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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 | |
|---|---|---|---|---|---|---|
|
JNPR
1601
DELISTED
Juniper Networks
JNPR
| $554K | ﹤0.01% |
22,779
+15,410
| +209% | +$410K |
|
1602
PUT
Viavi Solutions
VIAV
$9.12B
| $553K | ﹤0.01% |
+56,900
| New | +$542K |
|
1603
Cleveland-Cliffs
CLF
$6.57B
| $552K | ﹤0.01% |
79,359
+57,694
| +266% | +$433K |
|
1604
Duke Energy
DUK
$97.8B
| $552K | ﹤0.01% |
7,122
+2,260
| +46% | +$175K |
|
1605
CALL
Timken Company
TKR
$9.56B
| $552K | ﹤0.01% |
+12,100
| New | +$582K |
|
1606
Etsy
ETSY
$7.75B
| $551K | ﹤0.01% |
+19,639
| New | +$441K |
|
1607
CALL
Plains All American Pipeline
PAA
$17.3B
| $551K | ﹤0.01% |
+25,000
| New | +$550K |
|
|
P
1608
DELISTED
Pandora Media Inc
P
| $550K | ﹤0.01% |
109,346
+86,023
| +369% | +$411K |
|
1609
PUT
American Electric Power
AEP
$69.6B
| $549K | ﹤0.01% |
+8,000
| New | +$539K |
|
1610
CALL
Zillow
Z
$7.79B
| $549K | ﹤0.01% |
+10,200
| New | +$492K |
|
1611
Barclays
BCS
$92.7B
| $547K | ﹤0.01% |
48,442
+33,331
| +221% | +$363K |
|
|
SODA
1612
CALL
DELISTED
SodaStream International Ltd
SODA
| $542K | ﹤0.01% |
+5,900
| New | +$478K |
|
|
CCT
1613
DELISTED
Corporate Capital Trust, Inc.
CCT
| $541K | ﹤0.01% |
+32,027
| New | +$512K |
|
|
AFSI
1614
CALL
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $539K | ﹤0.01% |
+43,800
| New | +$549K |
|
1615
CALL
Hartford Financial Services
HIG
$38.9B
| $536K | ﹤0.01% |
+10,400
| New | +$569K |
|
1616
CALL
Progressive
PGR
$123B
| $536K | ﹤0.01% |
+8,800
| New | +$502K |
|
1617
Raymond James Financial
RJF
$33.8B
| $536K | ﹤0.01% |
+9,000
| New | +$560K |
|
|
XLNX
1618
PUT
DELISTED
Xilinx Inc
XLNX
| $535K | ﹤0.01% |
+7,400
| New | +$533K |
|
1619
CALL
DXC Technology
DXC
$1.82B
| $533K | ﹤0.01% |
+6,127
| New | +$536K |
|
1620
CALL
Cemex
CX
$17.1B
| $532K | ﹤0.01% |
+80,300
| New | +$601K |
|
1621
Xerox
XRX
$387M
| $531K | ﹤0.01% |
+18,453
| New | +$567K |
|
|
RDS.A
1622
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $531K | ﹤0.01% |
+8,316
| New | +$548K |
|
|
NE
1623
CALL
DELISTED
Noble Corporation
NE
| $531K | ﹤0.01% |
+143,100
| New | +$638K |
|
1624
GSK
GSK
$104B
| $529K | ﹤0.01% |
10,837
+2,271
| +27% | +$106K |
|
1625
CALL
Rambus
RMBS
$9.87B
| $529K | ﹤0.01% |
+39,400
| New | +$527K |
|
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BCM
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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.