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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 | |
|---|---|---|---|---|---|---|
|
IDTI
1626
PUT
DELISTED
Integrated Device Technology I
IDTI
| $529K | ﹤0.01% |
+17,300
| New | +$537K |
|
1627
PUT
Infosys
INFY
$48.7B
| $528K | ﹤0.01% |
+59,200
| New | +$524K |
|
1628
CALL
Pan American Silver
PAAS
$18.2B
| $528K | ﹤0.01% |
+32,700
| New | +$521K |
|
1629
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$563M
| $528K | ﹤0.01% |
+9,702
| New | +$551K |
|
1630
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$337M
| $528K | ﹤0.01% |
179
+65
| +57% | +$179K |
|
1631
BorgWarner
BWA
$13.1B
| $526K | ﹤0.01% |
+11,906
| New | +$553K |
|
|
IDTI
1632
CALL
DELISTED
Integrated Device Technology I
IDTI
| $526K | ﹤0.01% |
+17,200
| New | +$534K |
|
1633
PUT
Bunge Global
BG
$20.4B
| $525K | ﹤0.01% |
7,100
+400
| +6% | +$30.2K |
|
1634
Blackstone
BX
$102B
| $524K | ﹤0.01% |
16,385
-1,035
| -6% | -$35.3K |
|
1635
Idexx Laboratories
IDXX
$44.1B
| $524K | ﹤0.01% |
+2,739
| New | +$506K |
|
1636
Ligand Pharmaceuticals
LGND
$5.76B
| $524K | ﹤0.01% |
+5,090
| New | +$503K |
|
1637
Cardinal Health
CAH
$53.9B
| $518K | ﹤0.01% |
+8,268
| New | +$567K |
|
1638
Hecla Mining
HL
$9.47B
| $518K | ﹤0.01% |
141,100
+123,478
| +701% | +$479K |
|
|
LL
1639
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
| $517K | ﹤0.01% |
+21,600
| New | +$572K |
|
1640
CALL
Boyd Gaming
BYD
$6.18B
| $516K | ﹤0.01% |
16,200
+7,500
| +86% | +$268K |
|
|
Y
1641
DELISTED
Alleghany Corp
Y
| $514K | ﹤0.01% |
+836
| New | +$504K |
|
1642
PUT
Ball Corp
BALL
$17.3B
| $512K | ﹤0.01% |
+12,900
| New | +$504K |
|
|
HBI
1643
CALL
DELISTED
Hanesbrands
HBI
| $512K | ﹤0.01% |
+27,800
| New | +$574K |
|
|
NVO
1644
CALL
Novo Nordisk
NVO
$208B
| $512K | ﹤0.01% |
20,800
+6,200
| +42% | +$163K |
|
1645
Portland General Electric
POR
$5.8B
| $512K | ﹤0.01% |
+12,649
| New | +$519K |
|
1646
CALL
Coty
COTY
$2.42B
| $511K | ﹤0.01% |
+27,900
| New | +$548K |
|
|
MNDT
1647
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $511K | ﹤0.01% |
30,186
+14,054
| +87% | +$227K |
|
1648
Zillow
Z
$7.79B
| $509K | ﹤0.01% |
+9,453
| New | +$456K |
|
1649
Jones Lang LaSalle
JLL
$16.3B
| $507K | ﹤0.01% |
+2,903
| New | +$466K |
|
1650
PUT
Meritage Homes
MTH
$4.58B
| $507K | ﹤0.01% |
+22,400
| New | +$534K |
|
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.