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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 | |
|---|---|---|---|---|---|---|
1326
PUT
TripAdvisor
TRIP
$1.65B
| $900K | 0.01% |
22,000
+14,500
| +193% | +$567K |
|
1327
Advanced Micro Devices
AMD
$776B
| $899K | 0.01% |
89,404
+61,696
| +223% | +$732K |
|
1328
Virtu Financial
VIRT
$5.11B
| $899K | 0.01% |
+27,234
| New | +$705K |
|
1329
PACCAR
PCAR
$69.8B
| $897K | 0.01% |
20,334
+15,561
| +326% | +$736K |
|
1330
Tyson Foods
TSN
$20.4B
| $895K | 0.01% |
+12,230
| New | +$933K |
|
|
1331
CALL
PACCAR
PCAR
$69.8B
| $893K | 0.01% |
+20,250
| New | +$958K |
|
|
NBL
1332
CALL
DELISTED
Noble Energy, Inc.
NBL
| $891K | 0.01% |
+29,400
| New | +$885K |
|
|
MOMO
1333
CALL
Hello Group
MOMO
$885M
| $890K | 0.01% |
+23,800
| New | +$757K |
|
|
BNY
1334
CALL
Bank of New York Mellon
BNY
$106B
| $886K | 0.01% |
17,200
+2,600
| +18% | +$145K |
|
1335
CALL
Regions Financial
RF
$26.4B
| $886K | 0.01% |
+47,700
| New | +$904K |
|
1336
PUT
DXC Technology
DXC
$1.82B
| $885K | 0.01% |
+10,173
| New | +$890K |
|
1337
iShares US Basic Materials ETF
IYM
$1.12B
| $883K | ﹤0.01% |
9,188
-35,144
| -79% | -$3.6M |
|
1338
Owens Corning
OC
$11.2B
| $883K | ﹤0.01% |
10,985
+8,121
| +284% | +$708K |
|
1339
CALL
Coeur Mining
CDE
$15.4B
| $880K | ﹤0.01% |
+110,000
| New | +$880K |
|
1340
CarMax
KMX
$8.13B
| $880K | ﹤0.01% |
+14,200
| New | +$928K |
|
1341
CALL
Jack in the Box
JACK
$312M
| $879K | ﹤0.01% |
+10,300
| New | +$922K |
|
1342
PUT
America Movil
AMX
$76.1B
| $878K | ﹤0.01% |
+46,000
| New | +$851K |
|
1343
PUT
Centene
CNC
$30.7B
| $876K | ﹤0.01% |
+16,400
| New | +$855K |
|
1344
iShares International Select Dividend ETF
IDV
$8.45B
| $874K | ﹤0.01% |
+26,491
| New | +$902K |
|
|
SGI
1345
CALL
Somnigroup International
SGI
$13.7B
| $874K | ﹤0.01% |
77,200
+64,400
| +503% | +$884K |
|
1346
CALL
Trinity Industries
TRN
$2.49B
| $871K | ﹤0.01% |
+37,086
| New | +$913K |
|
1347
CALL
Box
BOX
$4.37B
| $865K | ﹤0.01% |
+42,100
| New | +$906K |
|
1348
Abbott
ABT
$183B
| $859K | ﹤0.01% |
+14,329
| New | +$863K |
|
1349
PUT
Enbridge
ENB
$119B
| $859K | ﹤0.01% |
+27,300
| New | +$956K |
|
1350
iShares US Home Construction ETF
ITB
$2.26B
| $859K | ﹤0.01% |
21,763
+15,490
| +247% | +$646K |
|
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.