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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 | |
|---|---|---|---|---|---|---|
1401
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
| $784K | ﹤0.01% |
14,000
+9,400
| +204% | +$547K |
|
1402
ProShares Short S&P500
SH
$907M
| $784K | ﹤0.01% |
6,465
-5,258
| -45% | -$620K |
|
1403
PUT
Wheaton Precious Metals
WPM
$49.5B
| $782K | ﹤0.01% |
38,400
+27,800
| +262% | +$571K |
|
1404
America Movil
AMX
$76.1B
| $781K | ﹤0.01% |
+40,929
| New | +$757K |
|
1405
Nutrien
NTR
$33.2B
| $779K | ﹤0.01% |
+16,487
| New | +$826K |
|
|
GES
1406
CALL
DELISTED
Guess Inc
GES
| $776K | ﹤0.01% |
+37,400
| New | +$624K |
|
1407
Eagle Materials
EXP
$6.29B
| $775K | ﹤0.01% |
+7,523
| New | +$811K |
|
|
BID
1408
PUT
DELISTED
Sotheby's
BID
| $775K | ﹤0.01% |
+15,100
| New | +$769K |
|
1409
PUT
JetBlue
JBLU
$2.28B
| $774K | ﹤0.01% |
+38,100
| New | +$810K |
|
1410
Edison International
EIX
$28.2B
| $771K | ﹤0.01% |
+12,113
| New | +$746K |
|
|
MXIM
1411
PUT
DELISTED
Maxim Integrated Products
MXIM
| $771K | ﹤0.01% |
+12,800
| New | +$758K |
|
|
LLL
1412
DELISTED
L3 Technologies, Inc.
LLL
| $771K | ﹤0.01% |
+3,705
| New | +$768K |
|
1413
CALL
BioMarin Pharmaceuticals
BMRN
$11.6B
| $770K | ﹤0.01% |
9,500
+5,000
| +111% | +$429K |
|
1414
iShares MSCI ACWI ex US ETF
ACWX
$11.5B
| $769K | ﹤0.01% |
15,476
+5,984
| +63% | +$304K |
|
1415
iShares Europe ETF
IEV
$1.67B
| $769K | ﹤0.01% |
16,500
+1,008
| +7% | +$48.2K |
|
1416
CALL
Apollo Global Management
APO
$72.4B
| $767K | ﹤0.01% |
25,900
+18,800
| +265% | +$632K |
|
1417
PUT
HCA Healthcare
HCA
$87.2B
| $766K | ﹤0.01% |
7,900
+4,600
| +139% | +$446K |
|
|
PARA
1418
DELISTED
Paramount Global Class B
PARA
| $757K | ﹤0.01% |
14,721
-7,228
| -33% | -$397K |
|
1419
CALL
Leggett & Platt
LEG
$1.34B
| $754K | ﹤0.01% |
+17,000
| New | +$779K |
|
1420
PUT
ATI
ATI
$25.6B
| $751K | ﹤0.01% |
+31,700
| New | +$850K |
|
1421
Vulcan Materials
VMC
$34.8B
| $751K | ﹤0.01% |
+6,574
| New | +$828K |
|
1422
Vanguard Total International Bond ETF
BNDX
$81.9B
| $749K | ﹤0.01% |
+13,691
| New | +$742K |
|
1423
CALL
IMAX
IMAX
$2.62B
| $749K | ﹤0.01% |
+39,000
| New | +$811K |
|
|
1424
PUT
IMAX
IMAX
$2.62B
| $747K | ﹤0.01% |
+38,900
| New | +$809K |
|
|
MOMO
1425
PUT
Hello Group
MOMO
$885M
| $744K | ﹤0.01% |
+19,900
| New | +$633K |
|
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.