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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-1.62%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$17.9B
AUM Growth
+$14.1B
Cap. Flow
+$122M
Cap. Flow %
0.68%
Top 10 Hldgs %
32.01%
Holding
3,162
New
1,456
Increased
953
Reduced
215
Closed
521

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$18.8M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$18.4M
3
MSFT icon
Microsoft
MSFT
+$18.4M
4
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$15.6M
5
XOM icon
ExxonMobil
XOM
+$14.2M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$104M
2
IWB icon
iShares Russell 1000 ETF
IWB
+$54.8M
3
IWN icon
iShares Russell 2000 Value ETF
IWN
+$42M
4
IWO icon
iShares Russell 2000 Growth ETF
IWO
+$34.7M
5
XLRE icon
State Street Real Estate Select Sector SPDR ETF
XLRE
+$20.1M

Sector Composition

Rank Sector Weight
1 Miscellaneous 95.33%
2 Financials 0.79%
3 Technology 0.66%
4 Healthcare 0.56%
5 Consumer Discretionary 0.54%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LUV icon
1076
Southwest Airlines
LUV
$19.7B
$1.38M 0.01%
24,063
+19,654
+446% +$1.18M
PDCO
1077
PUT
DELISTED
Patterson Companies, Inc.
PDCO
$1.38M 0.01%
+62,000
New +$1.93M
LEA icon
1078
CALL
Lear
LEA
$6.05B
$1.38M 0.01%
+7,400
New +$1.39M
SINA
1079
CALL
DELISTED
Sina Corp
SINA
$1.38M 0.01%
13,200
+7,700
+140% +$883K
GRUB
1080
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$1.37M 0.01%
+6,750
New +$1.19M
AMBA icon
1081
CALL
Ambarella
AMBA
$2.95B
$1.37M 0.01%
27,900
+22,700
+437% +$1.18M
RH icon
1082
CALL
RH
RH
$2.4B
$1.36M 0.01%
+14,300
New +$1.27M
LYV icon
1083
CALL
Live Nation Entertainment
LYV
$39.2B
$1.36M 0.01%
+32,300
New +$1.43M
VWO icon
1084
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$126B
$1.36M 0.01%
+28,900
New +$1.39M
ASML icon
1085
CALL
ASML
ASML
$626B
$1.35M 0.01%
+6,800
New +$1.34M
WSM icon
1086
CALL
Williams-Sonoma
WSM
$25.8B
$1.34M 0.01%
51,000
+43,000
+538% +$1.14M
VMRK
1087
CALL
Vivmark Residential
VMRK
$48.8B
$1.34M 0.01%
21,800
+16,900
+345% +$1M
TPR icon
1088
CALL
Tapestry
TPR
$23.1B
$1.34M 0.01%
+25,500
New +$1.26M
CPB icon
1089
Campbell Soup
CPB
$6.32B
$1.34M 0.01%
+30,968
New +$1.4M
DRI icon
1090
PUT
Darden Restaurants
DRI
$23.5B
$1.34M 0.01%
15,700
+12,700
+423% +$1.2M
JNK icon
1091
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.81B
$1.34M 0.01%
12,440
-4,263
-26% -$464K
ATVI
1092
DELISTED
Activision Blizzard
ATVI
$1.34M 0.01%
19,837
+8,445
+74% +$596K
VALE icon
1093
CALL
Vale
VALE
$61.6B
$1.33M 0.01%
+104,900
New +$1.38M
PRGO icon
1094
PUT
Perrigo
PRGO
$1.87B
$1.33M 0.01%
+16,000
New +$1.4M
BB icon
1095
CALL
BlackBerry
BB
$4.65B
$1.33M 0.01%
+115,800
New +$1.47M
ROST icon
1096
Ross Stores
ROST
$73.3B
$1.32M 0.01%
16,992
+10,132
+148% +$804K
BSV icon
1097
Vanguard Short-Term Bond ETF
BSV
$46.2B
$1.32M 0.01%
+16,858
New +$1.32M
EEM icon
1098
iShares MSCI Emerging Markets ETF
EEM
$31.1B
$1.32M 0.01%
27,321
+7,142
+35% +$350K
NSC icon
1099
PUT
Norfolk Southern
NSC
$71.6B
$1.32M 0.01%
+9,700
New +$1.39M
XMLV icon
1100
Invesco S&P MidCap Low Volatility ETF
XMLV
$721M
$1.32M 0.01%
+29,392
New +$1.31M
42 43
44
45 46

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MFA
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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's Q1 2018 filing shows 1,456 new, 953 increased, 215 reduced and 521 closed positions. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M. The largest sale was iShares Russell 2000 ETF, an estimated $104M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 93% a quarter earlier, followed by Financials and Technology.

  • 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.