOR, Inc.
MTOR
| $646K | ﹤0.01% |
+31,400
| New | +$760K |
|
1510
CALL
Jacobs Solutions
J
$15.9B
| $645K | ﹤0.01% |
+13,178
| New | +$697K |
|
1511
Fortinet
FTNT
$119B
| $643K | ﹤0.01% |
+59,990
| New | +$584K |
|
1512
Targa Resources
TRGP
$58B
| $642K | ﹤0.01% |
+14,582
| New | +$695K |
|
1513
CALL
Cadence Design Systems
CDNS
$93.6B
| $640K | ﹤0.01% |
+17,400
| New | +$710K |
|
1514
Huntington Bancshares
HBAN
$34.4B
| $639K | ﹤0.01% |
+42,289
| New | +$665K |
|
1515
CALL
United Parks & Resorts
PRKS
$2.1B
| $638K | ﹤0.01% |
+43,000
| New | +$632K |
|
1516
PUT
International Paper
IP
$21.6B
| $636K | ﹤0.01% |
+12,566
| New | +$698K |
|
1517
Vipshop
VIPS
$7.37B
| $635K | ﹤0.01% |
+38,177
| New | +$631K |
|
|
AGN
1518
DELISTED
Allergan plc
AGN
| $634K | ﹤0.01% |
3,769
+1,755
| +87% | +$294K |
|
1519
CALL
Celanese
CE
$4.9B
| $631K | ﹤0.01% |
+6,300
| New | +$665K |
|
1520
CALL
Packaging Corp of America
PKG
$21.9B
| $631K | ﹤0.01% |
5,600
+3,100
| +124% | +$374K |
|
1521
Core Laboratories
CLB
$488M
| $629K | ﹤0.01% |
+5,811
| New | +$643K |
|
1522
Alkermes
ALKS
$8.22B
| $628K | ﹤0.01% |
+10,831
| New | +$634K |
|
|
1523
PUT
Core Laboratories
CLB
$488M
| $628K | ﹤0.01% |
+5,800
| New | +$642K |
|
1524
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
| $627K | ﹤0.01% |
+5,300
| New | +$627K |
|
1525
PUT
Vodafone
VOD
$36.3B
| $626K | ﹤0.01% |
22,500
+11,700
| +108% | +$349K |
|
Similar funds
BCM
OAM
NOCM
TIM
QIM
RB
OMG
MCM
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.