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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
IEO icon
1476
iShares US Oil & Gas Exploration & Production ETF
IEO
$725M
$692K ﹤0.01%
10,895
+2,416
+28% +$155K
IP icon
1477
International Paper
IP
$18.8B
$690K ﹤0.01%
+13,641
New +$758K
PLCE icon
1478
PUT
Children's Place
PLCE
$44.7M
$690K ﹤0.01%
+5,100
New +$741K
FBIN icon
1479
CALL
Fortune Brands Innovations
FBIN
$4.75B
$689K ﹤0.01%
+13,689
New +$763K
SEE
1480
PUT
DELISTED
Sealed Air
SEE
$685K ﹤0.01%
+16,000
New +$723K
SSO icon
1481
ProShares Ultra S&P500
SSO
$8.87B
$684K ﹤0.01%
+51,856
New +$737K
PNR icon
1482
CALL
Pentair
PNR
$8.89B
$681K ﹤0.01%
14,890
+5,956
+67% +$284K
NTES icon
1483
NetEase
NTES
$74.7B
$680K ﹤0.01%
+12,120
New +$761K
INFY icon
1484
Infosys
INFY
$44.8B
$678K ﹤0.01%
+75,942
New +$673K
HRL icon
1485
PUT
Hormel Foods
HRL
$11.4B
$676K ﹤0.01%
+19,700
New +$668K
AET
1486
CALL
DELISTED
Aetna Inc
AET
$676K ﹤0.01%
4,000
-100
-2% -$18K
FTNT icon
1487
CALL
Fortinet
FTNT
$127B
$675K ﹤0.01%
+63,000
New +$614K
CC icon
1488
PUT
Chemours
CC
$2.17B
$672K ﹤0.01%
+13,800
New +$690K
HSIC icon
1489
PUT
Henry Schein
HSIC
$9.48B
$672K ﹤0.01%
+12,750
New +$706K
CE icon
1490
PUT
Celanese
CE
$5.14B
$671K ﹤0.01%
+6,700
New +$707K
ARW icon
1491
CALL
Arrow Electronics
ARW
$10.9B
$670K ﹤0.01%
+8,700
New +$706K
AYI icon
1492
PUT
Acuity Brands
AYI
$8.97B
$668K ﹤0.01%
+4,800
New +$738K
CLF icon
1493
PUT
Cleveland-Cliffs
CLF
$7.28B
$667K ﹤0.01%
96,000
+47,400
+98% +$356K
FTV icon
1494
CALL
Fortive
FTV
$16.6B
$667K ﹤0.01%
+13,638
New +$649K
DVA icon
1495
CALL
DaVita
DVA
$11.7B
$666K ﹤0.01%
+10,100
New +$742K
VYX icon
1496
PUT
NCR Voyix
VYX
$958M
$665K ﹤0.01%
+34,393
New +$725K
VNQ icon
1497
CALL
Vanguard Real Estate ETF
VNQ
$37.1B
$664K ﹤0.01%
8,800
-23,700
-73% -$1.81M
IYT icon
1498
iShares US Transportation ETF
IYT
$2.07B
$663K ﹤0.01%
14,172
-231,580
-94% -$11.2M
WPM icon
1499
CALL
Wheaton Precious Metals
WPM
$69.1B
$662K ﹤0.01%
32,500
-14,700
-31% -$302K
RDC
1500
PUT
DELISTED
Rowan Companies Plc
RDC
$661K ﹤0.01%
+57,300
New +$787K
58 59
60
61 62

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MFA
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PGCM
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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.