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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
IYM icon
1926
PUT
iShares US Basic Materials ETF
IYM
$1.12B
$336K ﹤0.01%
+3,500
New +$359K
ATI icon
1927
ATI
ATI
$25.6B
$335K ﹤0.01%
+14,149
New +$380K
GRMN
1928
Garmin
GRMN
$56.7B
$335K ﹤0.01%
5,681
-6,301
-53% -$386K
MOS icon
1929
CALL
The Mosaic Company
MOS
$7.03B
$335K ﹤0.01%
13,800
-2,700
-16% -$71K
SUI icon
1930
Sun Communities
SUI
$15.2B
$335K ﹤0.01%
+3,664
New +$323K
FIT
1931
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
$335K ﹤0.01%
+65,700
New +$350K
XRX icon
1932
PUT
Xerox
XRX
$387M
$334K ﹤0.01%
+11,600
New +$357K
AEP icon
1933
American Electric Power
AEP
$69.6B
$333K ﹤0.01%
+4,858
New +$327K
RDUS
1934
PUT
DELISTED
Radius Recycling
RDUS
$333K ﹤0.01%
+10,300
New +$360K
TJX icon
1935
TJX Companies
TJX
$174B
$333K ﹤0.01%
+8,168
New +$323K
FULT icon
1936
Fulton Financial
FULT
$4.66B
$330K ﹤0.01%
18,564
-9,549
-34% -$176K
LEN icon
1937
PUT
Lennar Class A
LEN
$19.8B
$330K ﹤0.01%
+5,785
New +$349K
XLRE icon
1938
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
$329K ﹤0.01%
10,600
-646,958
-98% -$20.1M
MTUM icon
1939
iShares MSCI USA Momentum Factor ETF
MTUM
$25.4B
$328K ﹤0.01%
+3,100
New +$338K
ABB
1940
CALL
DELISTED
ABB Ltd
ABB
$328K ﹤0.01%
+13,800
New +$355K
VAR
1941
DELISTED
Varian Medical Systems, Inc.
VAR
$328K ﹤0.01%
+2,677
New +$319K
KIM icon
1942
PUT
Kimco Realty
KIM
$17.2B
$327K ﹤0.01%
+22,700
New +$350K
CPRT icon
1943
CALL
Copart
CPRT
$27B
$326K ﹤0.01%
+25,600
New +$296K
BIG
1944
CALL
DELISTED
Big Lots, Inc.
BIG
$326K ﹤0.01%
7,500
-1,000
-12% -$54.8K
LVS icon
1945
Las Vegas Sands
LVS
$31.7B
$325K ﹤0.01%
+4,520
New +$331K
OSK icon
1946
PUT
Oshkosh
OSK
$8.79B
$325K ﹤0.01%
+4,200
New +$358K
PICK icon
1947
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.22B
$325K ﹤0.01%
+9,705
New +$346K
DBD
1948
PUT
DELISTED
Diebold Nixdorf Incorporated
DBD
$325K ﹤0.01%
+21,100
New +$352K
RHI icon
1949
PUT
Robert Half
RHI
$3.87B
$324K ﹤0.01%
+5,600
New +$320K
ON icon
1950
PUT
ON Semiconductor
ON
$31.8B
$323K ﹤0.01%
+13,200
New +$318K
76 77
78
79 80

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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.