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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-1.62%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$17.9B
AUM Growth
+$14.1B
Cap. Flow
+$14.7B
Cap. Flow %
82.18%
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 Financials 0.77%
2 Technology 0.65%
3 Healthcare 0.56%
4 Consumer Discretionary 0.53%
5 Industrials 0.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CVE icon
1776
Cenovus Energy
CVE
$55.7B
$419K ﹤0.01%
+49,056
New +$432K
LULU icon
1777
lululemon athletica
LULU
$13.5B
$419K ﹤0.01%
+4,700
New +$376K
RH icon
1778
PUT
RH
RH
$3.13B
$419K ﹤0.01%
+4,400
New +$390K
FMAT icon
1779
Fidelity MSCI Materials Index ETF
FMAT
$575M
$418K ﹤0.01%
+12,697
New +$445K
OEF icon
1780
PUT
iShares S&P 100 ETF
OEF
$20.1B
$418K ﹤0.01%
+3,600
New +$436K
BNY
1781
PUT
Bank of New York Mellon
BNY
$106B
$417K ﹤0.01%
8,100
+1,100
+16% +$61.2K
CTXS
1782
DELISTED
Citrix Systems Inc
CTXS
$417K ﹤0.01%
+4,492
New +$413K
ANDV
1783
DELISTED
Andeavor
ANDV
$417K ﹤0.01%
4,149
-5,869
-59% -$612K
BKE icon
1784
CALL
Buckle
BKE
$2.25B
$416K ﹤0.01%
+18,800
New +$395K
IEFA icon
1785
iShares Core MSCI EAFE ETF
IEFA
$190B
$416K ﹤0.01%
+6,318
New +$424K
AKS
1786
DELISTED
AK Steel Holding Corp
AKS
$416K ﹤0.01%
91,840
+35,844
+64% +$197K
RPAI
1787
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$415K ﹤0.01%
35,578
+18,445
+108% +$222K
ATHN
1788
CALL
DELISTED
Athenahealth, Inc.
ATHN
$415K ﹤0.01%
+2,900
New +$396K
GPN icon
1789
Global Payments
GPN
$23B
$414K ﹤0.01%
+3,711
New +$410K
PFG icon
1790
CALL
Principal Financial Group
PFG
$24.3B
$414K ﹤0.01%
+6,800
New +$447K
DBRG icon
1791
DigitalBridge
DBRG
$2.93B
$413K ﹤0.01%
18,374
+9,124
+99% +$297K
RWO icon
1792
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.3B
$413K ﹤0.01%
8,931
+2,638
+42% +$123K
EDU icon
1793
New Oriental
EDU
$9.37B
$411K ﹤0.01%
+4,685
New +$436K
KSS icon
1794
Kohl's
KSS
$2.17B
$411K ﹤0.01%
+6,270
New +$398K
CTRA
1795
CALL
DELISTED
Coterra Energy
CTRA
$410K ﹤0.01%
17,100
+9,400
+122% +$242K
EWS icon
1796
iShares MSCI Singapore ETF
EWS
$1.04B
$409K ﹤0.01%
+15,328
New +$413K
MKTX icon
1797
MarketAxess Holdings
MKTX
$5.71B
$409K ﹤0.01%
+1,880
New +$387K
TDC icon
1798
CALL
Teradata
TDC
$2.92B
$409K ﹤0.01%
+10,300
New +$406K
EWY icon
1799
iShares MSCI South Korea ETF
EWY
$22.8B
$408K ﹤0.01%
+5,412
New +$406K
SHAK icon
1800
PUT
Shake Shack
SHAK
$2.53B
$408K ﹤0.01%
9,800
-900
-8% -$37.4K
70 71
72
73 74

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NOCM
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QIM
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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 deployed $14.7B of net new capital in Q1 2018, opening 1,456 new positions and adding to 953 existing holdings. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M.

By sector, the portfolio is most concentrated in Financials at 0.77% of assets, down from 1.2% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $104M trimmed.

  • 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.