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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
IDTI
1626
PUT
DELISTED
Integrated Device Technology I
IDTI
$529K ﹤0.01%
+17,300
New +$537K
INFY icon
1627
PUT
Infosys
INFY
$44.8B
$528K ﹤0.01%
+59,200
New +$524K
PAAS icon
1628
CALL
Pan American Silver
PAAS
$20.6B
$528K ﹤0.01%
+32,700
New +$521K
RSPG icon
1629
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$631M
$528K ﹤0.01%
+9,702
New +$551K
SPXS icon
1630
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$366M
$528K ﹤0.01%
179
+65
+57% +$179K
BWA icon
1631
BorgWarner
BWA
$13B
$526K ﹤0.01%
+11,906
New +$553K
IDTI
1632
CALL
DELISTED
Integrated Device Technology I
IDTI
$526K ﹤0.01%
+17,200
New +$534K
BG icon
1633
PUT
Bunge Global
BG
$22.9B
$525K ﹤0.01%
7,100
+400
+6% +$30.2K
BX icon
1634
Blackstone
BX
$94.1B
$524K ﹤0.01%
16,385
-1,035
-6% -$35.3K
IDXX icon
1635
Idexx Laboratories
IDXX
$39.9B
$524K ﹤0.01%
+2,739
New +$506K
LGND icon
1636
Ligand Pharmaceuticals
LGND
$5.68B
$524K ﹤0.01%
+5,090
New +$503K
CAH icon
1637
Cardinal Health
CAH
$52.6B
$518K ﹤0.01%
+8,268
New +$567K
HL icon
1638
Hecla Mining
HL
$12.7B
$518K ﹤0.01%
141,100
+123,478
+701% +$479K
LL
1639
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
$517K ﹤0.01%
+21,600
New +$572K
BYD icon
1640
CALL
Boyd Gaming
BYD
$5.39B
$516K ﹤0.01%
16,200
+7,500
+86% +$268K
Y
1641
DELISTED
Alleghany Corp
Y
$514K ﹤0.01%
+836
New +$504K
BALL icon
1642
PUT
Ball Corp
BALL
$16.1B
$512K ﹤0.01%
+12,900
New +$504K
HBI
1643
CALL
DELISTED
Hanesbrands
HBI
$512K ﹤0.01%
+27,800
New +$574K
NVO
1644
CALL
Novo Nordisk
NVO
$191B
$512K ﹤0.01%
20,800
+6,200
+42% +$163K
POR icon
1645
Portland General Electric
POR
$5.65B
$512K ﹤0.01%
+12,649
New +$519K
COTY icon
1646
CALL
Coty
COTY
$2.17B
$511K ﹤0.01%
+27,900
New +$548K
MNDT
1647
DELISTED
Mandiant, Inc. Common Stock
MNDT
$511K ﹤0.01%
30,186
+14,054
+87% +$227K
Z icon
1648
Zillow
Z
$6.77B
$509K ﹤0.01%
+9,453
New +$456K
JLL icon
1649
Jones Lang LaSalle
JLL
$15.5B
$507K ﹤0.01%
+2,903
New +$466K
MTH icon
1650
PUT
Meritage Homes
MTH
$4.21B
$507K ﹤0.01%
+22,400
New +$534K
64 65
66
67 68

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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.