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 | |
|---|---|---|---|---|---|---|
1076
Southwest Airlines
LUV
$22B
| $1.38M | 0.01% |
24,063
+19,654
| +446% | +$1.18M |
|
|
PDCO
1077
PUT
DELISTED
Patterson Companies, Inc.
PDCO
| $1.38M | 0.01% |
+62,000
| New | +$1.93M |
|
1078
CALL
Lear
LEA
$6.54B
| $1.38M | 0.01% |
+7,400
| New | +$1.39M |
|
|
SINA
1079
CALL
DELISTED
Sina Corp
SINA
| $1.38M | 0.01% |
13,200
+7,700
| +140% | +$883K |
|
|
GRUB
1080
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $1.37M | 0.01% |
+6,750
| New | +$1.19M |
|
1081
CALL
Ambarella
AMBA
$3.77B
| $1.37M | 0.01% |
27,900
+22,700
| +437% | +$1.18M |
|
1082
CALL
RH
RH
$3.13B
| $1.36M | 0.01% |
+14,300
| New | +$1.27M |
|
1083
CALL
Live Nation Entertainment
LYV
$40.6B
| $1.36M | 0.01% |
+32,300
| New | +$1.43M |
|
1084
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$121B
| $1.36M | 0.01% |
+28,900
| New | +$1.39M |
|
1085
CALL
ASML
ASML
$626B
| $1.35M | 0.01% |
+6,800
| New | +$1.34M |
|
1086
CALL
Williams-Sonoma
WSM
$26.9B
| $1.34M | 0.01% |
51,000
+43,000
| +538% | +$1.14M |
|
1087
CALL
Equity Residential
EQR
$24.9B
| $1.34M | 0.01% |
21,800
+16,900
| +345% | +$1M |
|
1088
CALL
Tapestry
TPR
$30.8B
| $1.34M | 0.01% |
+25,500
| New | +$1.26M |
|
1089
Campbell Soup
CPB
$6.55B
| $1.34M | 0.01% |
+30,968
| New | +$1.4M |
|
1090
PUT
Darden Restaurants
DRI
$23.3B
| $1.34M | 0.01% |
15,700
+12,700
| +423% | +$1.2M |
|
1091
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
| $1.34M | 0.01% |
12,440
-4,263
| -26% | -$464K |
|
|
ATVI
1092
DELISTED
Activision Blizzard
ATVI
| $1.34M | 0.01% |
19,837
+8,445
| +74% | +$596K |
|
1093
CALL
Vale
VALE
$64.1B
| $1.33M | 0.01% |
+104,900
| New | +$1.38M |
|
1094
PUT
Perrigo
PRGO
$1.4B
| $1.33M | 0.01% |
+16,000
| New | +$1.4M |
|
1095
CALL
BlackBerry
BB
$4.98B
| $1.33M | 0.01% |
+115,800
| New | +$1.47M |
|
1096
Ross Stores
ROST
$80.5B
| $1.32M | 0.01% |
16,992
+10,132
| +148% | +$804K |
|
1097
Vanguard Short-Term Bond ETF
BSV
$44.7B
| $1.32M | 0.01% |
+16,858
| New | +$1.32M |
|
1098
iShares MSCI Emerging Markets ETF
EEM
$28.8B
| $1.32M | 0.01% |
27,321
+7,142
| +35% | +$350K |
|
1099
PUT
Norfolk Southern
NSC
$75.4B
| $1.32M | 0.01% |
+9,700
| New | +$1.39M |
|
1100
Invesco S&P MidCap Low Volatility ETF
XMLV
$750M
| $1.32M | 0.01% |
+29,392
| New | +$1.31M |
|
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.