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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
REGN icon
1226
Regeneron Pharmaceuticals
REGN
$81.3B
$1.06M 0.01%
3,077
+2,172
+240% +$755K
KKR icon
1227
PUT
KKR & Co
KKR
$88.1B
$1.06M 0.01%
+52,000
New +$1.16M
JBHT icon
1228
CALL
JB Hunt Transport Services
JBHT
$22.2B
$1.05M 0.01%
9,000
+6,800
+309% +$814K
BG icon
1229
CALL
Bunge Global
BG
$22.9B
$1.05M 0.01%
+14,200
New +$1.07M
VYX icon
1230
CALL
NCR Voyix
VYX
$958M
$1.05M 0.01%
+54,116
New +$1.14M
HSY icon
1231
Hershey
HSY
$33.8B
$1.04M 0.01%
+10,535
New +$1.09M
DVA icon
1232
PUT
DaVita
DVA
$11.7B
$1.04M 0.01%
+15,800
New +$1.16M
BIIB icon
1233
Biogen
BIIB
$32.4B
$1.04M 0.01%
+3,802
New +$1.18M
MRSH
1234
PUT
Marsh
MRSH
$83.3B
$1.04M 0.01%
+12,600
New +$1.04M
ABEV icon
1235
Ambev
ABEV
$45.9B
$1.04M 0.01%
143,073
+85,815
+150% +$590K
OMC icon
1236
PUT
Omnicom Group
OMC
$21.6B
$1.04M 0.01%
+14,300
New +$1.07M
ACWI icon
1237
iShares MSCI ACWI ETF
ACWI
$33B
$1.04M 0.01%
14,480
+6,252
+76% +$461K
KBH icon
1238
PUT
KB Home
KBH
$2.98B
$1.04M 0.01%
+36,500
New +$1.14M
APTV icon
1239
CALL
Aptiv
APTV
$9.06B
$1.04M 0.01%
12,200
+7,200
+144% +$653K
SWN
1240
DELISTED
Southwestern Energy Company
SWN
$1.04M 0.01%
+239,244
New +$1.07M
OVV icon
1241
Ovintiv
OVV
$17.4B
$1.03M 0.01%
+18,821
New +$1.12M
PAAS icon
1242
PUT
Pan American Silver
PAAS
$20.6B
$1.03M 0.01%
+64,100
New +$1.02M
AEO icon
1243
CALL
American Eagle Outfitters
AEO
$2.5B
$1.03M 0.01%
51,900
+39,000
+302% +$731K
AMBA icon
1244
PUT
Ambarella
AMBA
$2.95B
$1.03M 0.01%
21,100
+17,100
+428% +$887K
SNA icon
1245
PUT
Snap-on
SNA
$19.2B
$1.03M 0.01%
+7,000
New +$1.15M
IJR icon
1246
CALL
iShares Core S&P Small-Cap ETF
IJR
$106B
$1.03M 0.01%
13,400
+9,100
+212% +$708K
SCCO icon
1247
CALL
Southern Copper
SCCO
$166B
$1.03M 0.01%
+20,741
New +$971K
TWTR
1248
DELISTED
Twitter, Inc.
TWTR
$1.03M 0.01%
35,398
-4,466
-11% -$131K
UI icon
1249
PUT
Ubiquiti
UI
$36.1B
$1.02M 0.01%
+14,900
New +$1.06M
USG
1250
PUT
DELISTED
Usg
USG
$1.02M 0.01%
+25,300
New +$918K
48 49
50
51 52

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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.