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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 | |
|---|---|---|---|---|---|---|
1751
Citizens Financial Group
CFG
$30.3B
| $436K | ﹤0.01% |
+10,390
| New | +$466K |
|
1752
Omega Healthcare
OHI
$15.1B
| $436K | ﹤0.01% |
+16,124
| New | +$430K |
|
1753
PENN Entertainment
PENN
$2.75B
| $434K | ﹤0.01% |
+16,518
| New | +$477K |
|
|
JBTM
1754
JBT Marel
JBTM
$7.21B
| $434K | ﹤0.01% |
+3,829
| New | +$438K |
|
|
GES
1755
DELISTED
Guess Inc
GES
| $433K | ﹤0.01% |
+20,873
| New | +$348K |
|
1756
PUT
MasTec
MTZ
$21.1B
| $433K | ﹤0.01% |
+9,200
| New | +$466K |
|
1757
SEI Investments
SEIC
$12.4B
| $432K | ﹤0.01% |
5,763
+2,814
| +95% | +$210K |
|
1758
Bausch Health
BHC
$2.58B
| $431K | ﹤0.01% |
+27,084
| New | +$504K |
|
1759
iShares US Treasury Bond ETF
GOVT
$43.6B
| $430K | ﹤0.01% |
17,434
+6,625
| +61% | +$163K |
|
1760
iShares US Regional Banks ETF
IAT
$674M
| $430K | ﹤0.01% |
+8,541
| New | +$446K |
|
1761
PUT
Flowserve
FLS
$9.71B
| $429K | ﹤0.01% |
+9,900
| New | +$431K |
|
1762
Brunswick
BC
$5.13B
| $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
$28.3B
| $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
$13.2B
| $423K | ﹤0.01% |
+15,578
| New | +$447K |
|
|
EFOR
1768
Everforth Inc
EFOR
$1.17B
| $423K | ﹤0.01% |
+5,165
| New | +$387K |
|
1769
PUT
AGCO
AGCO
$7.15B
| $422K | ﹤0.01% |
+6,500
| New | +$449K |
|
1770
Genuine Parts
GPC
$17.1B
| $422K | ﹤0.01% |
+4,695
| New | +$454K |
|
1771
CALL
ING
ING
$99.8B
| $422K | ﹤0.01% |
+24,900
| New | +$461K |
|
1772
Iron Mountain
IRM
$36.4B
| $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
$1.98B
| $421K | ﹤0.01% |
+21,900
| New | +$440K |
|
1775
CALL
Designer Brands
DBI
$307M
| $420K | ﹤0.01% |
+18,700
| New | +$384K |
|
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.