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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
AGO icon
2076
CALL
Assured Guaranty
AGO
$3.66B
$268K ﹤0.01%
+7,400
New +$261K
AYI icon
2077
Acuity Brands
AYI
$9.83B
$268K ﹤0.01%
+1,928
New +$297K
HHH icon
2078
Howard Hughes
HHH
$3.81B
$268K ﹤0.01%
+2,024
New +$248K
IWS icon
2079
CALL
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$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
$74.4B
$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
$15.4B
$266K ﹤0.01%
+33,300
New +$266K
VNO icon
2085
Vornado Realty Trust
VNO
$7.41B
$266K ﹤0.01%
+3,951
New +$274K
EPC icon
2086
Edgewell Personal Care
EPC
$1.25B
$265K ﹤0.01%
5,437
+1,586
+41% +$85.4K
SCCO icon
2087
PUT
Southern Copper
SCCO
$143B
$265K ﹤0.01%
+5,286
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
$5.04B
$264K ﹤0.01%
+5,484
New +$263K
CF icon
2092
CF Industries
CF
$19.2B
$264K ﹤0.01%
7,008
+1,061
+18% +$43.2K
JPUS
2093
JPMorgan Diversified Return US Equity ETF
JPUS
$458M
$264K ﹤0.01%
+3,789
New +$270K
ET icon
2094
Energy Transfer Partners
ET
$70.1B
$262K ﹤0.01%
18,409
+6,084
+49% +$101K
SON icon
2095
CALL
Sonoco
SON
$5.57B
$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
$45.1B
$261K ﹤0.01%
+2,392
New +$261K
PWR icon
2098
PUT
Quanta Services
PWR
$100B
$261K ﹤0.01%
+7,600
New +$276K
SWK icon
2099
Stanley Black & Decker
SWK
$14.3B
$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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NOCM
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QIM
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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.