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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 | |
|---|---|---|---|---|---|---|
1951
PUT
Patterson-UTI
PTEN
$3.98B
| $322K | ﹤0.01% |
+18,400
| New | +$384K |
|
1952
U-Haul Holding Co
UHAL
$13.9B
| $322K | ﹤0.01% |
9,320
+3,340
| +56% | +$119K |
|
1953
PUT
Scotiabank
BNS
$107B
| $321K | ﹤0.01% |
+5,200
| New | +$330K |
|
1954
Manulife Financial
MFC
$73.9B
| $321K | ﹤0.01% |
17,273
+6,135
| +55% | +$123K |
|
1955
ArcelorMittal
MT
$52.9B
| $321K | ﹤0.01% |
+10,087
| New | +$346K |
|
|
EGN
1956
PUT
DELISTED
Energen
EGN
| $321K | ﹤0.01% |
+5,100
| New | +$286K |
|
1957
PUT
Brookfield
BN
$104B
| $320K | ﹤0.01% |
+22,982
| New | +$333K |
|
1958
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $320K | ﹤0.01% |
3,101
-11,566
| -79% | -$1.19M |
|
1959
Kroger
KR
$35.4B
| $320K | ﹤0.01% |
+13,385
| New | +$364K |
|
1960
Fair Isaac
FICO
$24.3B
| $319K | ﹤0.01% |
1,881
-70
| -4% | -$11.7K |
|
1961
First Trust Energy AlphaDEX Fund
FXN
$388M
| $319K | ﹤0.01% |
+22,229
| New | +$327K |
|
|
NUAN
1962
DELISTED
Nuance Communications, Inc.
NUAN
| $319K | ﹤0.01% |
23,386
+5,067
| +28% | +$74.1K |
|
1963
State Street SPDR S&P Insurance ETF
KIE
$649M
| $318K | ﹤0.01% |
+10,256
| New | +$318K |
|
1964
PUT
Coca-Cola Europacific Partners
CCEP
$48.3B
| $317K | ﹤0.01% |
+7,600
| New | +$300K |
|
1965
CALL
Etsy
ETSY
$7.75B
| $317K | ﹤0.01% |
+11,300
| New | +$254K |
|
1966
CALL
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
| $317K | ﹤0.01% |
4,200
+200
| +5% | +$15.4K |
|
1967
Monster Beverage
MNST
$94.3B
| $317K | ﹤0.01% |
+11,082
| New | +$346K |
|
1968
CALL
Flowserve
FLS
$9.71B
| $316K | ﹤0.01% |
+7,300
| New | +$318K |
|
1969
Vail Resorts
MTN
$5.32B
| $316K | ﹤0.01% |
+1,424
| New | +$312K |
|
|
CHL
1970
PUT
DELISTED
China Mobile Limited
CHL
| $316K | ﹤0.01% |
+6,900
| New | +$335K |
|
1971
Invesco DB Commodity Index Tracking Fund
DBC
$1.69B
| $315K | ﹤0.01% |
18,546
-14,564
| -44% | -$244K |
|
|
SOHU
1972
CALL
Sohu.com
SOHU
$362M
| $315K | ﹤0.01% |
+10,200
| New | +$389K |
|
1973
CALL
Veeco
VECO
$3.05B
| $315K | ﹤0.01% |
+18,500
| New | +$322K |
|
|
ESV
1974
DELISTED
Ensco Rowan plc
ESV
| $315K | ﹤0.01% |
17,958
+12,011
| +202% | +$265K |
|
1975
PUT
GameStop
GME
$9.75B
| $314K | ﹤0.01% |
+99,600
| New | +$406K |
|
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.