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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 | |
|---|---|---|---|---|---|---|
1701
PUT
Truist Financial
TFC
$63.3B
| $474K | ﹤0.01% |
9,100
-4,300
| -32% | -$232K |
|
|
NAV
1702
PUT
DELISTED
Navistar International
NAV
| $472K | ﹤0.01% |
13,500
+3,200
| +31% | +$129K |
|
1703
Brookfield
BN
$104B
| $471K | ﹤0.01% |
+33,868
| New | +$490K |
|
1704
Methanex
MEOH
$4.3B
| $471K | ﹤0.01% |
+7,760
| New | +$455K |
|
|
CHK
1705
DELISTED
Chesapeake Energy Corporation
CHK
| $471K | ﹤0.01% |
780
+331
| +74% | +$222K |
|
|
PPL
1706
PUT
PPL Corp
PPL
$26.5B
| $470K | ﹤0.01% |
+16,600
| New | +$494K |
|
1707
CALL
CACI
CACI
$11B
| $469K | ﹤0.01% |
+3,100
| New | +$453K |
|
1708
PUT
Jack in the Box
JACK
$312M
| $469K | ﹤0.01% |
+5,500
| New | +$492K |
|
|
NVO
1709
PUT
Novo Nordisk
NVO
$208B
| $468K | ﹤0.01% |
19,000
+10,400
| +121% | +$273K |
|
1710
Sumitomo Mitsui Financial
SMFG
$164B
| $468K | ﹤0.01% |
55,054
+32,001
| +139% | +$286K |
|
1711
CALL
iShares Semiconductor ETF
SOXX
$45.3B
| $468K | ﹤0.01% |
+7,800
| New | +$475K |
|
1712
Teck Resources
TECK
$29.6B
| $467K | ﹤0.01% |
+18,116
| New | +$511K |
|
1713
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.79B
| $466K | ﹤0.01% |
11,881
-1,035
| -8% | -$40.3K |
|
|
PAY
1714
PUT
DELISTED
Verifone Systems Inc
PAY
| $466K | ﹤0.01% |
+30,300
| New | +$529K |
|
1715
DaVita
DVA
$15.4B
| $464K | ﹤0.01% |
+7,041
| New | +$517K |
|
1716
Fidelity National Information Services
FIS
$23.1B
| $463K | ﹤0.01% |
+4,804
| New | +$471K |
|
1717
CALL
Kinross Gold
KGC
$27.4B
| $463K | ﹤0.01% |
+117,200
| New | +$467K |
|
1718
Canadian National Railway
CNI
$76.9B
| $462K | ﹤0.01% |
6,311
+3,847
| +156% | +$297K |
|
1719
CALL
Franklin Resources
BEN
$17.6B
| $461K | ﹤0.01% |
+13,300
| New | +$541K |
|
1720
Ulta Beauty
ULTA
$22B
| $461K | ﹤0.01% |
2,258
+487
| +27% | +$105K |
|
1721
SiriusXM
SIRI
$9.98B
| $460K | ﹤0.01% |
7,378
-7,169
| -49% | -$430K |
|
|
CAVM
1722
DELISTED
Cavium, Inc.
CAVM
| $459K | ﹤0.01% |
+5,780
| New | +$505K |
|
1723
Waters Corp
WAT
$37B
| $455K | ﹤0.01% |
+2,291
| New | +$474K |
|
|
X
1724
DELISTED
US Steel
X
| $455K | ﹤0.01% |
+12,928
| New | +$509K |
|
1725
CALL
Lennar Class A
LEN
$19.8B
| $454K | ﹤0.01% |
+7,954
| New | +$480K |
|
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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.