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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 | |
|---|---|---|---|---|---|---|
2201
CDW
CDW
$18.9B
| $227K | ﹤0.01% |
3,230
+234
| +8% | +$17.1K |
|
2202
CALL
Boston Beer
SAM
$1.91B
| $227K | ﹤0.01% |
+1,200
| New | +$221K |
|
2203
T. Rowe Price
TROW
$23.9B
| $227K | ﹤0.01% |
2,107
-6,815
| -76% | -$759K |
|
2204
Crown Castle
CCI
$33.3B
| $226K | ﹤0.01% |
+2,061
| New | +$224K |
|
2205
iShares MSCI France ETF
EWQ
$335M
| $226K | ﹤0.01% |
+7,187
| New | +$230K |
|
|
WW
2206
DELISTED
WW International
WW
| $226K | ﹤0.01% |
+3,542
| New | +$227K |
|
|
QVCGA
2207
DELISTED
QVC Group Inc Series A
QVCGA
| $226K | ﹤0.01% |
+185
| New | +$243K |
|
2208
Acquirers Small and Micro Deep Value ETF
DEEP
$27.4M
| $225K | ﹤0.01% |
+6,646
| New | +$229K |
|
2209
PUT
iShares MSCI Japan ETF
EWJ
$21.9B
| $225K | ﹤0.01% |
+3,700
| New | +$227K |
|
2210
Freeport-McMoran
FCX
$90B
| $225K | ﹤0.01% |
12,801
-4,839
| -27% | -$90.8K |
|
2211
CALL
El Pollo Loco
LOCO
$501M
| $225K | ﹤0.01% |
+23,700
| New | +$235K |
|
2212
PUT
Packaging Corp of America
PKG
$21.9B
| $225K | ﹤0.01% |
+2,000
| New | +$241K |
|
2213
Wynn Resorts
WYNN
$10.3B
| $225K | ﹤0.01% |
1,236
-3,357
| -73% | -$580K |
|
2214
PUT
Synaptics
SYNA
$4.19B
| $224K | ﹤0.01% |
+4,900
| New | +$222K |
|
2215
Invesco Senior Income Trust
VVR
$457M
| $224K | ﹤0.01% |
50,898
+21,607
| +74% | +$95.5K |
|
2216
CALL
CoreCivic
CXW
$2.96B
| $223K | ﹤0.01% |
+11,400
| New | +$246K |
|
2217
News Corp Class B
NWS
$16.9B
| $223K | ﹤0.01% |
+13,838
| New | +$232K |
|
2218
Invesco Pharmaceuticals ETF
PJP
$442M
| $223K | ﹤0.01% |
3,577
-15,834
| -82% | -$1.04M |
|
2219
ALPS Sector Dividend Dogs ETF
SDOG
$1.4B
| $223K | ﹤0.01% |
+5,101
| New | +$235K |
|
|
2220
El Pollo Loco
LOCO
$501M
| $222K | ﹤0.01% |
+23,316
| New | +$231K |
|
2221
Virtus Newfleet Multi-Sector Bond ETF
NFLT
$447M
| $222K | ﹤0.01% |
+8,962
| New | +$224K |
|
2222
Pinnacle Financial Partners Inc
PNFP
$15.9B
| $221K | ﹤0.01% |
+3,445
| New | +$225K |
|
2223
VF Corp
VFC
$5.63B
| $221K | ﹤0.01% |
3,166
-2,563
| -45% | -$185K |
|
2224
iShares Intermediate Government/Credit Bond ETF
GVI
$3.78B
| $220K | ﹤0.01% |
2,032
-2,345
| -54% | -$254K |
|
2225
CALL
Kimco Realty
KIM
$17.2B
| $220K | ﹤0.01% |
+15,300
| New | +$236K |
|
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.