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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
LE icon
1551
PUT
Lands' End
LE
$303M
$600K ﹤0.01%
+25,700
New +$475K
TT icon
1552
PUT
Trane Technologies
TT
$93.1B
$599K ﹤0.01%
+7,000
New +$628K
WMB icon
1553
Williams Companies
WMB
$87.8B
$599K ﹤0.01%
+24,076
New +$710K
BEN icon
1554
Franklin Templeton
BEN
$16.8B
$598K ﹤0.01%
+17,248
New +$701K
ROKU icon
1555
CALL
Roku
ROKU
$22.9B
$597K ﹤0.01%
+19,200
New +$790K
OC icon
1556
CALL
Owens Corning
OC
$9.84B
$595K ﹤0.01%
+7,400
New +$645K
MRO
1557
PUT
DELISTED
Marathon Oil Corporation
MRO
$594K ﹤0.01%
36,800
+12,600
+52% +$209K
TGT icon
1558
Target
TGT
$72.6B
$593K ﹤0.01%
8,539
-3,088
-27% -$225K
MUR icon
1559
Murphy Oil
MUR
$5.4B
$592K ﹤0.01%
+22,898
New +$662K
APO icon
1560
Apollo Global Management
APO
$74.4B
$591K ﹤0.01%
19,943
+13,310
+201% +$448K
ARI
1561
Apollo Commercial Real Estate
ARI
$829M
$591K ﹤0.01%
+32,876
New +$602K
CNX icon
1562
CALL
CNX Resources
CNX
$4.96B
$589K ﹤0.01%
+38,200
New +$570K
BSX icon
1563
PUT
Boston Scientific
BSX
$63.1B
$587K ﹤0.01%
+21,500
New +$584K
USO icon
1564
United States Oil Fund
USO
$2.26B
$587K ﹤0.01%
+5,602
New +$566K
MAN icon
1565
ManpowerGroup
MAN
$2.68B
$585K ﹤0.01%
+5,085
New +$628K
COL
1566
DELISTED
Rockwell Collins
COL
$585K ﹤0.01%
4,337
+820
+23% +$112K
WOLF icon
1567
PUT
Wolfspeed
WOLF
$1.26B
$584K ﹤0.01%
+14,500
New +$546K
AU icon
1568
CALL
AngloGold Ashanti
AU
$51.8B
$583K ﹤0.01%
+61,400
New +$626K
WPM icon
1569
Wheaton Precious Metals
WPM
$69.1B
$583K ﹤0.01%
+28,618
New +$588K
RL icon
1570
CALL
Ralph Lauren
RL
$19.8B
$581K ﹤0.01%
5,200
+1,100
+27% +$119K
MON
1571
DELISTED
Monsanto Co
MON
$580K ﹤0.01%
+4,968
New +$598K
VRP icon
1572
Invesco Variable Rate Preferred ETF
VRP
$3.01B
$579K ﹤0.01%
+22,995
New +$583K
ARW icon
1573
PUT
Arrow Electronics
ARW
$10.9B
$578K ﹤0.01%
+7,500
New +$608K
AGNC icon
1574
CALL
AGNC Investment
AGNC
$11.7B
$577K ﹤0.01%
+30,500
New +$579K
MTN icon
1575
PUT
Vail Resorts
MTN
$4.91B
$576K ﹤0.01%
+2,600
New +$569K
61 62
63
64 65

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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.