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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
ALB icon
1126
CALL
Albemarle
ALB
$13.6B
$1.26M 0.01%
13,600
+10,900
+404% +$1.2M
HOG icon
1127
PUT
Harley-Davidson
HOG
$2.76B
$1.26M 0.01%
+29,400
New +$1.41M
IWR icon
1128
CALL
iShares Russell Mid-Cap ETF
IWR
$55.5B
$1.26M 0.01%
24,400
+12,400
+103% +$653K
MRVL icon
1129
CALL
Marvell Technology
MRVL
$216B
$1.26M 0.01%
+59,900
New +$1.37M
TRGP icon
1130
CALL
Targa Resources
TRGP
$61.1B
$1.26M 0.01%
+28,600
New +$1.36M
WOLF icon
1131
CALL
Wolfspeed
WOLF
$1.26B
$1.26M 0.01%
31,200
+14,500
+87% +$546K
GAP
1132
The Gap Inc
GAP
$7.33B
$1.26M 0.01%
+40,284
New +$1.32M
BB icon
1133
BlackBerry
BB
$4.65B
$1.25M 0.01%
109,103
+84,733
+348% +$1.08M
MTB icon
1134
PUT
M&T Bank
MTB
$32.7B
$1.25M 0.01%
6,800
+2,800
+70% +$522K
VEU icon
1135
Vanguard FTSE All-World ex-US ETF
VEU
$69.7B
$1.25M 0.01%
23,062
-14,864
-39% -$828K
RACE icon
1136
CALL
Ferrari
RACE
$72.7B
$1.25M 0.01%
+10,400
New +$1.26M
MDLZ icon
1137
Mondelez International
MDLZ
$79.2B
$1.25M 0.01%
30,009
+20,693
+222% +$899K
IVZ icon
1138
Invesco
IVZ
$13.3B
$1.25M 0.01%
+39,091
New +$1.35M
CLX icon
1139
Clorox
CLX
$10.3B
$1.25M 0.01%
9,392
+3,165
+51% +$425K
TOL icon
1140
PUT
Toll Brothers
TOL
$12.4B
$1.25M 0.01%
+28,900
New +$1.36M
ASML icon
1141
ASML
ASML
$626B
$1.25M 0.01%
+6,270
New +$1.23M
PFF icon
1142
iShares Preferred and Income Securities ETF
PFF
$12.8B
$1.25M 0.01%
33,145
+16,812
+103% +$631K
WEN icon
1143
Wendy's
WEN
$1.33B
$1.24M 0.01%
+70,881
New +$1.18M
APTV icon
1144
PUT
Aptiv
APTV
$9.06B
$1.24M 0.01%
14,600
+11,100
+317% +$1.01M
HBI
1145
PUT
DELISTED
Hanesbrands
HBI
$1.24M 0.01%
+67,200
New +$1.39M
WRK
1146
CALL
DELISTED
WestRock Company
WRK
$1.24M 0.01%
19,300
+14,000
+264% +$925K
GRMN
1147
PUT
Garmin
GRMN
$53.1B
$1.23M 0.01%
+20,900
New +$1.28M
JWN
1148
PUT
DELISTED
Nordstrom
JWN
$1.23M 0.01%
25,400
+8,900
+54% +$443K
EMN icon
1149
CALL
Eastman Chemical
EMN
$7.57B
$1.23M 0.01%
11,600
-800
-6% -$80.9K
RIG icon
1150
Transocean
RIG
$6.32B
$1.22M 0.01%
123,643
+67,395
+120% +$694K
44 45
46
47 48

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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.