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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
VWO icon
1826
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$395K ﹤0.01%
+8,400
New +$403K
QVCGA
1827
PUT
DELISTED
QVC Group Inc Series A
QVCGA
$395K ﹤0.01%
+323
New +$424K
ILG
1828
PUT
DELISTED
ILG, Inc Common Stock
ILG
$395K ﹤0.01%
+12,700
New +$397K
SBNY
1829
DELISTED
Signature Bank
SBNY
$395K ﹤0.01%
+2,783
New +$419K
IXC icon
1830
iShares Global Energy ETF
IXC
$2.82B
$393K ﹤0.01%
+11,573
New +$406K
PFGC icon
1831
Performance Food Group
PFGC
$18.2B
$393K ﹤0.01%
+13,176
New +$422K
ROP icon
1832
PUT
Roper Technologies
ROP
$39.4B
$393K ﹤0.01%
+1,400
New +$386K
CPRT icon
1833
PUT
Copart
CPRT
$27.5B
$392K ﹤0.01%
+30,800
New +$356K
TRP icon
1834
PUT
TC Energy
TRP
$69B
$392K ﹤0.01%
9,500
+4,500
+90% +$202K
EUFN icon
1835
iShares MSCI Europe Financials ETF
EUFN
$4.24B
$390K ﹤0.01%
+16,903
New +$409K
LYV icon
1836
Live Nation Entertainment
LYV
$41B
$390K ﹤0.01%
+9,250
New +$410K
ILF icon
1837
iShares Latin America 40 ETF
ILF
$3.82B
$389K ﹤0.01%
+10,366
New +$388K
WT icon
1838
PUT
WisdomTree
WT
$3.01B
$387K ﹤0.01%
+42,200
New +$456K
NS
1839
CALL
DELISTED
NuStar Energy L.P.
NS
$387K ﹤0.01%
+19,000
New +$509K
BNY
1840
Bank of New York Mellon
BNY
$105B
$386K ﹤0.01%
+7,483
New +$416K
CMI icon
1841
Cummins
CMI
$88B
$386K ﹤0.01%
2,383
-386
-14% -$66.3K
CRUS icon
1842
PUT
Cirrus Logic
CRUS
$6.47B
$386K ﹤0.01%
+9,500
New +$441K
R icon
1843
CALL
Ryder
R
$9.93B
$386K ﹤0.01%
5,300
+2,500
+89% +$201K
MYGN icon
1844
Myriad Genetics
MYGN
$265M
$385K ﹤0.01%
+13,029
New +$441K
ETSY icon
1845
PUT
Etsy
ETSY
$7.82B
$384K ﹤0.01%
+13,700
New +$308K
PPC icon
1846
CALL
Pilgrim's Pride
PPC
$6.58B
$384K ﹤0.01%
15,600
+6,800
+77% +$183K
VDE icon
1847
Vanguard Energy ETF
VDE
$9.89B
$384K ﹤0.01%
4,155
-45,465
-92% -$4.4M
UAA icon
1848
CALL
Under Armour
UAA
$2.95B
$383K ﹤0.01%
+23,400
New +$366K
AEO icon
1849
PUT
American Eagle Outfitters
AEO
$2.92B
$381K ﹤0.01%
+19,100
New +$358K
FLOT icon
1850
iShares Floating Rate Bond ETF
FLOT
$10.3B
$381K ﹤0.01%
+7,474
New +$381K
72 73
74
75 76

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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.