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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
VNO icon
1101
PUT
Vornado Realty Trust
VNO
$6.5B
$1.31M 0.01%
19,500
+10,100
+107% +$700K
RDC
1102
CALL
DELISTED
Rowan Companies Plc
RDC
$1.31M 0.01%
+113,700
New +$1.56M
BBBY
1103
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.31M 0.01%
+62,400
New +$1.38M
IONS icon
1104
CALL
Ionis Pharmaceuticals
IONS
$7.77B
$1.31M 0.01%
+29,700
New +$1.51M
JBL icon
1105
CALL
Jabil
JBL
$31B
$1.3M 0.01%
+45,400
New +$1.24M
JD icon
1106
JD.com
JD
$36B
$1.3M 0.01%
32,147
+20,434
+174% +$926K
BALL icon
1107
CALL
Ball Corp
BALL
$16.1B
$1.3M 0.01%
+32,700
New +$1.28M
EXP icon
1108
CALL
Eagle Materials
EXP
$5.45B
$1.3M 0.01%
+12,600
New +$1.36M
TROW icon
1109
PUT
T. Rowe Price
TROW
$21.9B
$1.3M 0.01%
12,000
+6,500
+118% +$724K
GT icon
1110
CALL
Goodyear
GT
$1.48B
$1.29M 0.01%
+48,700
New +$1.51M
BMRN icon
1111
BioMarin Pharmaceuticals
BMRN
$12.6B
$1.29M 0.01%
15,942
+12,698
+391% +$1.09M
KDP icon
1112
Keurig Dr Pepper
KDP
$42.8B
$1.29M 0.01%
+10,908
New +$1.21M
VFC icon
1113
CALL
VF Corp
VFC
$5.08B
$1.29M 0.01%
18,479
+12,426
+205% +$899K
CRUS icon
1114
CALL
Cirrus Logic
CRUS
$6.03B
$1.29M 0.01%
31,700
+24,000
+312% +$1.11M
EWZ icon
1115
CALL
iShares MSCI Brazil ETF
EWZ
$8.59B
$1.29M 0.01%
28,700
+14,300
+99% +$639K
ARCC icon
1116
CALL
Ares Capital
ARCC
$14.1B
$1.28M 0.01%
+81,000
New +$1.28M
ADI icon
1117
Analog Devices
ADI
$176B
$1.28M 0.01%
+14,081
New +$1.28M
AA icon
1118
PUT
Alcoa
AA
$12.4B
$1.28M 0.01%
28,400
+22,800
+407% +$1.13M
LM
1119
PUT
DELISTED
Legg Mason, Inc.
LM
$1.28M 0.01%
+31,400
New +$1.3M
OA
1120
DELISTED
Orbital ATK, Inc.
OA
$1.27M 0.01%
+9,586
New +$1.27M
TIP icon
1121
iShares TIPS Bond ETF
TIP
$14.7B
$1.27M 0.01%
+11,212
New +$1.26M
PFG icon
1122
PUT
Principal Financial Group
PFG
$24.8B
$1.27M 0.01%
+20,800
New +$1.37M
KMX icon
1123
PUT
CarMax
KMX
$8.28B
$1.26M 0.01%
+20,400
New +$1.33M
EXPE icon
1124
Expedia Group
EXPE
$34.2B
$1.26M 0.01%
11,436
+8,632
+308% +$1M
LEA icon
1125
Lear
LEA
$6.05B
$1.26M 0.01%
+6,789
New +$1.28M
43 44
45
46 47

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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.