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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 | |
|---|---|---|---|---|---|---|
1876
PUT
Trinity Industries
TRN
$2.49B
| $362K | ﹤0.01% |
+15,418
| New | +$380K |
|
1877
Aptiv
APTV
$12B
| $361K | ﹤0.01% |
+4,248
| New | +$386K |
|
1878
Annaly Capital Management
NLY
$17.1B
| $361K | ﹤0.01% |
8,661
+5,792
| +202% | +$247K |
|
1879
PG&E
PCG
$38.3B
| $361K | ﹤0.01% |
+8,221
| New | +$349K |
|
|
NS
1880
DELISTED
NuStar Energy L.P.
NS
| $361K | ﹤0.01% |
17,692
+5,225
| +42% | +$140K |
|
1881
PUT
Cadence Design Systems
CDNS
$93.6B
| $360K | ﹤0.01% |
+9,800
| New | +$400K |
|
1882
iShares Expanded Tech-Software Sector ETF
IGV
$13.4B
| $360K | ﹤0.01% |
10,620
-121,395
| -92% | -$4.11M |
|
|
SPR
1883
PUT
DELISTED
Spirit AeroSystems
SPR
| $360K | ﹤0.01% |
+4,300
| New | +$393K |
|
|
DF
1884
CALL
DELISTED
Dean Foods Company
DF
| $359K | ﹤0.01% |
+41,700
| New | +$412K |
|
1885
CALL
Cintas
CTAS
$81.9B
| $358K | ﹤0.01% |
+8,400
| New | +$349K |
|
1886
Flex
FLEX
$41.7B
| $357K | ﹤0.01% |
+28,994
| New | +$396K |
|
1887
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.82B
| $357K | ﹤0.01% |
+4,624
| New | +$367K |
|
1888
Visteon
VC
$2.79B
| $357K | ﹤0.01% |
+3,241
| New | +$405K |
|
1889
Sensient Technologies
SXT
$5.26B
| $356K | ﹤0.01% |
+5,051
| New | +$364K |
|
1890
CALL
Thomson Reuters
TRI
$42.8B
| $356K | ﹤0.01% |
+7,928
| New | +$379K |
|
1891
White Mountains Insurance
WTM
$5.2B
| $355K | ﹤0.01% |
+432
| New | +$357K |
|
|
MDCO
1892
DELISTED
Medicines Co
MDCO
| $355K | ﹤0.01% |
+10,782
| New | +$337K |
|
|
BGC
1893
CALL
DELISTED
General Cable Corporation
BGC
| $355K | ﹤0.01% |
12,000
| – | – |
|
1894
Sempra
SRE
$57.9B
| $354K | ﹤0.01% |
6,374
-12,982
| -67% | -$700K |
|
1895
CALL
Tronox
TROX
$932M
| $354K | ﹤0.01% |
+19,200
| New | +$382K |
|
|
SIVB
1896
DELISTED
SVB Financial Group
SIVB
| $354K | ﹤0.01% |
+1,474
| New | +$370K |
|
1897
CALL
Robert Half
RHI
$3.87B
| $353K | ﹤0.01% |
+6,100
| New | +$349K |
|
1898
CALL
ProShares UltraPro S&P 500
UPRO
$5.16B
| $353K | ﹤0.01% |
+16,200
| New | +$399K |
|
1899
CALL
Wendy's
WEN
$1.4B
| $353K | ﹤0.01% |
+20,100
| New | +$333K |
|
1900
OneMain Financial
OMF
$7.2B
| $352K | ﹤0.01% |
+11,755
| New | +$374K |
|
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.