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 | |
|---|---|---|---|---|---|---|
1551
PUT
Lands' End
LE
$370M
| $600K | ﹤0.01% |
+25,700
| New | +$475K |
|
1552
PUT
Trane Technologies
TT
$100B
| $599K | ﹤0.01% |
+7,000
| New | +$628K |
|
1553
Williams Companies
WMB
$87.5B
| $599K | ﹤0.01% |
+24,076
| New | +$710K |
|
1554
Franklin Resources
BEN
$17.6B
| $598K | ﹤0.01% |
+17,248
| New | +$701K |
|
1555
CALL
Roku
ROKU
$21.5B
| $597K | ﹤0.01% |
+19,200
| New | +$790K |
|
1556
CALL
Owens Corning
OC
$11.2B
| $595K | ﹤0.01% |
+7,400
| New | +$645K |
|
|
MRO
1557
PUT
DELISTED
Marathon Oil Corporation
MRO
| $594K | ﹤0.01% |
36,800
+12,600
| +52% | +$209K |
|
1558
Target
TGT
$65.6B
| $593K | ﹤0.01% |
8,539
-3,088
| -27% | -$225K |
|
1559
Murphy Oil
MUR
$5.7B
| $592K | ﹤0.01% |
+22,898
| New | +$662K |
|
1560
Apollo Global Management
APO
$72.4B
| $591K | ﹤0.01% |
19,943
+13,310
| +201% | +$448K |
|
|
ARI
1561
Apollo Commercial Real Estate
ARI
$867M
| $591K | ﹤0.01% |
+32,876
| New | +$602K |
|
1562
CALL
CNX Resources
CNX
$5.3B
| $589K | ﹤0.01% |
+38,200
| New | +$570K |
|
1563
PUT
Boston Scientific
BSX
$69.5B
| $587K | ﹤0.01% |
+21,500
| New | +$584K |
|
1564
United States Oil Fund
USO
$2.15B
| $587K | ﹤0.01% |
+5,602
| New | +$566K |
|
1565
ManpowerGroup
MAN
$2.44B
| $585K | ﹤0.01% |
+5,085
| New | +$628K |
|
|
COL
1566
DELISTED
Rockwell Collins
COL
| $585K | ﹤0.01% |
4,337
+820
| +23% | +$112K |
|
1567
PUT
Wolfspeed
WOLF
$1.23B
| $584K | ﹤0.01% |
+14,500
| New | +$546K |
|
1568
CALL
AngloGold Ashanti
AU
$40.1B
| $583K | ﹤0.01% |
+61,400
| New | +$626K |
|
1569
Wheaton Precious Metals
WPM
$49.5B
| $583K | ﹤0.01% |
+28,618
| New | +$588K |
|
1570
CALL
Ralph Lauren
RL
$22.6B
| $581K | ﹤0.01% |
5,200
+1,100
| +27% | +$119K |
|
|
MON
1571
DELISTED
Monsanto Co
MON
| $580K | ﹤0.01% |
+4,968
| New | +$598K |
|
1572
Invesco Variable Rate Preferred ETF
VRP
$2.98B
| $579K | ﹤0.01% |
+22,995
| New | +$583K |
|
1573
PUT
Arrow Electronics
ARW
$11.1B
| $578K | ﹤0.01% |
+7,500
| New | +$608K |
|
1574
CALL
AGNC Investment
AGNC
$12.4B
| $577K | ﹤0.01% |
+30,500
| New | +$579K |
|
1575
PUT
Vail Resorts
MTN
$5.32B
| $576K | ﹤0.01% |
+2,600
| New | +$569K |
|
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.