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TSS
Two Sigma Securities Portfolio holdings
AUM
$1.16B
1-Year Est. Return
36.23%
This Fund
S&P 500
This Quarter
Est. Return
-1.62%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$17.9B
AUM Growth
+$14.1B
(+379%)
Cap. Flow
+$122M
Cap. Flow
% of AUM
0.68%
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 | Miscellaneous | 95.33% |
| 2 | Financials | 0.79% |
| 3 | Technology | 0.66% |
| 4 | Healthcare | 0.56% |
| 5 | Consumer Discretionary | 0.54% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1751
Citizens Financial Group
CFG
$28.4B
| $436K | ﹤0.01% |
+10,390
| New | +$466K |
|
1752
Omega Healthcare
OHI
$14.4B
| $436K | ﹤0.01% |
+16,124
| New | +$430K |
|
1753
PENN Entertainment
PENN
$2.34B
| $434K | ﹤0.01% |
+16,518
| New | +$477K |
|
|
JBTM
1754
JBT Marel
JBTM
$5.72B
| $434K | ﹤0.01% |
+3,829
| New | +$438K |
|
|
GES
1755
DELISTED
Guess Inc
GES
| $433K | ﹤0.01% |
+20,873
| New | +$348K |
|
1756
PUT
MasTec
MTZ
$16.7B
| $433K | ﹤0.01% |
+9,200
| New | +$466K |
|
1757
SEI Investments
SEIC
$12.6B
| $432K | ﹤0.01% |
5,763
+2,814
| +95% | +$210K |
|
1758
Bausch Health
BHC
$2.11B
| $431K | ﹤0.01% |
+27,084
| New | +$504K |
|
1759
iShares US Treasury Bond ETF
GOVT
$41.5B
| $430K | ﹤0.01% |
17,434
+6,625
| +61% | +$163K |
|
1760
iShares US Regional Banks ETF
IAT
$626M
| $430K | ﹤0.01% |
+8,541
| New | +$446K |
|
1761
PUT
Flowserve
FLS
$9.37B
| $429K | ﹤0.01% |
+9,900
| New | +$431K |
|
1762
Brunswick
BC
$4.4B
| $428K | ﹤0.01% |
+7,202
| New | +$426K |
|
|
ESV
1763
PUT
DELISTED
Ensco Rowan plc
ESV
| $428K | ﹤0.01% |
+24,350
| New | +$537K |
|
1764
NRG Energy
NRG
$22.3B
| $427K | ﹤0.01% |
+13,987
| New | +$388K |
|
|
SPR
1765
DELISTED
Spirit AeroSystems
SPR
| $427K | ﹤0.01% |
+5,097
| New | +$466K |
|
|
TFCF
1766
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $425K | ﹤0.01% |
+11,695
| New | +$426K |
|
1767
Ally Financial
ALLY
$12.4B
| $423K | ﹤0.01% |
+15,578
| New | +$447K |
|
|
EFOR
1768
Everforth Inc
EFOR
$1.35B
| $423K | ﹤0.01% |
+5,165
| New | +$387K |
|
1769
PUT
AGCO
AGCO
$8.51B
| $422K | ﹤0.01% |
+6,500
| New | +$449K |
|
1770
Genuine Parts
GPC
$18B
| $422K | ﹤0.01% |
+4,695
| New | +$454K |
|
1771
CALL
ING
ING
$105B
| $422K | ﹤0.01% |
+24,900
| New | +$461K |
|
1772
Iron Mountain
IRM
$33.9B
| $422K | ﹤0.01% |
+12,828
| New | +$432K |
|
|
CIT
1773
PUT
DELISTED
CIT Group Inc.
CIT
| $422K | ﹤0.01% |
8,200
-200
| -2% | -$10.5K |
|
1774
CALL
Western Union
WU
$2.04B
| $421K | ﹤0.01% |
+21,900
| New | +$440K |
|
1775
CALL
Designer Brands
DBI
$311M
| $420K | ﹤0.01% |
+18,700
| New | +$384K |
|
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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's Q1 2018 filing shows 1,456 new, 953 increased, 215 reduced and 521 closed positions. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M. The largest sale was iShares Russell 2000 ETF, an estimated $104M.
By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 93% a quarter earlier, followed by Financials and Technology.
- 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.