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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 | |
|---|---|---|---|---|---|---|
|
ILG
1376
CALL
DELISTED
ILG, Inc Common Stock
ILG
| $831K | ﹤0.01% |
+26,700
| New | +$836K |
|
1377
Carnival Corporation Ltd
CCL
$38.1B
| $827K | ﹤0.01% |
+12,605
| New | +$857K |
|
1378
PUT
Annaly Capital Management
NLY
$17.1B
| $826K | ﹤0.01% |
+19,800
| New | +$844K |
|
1379
AMC Global Media
AMCX
$492M
| $823K | ﹤0.01% |
+15,915
| New | +$826K |
|
1380
PUT
Vanguard Real Estate ETF
VNQ
$39.2B
| $823K | ﹤0.01% |
10,900
+8,200
| +304% | +$628K |
|
1381
PUT
Box
BOX
$4.37B
| $822K | ﹤0.01% |
+40,000
| New | +$861K |
|
1382
CALL
Deckers Outdoor
DECK
$13.2B
| $819K | ﹤0.01% |
+54,600
| New | +$820K |
|
|
VIAB
1383
DELISTED
Viacom Inc. Class B
VIAB
| $819K | ﹤0.01% |
26,358
+11,055
| +72% | +$357K |
|
1384
PUT
Aecom
ACM
$9.3B
| $816K | ﹤0.01% |
+22,900
| New | +$846K |
|
1385
PUT
BlackBerry
BB
$4.98B
| $815K | ﹤0.01% |
+70,900
| New | +$902K |
|
1386
CALL
Edison International
EIX
$28.2B
| $815K | ﹤0.01% |
+12,800
| New | +$788K |
|
1387
First Trust Dorsey Wright Focus 5 ETF
FV
$3.61B
| $815K | ﹤0.01% |
28,372
+14,675
| +107% | +$429K |
|
1388
PUT
Entergy
ETR
$50.2B
| $811K | ﹤0.01% |
+20,600
| New | +$796K |
|
|
NS
1389
PUT
DELISTED
NuStar Energy L.P.
NS
| $809K | ﹤0.01% |
+39,700
| New | +$1.06M |
|
1390
PUT
Stellantis
STLA
$21.7B
| $808K | ﹤0.01% |
+39,400
| New | +$863K |
|
1391
iShares Russell Mid-Cap ETF
IWR
$56B
| $806K | ﹤0.01% |
15,616
-154,228
| -91% | -$8.13M |
|
1392
CALL
Keurig Dr Pepper
KDP
$42.3B
| $805K | ﹤0.01% |
+6,800
| New | +$754K |
|
|
SRC
1393
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $802K | ﹤0.01% |
23,052
+17,679
| +329% | +$631K |
|
1394
CALL
Children's Place
PLCE
$54.3M
| $798K | ﹤0.01% |
+5,900
| New | +$858K |
|
1395
PUT
Signet Jewelers
SIG
$3.61B
| $797K | ﹤0.01% |
+20,700
| New | +$1.03M |
|
1396
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
| $796K | ﹤0.01% |
28,246
-35,705
| -56% | -$1.02M |
|
1397
CALL
O-I Glass
OI
$1.1B
| $786K | ﹤0.01% |
+36,300
| New | +$804K |
|
|
SODA
1398
DELISTED
SodaStream International Ltd
SODA
| $786K | ﹤0.01% |
+8,564
| New | +$694K |
|
1399
PUT
Toronto Dominion Bank
TD
$198B
| $785K | ﹤0.01% |
+13,800
| New | +$808K |
|
1400
Aon
AON
$76.5B
| $784K | ﹤0.01% |
+5,584
| New | +$782K |
|
Similar funds
BCM
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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.