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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
CVE icon
1776
Cenovus Energy
CVE
$60.7B
$419K ﹤0.01%
+49,056
New +$432K
LULU icon
1777
lululemon athletica
LULU
$11B
$419K ﹤0.01%
+4,700
New +$376K
RH icon
1778
PUT
RH
RH
$2.4B
$419K ﹤0.01%
+4,400
New +$390K
FMAT icon
1779
Fidelity MSCI Materials Index ETF
FMAT
$589M
$418K ﹤0.01%
+12,697
New +$445K
OEF icon
1780
PUT
iShares S&P 100 ETF
OEF
$20.3B
$418K ﹤0.01%
+3,600
New +$436K
BNY
1781
PUT
Bank of New York Mellon
BNY
$104B
$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
$2.08B
$416K ﹤0.01%
+18,800
New +$395K
IEFA icon
1785
iShares Core MSCI EAFE ETF
IEFA
$194B
$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
$22.6B
$414K ﹤0.01%
+3,711
New +$410K
PFG icon
1790
CALL
Principal Financial Group
PFG
$24.8B
$414K ﹤0.01%
+6,800
New +$447K
DBRG icon
1791
DigitalBridge
DBRG
$2.98B
$413K ﹤0.01%
18,374
+9,124
+99% +$297K
RWO icon
1792
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.22B
$413K ﹤0.01%
8,931
+2,638
+42% +$123K
EDU icon
1793
New Oriental
EDU
$8.84B
$411K ﹤0.01%
+4,685
New +$436K
KSS icon
1794
Kohl's
KSS
$1.89B
$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
$1.3B
$409K ﹤0.01%
+15,328
New +$413K
MKTX icon
1797
MarketAxess Holdings
MKTX
$5.75B
$409K ﹤0.01%
+1,880
New +$387K
TDC icon
1798
CALL
Teradata
TDC
$2.72B
$409K ﹤0.01%
+10,300
New +$406K
EWY icon
1799
iShares MSCI South Korea ETF
EWY
$27.9B
$408K ﹤0.01%
+5,412
New +$406K
SHAK icon
1800
PUT
Shake Shack
SHAK
$2.26B
$408K ﹤0.01%
9,800
-900
-8% -$37.4K
70 71
72
73 74

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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.