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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
Cap. Flow
+$14.7B
Cap. Flow %
82.18%
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 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
VNO icon
1101
PUT
Vornado Realty Trust
VNO
$7.41B
$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
$8.6B
$1.31M 0.01%
+29,700
New +$1.51M
JBL icon
1105
CALL
Jabil
JBL
$33B
$1.3M 0.01%
+45,400
New +$1.24M
JD icon
1106
JD.com
JD
$44.6B
$1.3M 0.01%
32,147
+20,434
+174% +$926K
BALL icon
1107
CALL
Ball Corp
BALL
$17.3B
$1.3M 0.01%
+32,700
New +$1.28M
EXP icon
1108
CALL
Eagle Materials
EXP
$6.29B
$1.3M 0.01%
+12,600
New +$1.36M
TROW icon
1109
PUT
T. Rowe Price
TROW
$23.9B
$1.3M 0.01%
12,000
+6,500
+118% +$724K
GT icon
1110
CALL
Goodyear
GT
$2B
$1.29M 0.01%
+48,700
New +$1.51M
BMRN icon
1111
BioMarin Pharmaceuticals
BMRN
$11.6B
$1.29M 0.01%
15,942
+12,698
+391% +$1.09M
KDP icon
1112
Keurig Dr Pepper
KDP
$42.3B
$1.29M 0.01%
+10,908
New +$1.21M
VFC icon
1113
CALL
VF Corp
VFC
$5.63B
$1.29M 0.01%
18,479
+12,426
+205% +$899K
CRUS icon
1114
CALL
Cirrus Logic
CRUS
$6.53B
$1.29M 0.01%
31,700
+24,000
+312% +$1.11M
EWZ icon
1115
CALL
iShares MSCI Brazil ETF
EWZ
$9.28B
$1.29M 0.01%
28,700
+14,300
+99% +$639K
ARCC icon
1116
CALL
Ares Capital
ARCC
$13.5B
$1.28M 0.01%
+81,000
New +$1.28M
ADI icon
1117
Analog Devices
ADI
$179B
$1.28M 0.01%
+14,081
New +$1.28M
AA icon
1118
PUT
Alcoa
AA
$11.9B
$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
$14.5B
$1.27M 0.01%
+11,212
New +$1.26M
PFG icon
1122
PUT
Principal Financial Group
PFG
$24.3B
$1.27M 0.01%
+20,800
New +$1.37M
KMX icon
1123
PUT
CarMax
KMX
$8.13B
$1.26M 0.01%
+20,400
New +$1.33M
EXPE icon
1124
Expedia Group
EXPE
$35.4B
$1.26M 0.01%
11,436
+8,632
+308% +$1M
LEA icon
1125
Lear
LEA
$6.54B
$1.26M 0.01%
+6,789
New +$1.28M
43 44
45
46 47

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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 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.