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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
STLA icon
1801
Stellantis
STLA
$21.7B
$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
$11.2B
$407K ﹤0.01%
+10,776
New +$381K
WT icon
1804
WisdomTree
WT
$2.96B
$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
$7.03B
$405K ﹤0.01%
16,700
+8,400
+101% +$221K
SFL icon
1807
SFL Corp
SFL
$1.64B
$405K ﹤0.01%
+28,289
New +$424K
DELL icon
1808
CALL
Dell
DELL
$262B
$403K ﹤0.01%
+19,598
New +$422K
IJS icon
1809
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
$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
$429M
$403K ﹤0.01%
22,538
+1,289
+6% +$24K
ROK icon
1811
Rockwell Automation
ROK
$53.4B
$403K ﹤0.01%
+2,316
New +$439K
COP icon
1812
ConocoPhillips
COP
$147B
$402K ﹤0.01%
6,776
-5,281
-44% -$299K
RDN icon
1813
PUT
Radian Group
RDN
$5.18B
$402K ﹤0.01%
+21,100
New +$444K
IONS icon
1814
PUT
Ionis Pharmaceuticals
IONS
$8.6B
$401K ﹤0.01%
+9,100
New +$462K
CAKE icon
1815
PUT
Cheesecake Factory
CAKE
$5.04B
$400K ﹤0.01%
+8,300
New +$399K
SABR icon
1816
Sabre
SABR
$731M
$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
$64.1B
$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
$1.04B
$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
$1.98B
$396K ﹤0.01%
+5,462
New +$411K
AG icon
1825
First Majestic Silver
AG
$7.41B
$395K ﹤0.01%
64,698
+32,834
+103% +$202K
71 72
73
74 75

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.