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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
BMO icon
1276
Bank of Montreal
BMO
$121B
$973K 0.01%
+12,870
New +$1.01M
STX icon
1277
CALL
Seagate
STX
$183B
$971K 0.01%
16,600
-31,500
-65% -$1.68M
WSM icon
1278
Williams-Sonoma
WSM
$25.8B
$971K 0.01%
36,796
+28,280
+332% +$748K
CACI icon
1279
PUT
CACI
CACI
$14B
$969K 0.01%
+6,400
New +$935K
ALK icon
1280
PUT
Alaska Air
ALK
$4.47B
$967K 0.01%
15,600
+10,800
+225% +$717K
SJM icon
1281
PUT
J.M. Smucker
SJM
$13.2B
$967K 0.01%
+7,800
New +$974K
BBVA icon
1282
Banco Bilbao Vizcaya Argentaria
BBVA
$159B
$966K 0.01%
122,242
+63,518
+108% +$546K
MRO
1283
CALL
DELISTED
Marathon Oil Corporation
MRO
$966K 0.01%
59,900
-2,400
-4% -$39.9K
VMRK
1284
PUT
Vivmark Residential
VMRK
$48.8B
$961K 0.01%
+15,600
New +$926K
DNB
1285
CALL
DELISTED
Dun & Bradstreet
DNB
$959K 0.01%
8,200
-200
-2% -$24.3K
LQD icon
1286
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.4B
$957K 0.01%
+8,155
New +$963K
TIF
1287
DELISTED
Tiffany & Co.
TIF
$956K 0.01%
9,794
+2,881
+42% +$297K
CHKP icon
1288
PUT
Check Point Software Technologies
CHKP
$13.9B
$954K 0.01%
9,600
+1,100
+13% +$113K
LH icon
1289
PUT
Labcorp
LH
$26.2B
$954K 0.01%
+6,868
New +$1.01M
WHR icon
1290
Whirlpool
WHR
$2.15B
$950K 0.01%
+6,205
New +$1.04M
FE icon
1291
FirstEnergy
FE
$26.5B
$949K 0.01%
+27,890
New +$896K
STLA icon
1292
CALL
Stellantis
STLA
$14.6B
$948K 0.01%
+46,200
New +$1.01M
PLD icon
1293
PUT
Prologis
PLD
$128B
$945K 0.01%
+15,000
New +$932K
DXJ icon
1294
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.16B
$941K 0.01%
16,800
+11,500
+217% +$669K
EWJ icon
1295
CALL
iShares MSCI Japan ETF
EWJ
$23.5B
$941K 0.01%
+15,500
New +$951K
HAS icon
1296
Hasbro
HAS
$12.5B
$941K 0.01%
+11,161
New +$1.04M
EDU icon
1297
PUT
New Oriental
EDU
$8.84B
$938K 0.01%
+10,700
New +$996K
WCC
1298
CALL
WESCO International
WCC
$16.5B
$937K 0.01%
+15,100
New +$973K
DNB
1299
PUT
DELISTED
Dun & Bradstreet
DNB
$936K 0.01%
+8,000
New +$973K
HWM icon
1300
PUT
Howmet Aerospace
HWM
$90B
$935K 0.01%
52,942
+41,076
+346% +$835K
50 51
52
53 54

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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.