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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 | |
|---|---|---|---|---|---|---|
1476
iShares US Oil & Gas Exploration & Production ETF
IEO
$580M
| $692K | ﹤0.01% |
10,895
+2,416
| +28% | +$155K |
|
1477
International Paper
IP
$21.6B
| $690K | ﹤0.01% |
+13,641
| New | +$758K |
|
1478
PUT
Children's Place
PLCE
$54.3M
| $690K | ﹤0.01% |
+5,100
| New | +$741K |
|
1479
CALL
Fortune Brands Innovations
FBIN
$5.88B
| $689K | ﹤0.01% |
+13,689
| New | +$763K |
|
|
SEE
1480
PUT
DELISTED
Sealed Air
SEE
| $685K | ﹤0.01% |
+16,000
| New | +$723K |
|
1481
ProShares Ultra S&P500
SSO
$7.87B
| $684K | ﹤0.01% |
+51,856
| New | +$737K |
|
1482
CALL
Pentair
PNR
$10.4B
| $681K | ﹤0.01% |
14,890
+5,956
| +67% | +$284K |
|
1483
NetEase
NTES
$85.3B
| $680K | ﹤0.01% |
+12,120
| New | +$761K |
|
1484
Infosys
INFY
$48.7B
| $678K | ﹤0.01% |
+75,942
| New | +$673K |
|
1485
PUT
Hormel Foods
HRL
$13.8B
| $676K | ﹤0.01% |
+19,700
| New | +$668K |
|
|
AET
1486
CALL
DELISTED
Aetna Inc
AET
| $676K | ﹤0.01% |
4,000
-100
| -2% | -$18K |
|
1487
CALL
Fortinet
FTNT
$119B
| $675K | ﹤0.01% |
+63,000
| New | +$614K |
|
1488
PUT
Chemours
CC
$2.5B
| $672K | ﹤0.01% |
+13,800
| New | +$690K |
|
1489
PUT
Henry Schein
HSIC
$9.77B
| $672K | ﹤0.01% |
+12,750
| New | +$706K |
|
1490
PUT
Celanese
CE
$4.9B
| $671K | ﹤0.01% |
+6,700
| New | +$707K |
|
1491
CALL
Arrow Electronics
ARW
$11.1B
| $670K | ﹤0.01% |
+8,700
| New | +$706K |
|
1492
PUT
Acuity Brands
AYI
$9.83B
| $668K | ﹤0.01% |
+4,800
| New | +$738K |
|
1493
PUT
Cleveland-Cliffs
CLF
$6.57B
| $667K | ﹤0.01% |
96,000
+47,400
| +98% | +$356K |
|
1494
CALL
Fortive
FTV
$17.9B
| $667K | ﹤0.01% |
+13,638
| New | +$649K |
|
1495
CALL
DaVita
DVA
$15.4B
| $666K | ﹤0.01% |
+10,100
| New | +$742K |
|
1496
PUT
NCR Voyix
VYX
$1.14B
| $665K | ﹤0.01% |
+34,393
| New | +$725K |
|
1497
CALL
Vanguard Real Estate ETF
VNQ
$39.2B
| $664K | ﹤0.01% |
8,800
-23,700
| -73% | -$1.81M |
|
1498
iShares US Transportation ETF
IYT
$2.26B
| $663K | ﹤0.01% |
14,172
-231,580
| -94% | -$11.2M |
|
1499
CALL
Wheaton Precious Metals
WPM
$49.5B
| $662K | ﹤0.01% |
32,500
-14,700
| -31% | -$302K |
|
|
RDC
1500
PUT
DELISTED
Rowan Companies Plc
RDC
| $661K | ﹤0.01% |
+57,300
| New | +$787K |
|
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.