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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
STLA icon
1801
Stellantis
STLA
$14.6B
$408K ﹤0.01%
+19,874
New +$435K
FTR
1802
CALL
DELISTED
Frontier Communications Corp.
FTR
$408K ﹤0.01%
+55,000
New +$428K
TECH icon
1803
Bio-Techne
TECH
$11.4B
$407K ﹤0.01%
+10,776
New +$381K
WT icon
1804
WisdomTree
WT
$3.37B
$406K ﹤0.01%
+44,282
New +$478K
ABMD
1805
DELISTED
Abiomed Inc
ABMD
$406K ﹤0.01%
1,396
-324
-19% -$82.1K
MOS icon
1806
PUT
The Mosaic Company
MOS
$8.07B
$405K ﹤0.01%
16,700
+8,400
+101% +$221K
SFL icon
1807
SFL Corp
SFL
$1.91B
$405K ﹤0.01%
+28,289
New +$424K
DELL icon
1808
CALL
Dell
DELL
$374B
$403K ﹤0.01%
+19,598
New +$422K
IJS icon
1809
iShares S&P Small-Cap 600 Value ETF
IJS
$7.97B
$403K ﹤0.01%
5,340
-39,566
-88% -$3.04M
MDIV icon
1810
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$424M
$403K ﹤0.01%
22,538
+1,289
+6% +$24K
ROK icon
1811
Rockwell Automation
ROK
$45.5B
$403K ﹤0.01%
+2,316
New +$439K
COP icon
1812
ConocoPhillips
COP
$160B
$402K ﹤0.01%
6,776
-5,281
-44% -$299K
RDN icon
1813
PUT
Radian Group
RDN
$4.6B
$402K ﹤0.01%
+21,100
New +$444K
IONS icon
1814
PUT
Ionis Pharmaceuticals
IONS
$7.77B
$401K ﹤0.01%
+9,100
New +$462K
CAKE icon
1815
PUT
Cheesecake Factory
CAKE
$4.77B
$400K ﹤0.01%
+8,300
New +$399K
SABR icon
1816
Sabre
SABR
$936M
$400K ﹤0.01%
+18,671
New +$400K
GOLD
1817
PUT
DELISTED
Randgold Resources Ltd
GOLD
$400K ﹤0.01%
4,800
-1,700
-26% -$153K
VALE icon
1818
Vale
VALE
$61.6B
$399K ﹤0.01%
31,342
+17,111
+120% +$225K
STOR
1819
DELISTED
STORE Capital Corporation
STOR
$398K ﹤0.01%
+16,041
New +$390K
CIM
1820
CALL
Chimera Investment
CIM
$921M
$397K ﹤0.01%
+7,600
New +$398K
SAVE
1821
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
$397K ﹤0.01%
+10,500
New +$440K
MXIM
1822
CALL
DELISTED
Maxim Integrated Products
MXIM
$397K ﹤0.01%
+6,600
New +$391K
TWX
1823
CALL
DELISTED
Time Warner Inc
TWX
$397K ﹤0.01%
+4,200
New +$396K
IYJ icon
1824
iShares US Industrials ETF
IYJ
$1.9B
$396K ﹤0.01%
+5,462
New +$411K
AG icon
1825
First Majestic Silver
AG
$9.61B
$395K ﹤0.01%
64,698
+32,834
+103% +$202K
71 72
73
74 75

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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.