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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
AGO icon
2076
CALL
Assured Guaranty
AGO
$3.13B
$268K ﹤0.01%
+7,400
New +$261K
AYI icon
2077
Acuity Brands
AYI
$8.97B
$268K ﹤0.01%
+1,928
New +$297K
HHH icon
2078
Howard Hughes
HHH
$3.68B
$268K ﹤0.01%
+2,024
New +$248K
IWS icon
2079
CALL
iShares Russell Mid-Cap Value ETF
IWS
$15.2B
$268K ﹤0.01%
+3,100
New +$275K
TRTN
2080
DELISTED
Triton International Limited
TRTN
$268K ﹤0.01%
+8,758
New +$293K
WFT
2081
PUT
DELISTED
Weatherford International plc
WFT
$268K ﹤0.01%
+117,100
New +$374K
SNPS icon
2082
Synopsys
SNPS
$73B
$267K ﹤0.01%
+3,211
New +$282K
DBD
2083
DELISTED
Diebold Nixdorf Incorporated
DBD
$267K ﹤0.01%
17,360
+4,463
+35% +$74.5K
CDE icon
2084
PUT
Coeur Mining
CDE
$20.5B
$266K ﹤0.01%
+33,300
New +$266K
VNO icon
2085
Vornado Realty Trust
VNO
$6.5B
$266K ﹤0.01%
+3,951
New +$274K
EPC icon
2086
Edgewell Personal Care
EPC
$1.26B
$265K ﹤0.01%
5,437
+1,586
+41% +$85.4K
SCCO icon
2087
PUT
Southern Copper
SCCO
$166B
$265K ﹤0.01%
+5,349
New +$250K
SEE
2088
CALL
DELISTED
Sealed Air
SEE
$265K ﹤0.01%
+6,200
New +$280K
ANTX
2089
DELISTED
Anthem, Inc.
ANTX
$265K ﹤0.01%
+4,933
New +$283K
BUFF
2090
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$265K ﹤0.01%
+6,659
New +$240K
CAKE icon
2091
Cheesecake Factory
CAKE
$4.77B
$264K ﹤0.01%
+5,484
New +$263K
CF icon
2092
CF Industries
CF
$20.3B
$264K ﹤0.01%
7,008
+1,061
+18% +$43.2K
JPUS
2093
JPMorgan Diversified Return US Equity ETF
JPUS
$464M
$264K ﹤0.01%
+3,789
New +$270K
ET icon
2094
Energy Transfer Partners
ET
$72.5B
$262K ﹤0.01%
18,409
+6,084
+49% +$101K
SON icon
2095
CALL
Sonoco
SON
$4.83B
$262K ﹤0.01%
5,400
+400
+8% +$20.3K
WFT
2096
DELISTED
Weatherford International plc
WFT
$262K ﹤0.01%
114,492
-24,883
-18% -$79.4K
MUB icon
2097
iShares National Muni Bond ETF
MUB
$44.6B
$261K ﹤0.01%
+2,392
New +$261K
PWR icon
2098
PUT
Quanta Services
PWR
$92.7B
$261K ﹤0.01%
+7,600
New +$276K
SWK icon
2099
Stanley Black & Decker
SWK
$13.5B
$261K ﹤0.01%
1,703
+478
+39% +$77.6K
TLRD
2100
CALL
DELISTED
Tailored Brands, Inc.
TLRD
$261K ﹤0.01%
+10,400
New +$241K
82 83
84
85 86

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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.