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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
RGLD icon
601
CALL
Royal Gold
RGLD
$20.8B
$3.61M 0.02%
42,000
+35,600
+556% +$3M
ORCL icon
602
Oracle
ORCL
$433B
$3.59M 0.02%
78,532
+62,306
+384% +$3.1M
IWO icon
603
iShares Russell 2000 Growth ETF
IWO
$14.1B
$3.58M 0.02%
18,786
-180,758
-91% -$34.7M
OLED icon
604
CALL
Universal Display
OLED
$3.51B
$3.58M 0.02%
35,400
+31,500
+808% +$4.73M
KMB icon
605
Kimberly-Clark
KMB
$32.6B
$3.57M 0.02%
+32,433
New +$3.69M
NCLH icon
606
CALL
Norwegian Cruise Line
NCLH
$6.67B
$3.55M 0.02%
+67,000
New +$3.81M
SHPG
607
CALL
DELISTED
Shire pic
SHPG
$3.54M 0.02%
+23,700
New +$3.26M
ALL icon
608
CALL
Allstate
ALL
$64.4B
$3.54M 0.02%
+37,300
New +$3.61M
WSM icon
609
PUT
Williams-Sonoma
WSM
$25.7B
$3.54M 0.02%
134,000
+118,800
+782% +$3.14M
LULU icon
610
PUT
lululemon athletica
LULU
$10.6B
$3.52M 0.02%
39,500
+36,700
+1,311% +$2.94M
LOW icon
611
Lowe's Companies
LOW
$109B
$3.51M 0.02%
40,016
+25,815
+182% +$2.44M
HAL icon
612
Halliburton
HAL
$28.8B
$3.48M 0.02%
74,098
+28,463
+62% +$1.4M
DKS icon
613
CALL
Dick's Sporting Goods
DKS
$11B
$3.46M 0.02%
+98,600
New +$3.22M
CHTR icon
614
PUT
Charter Communications
CHTR
$16.1B
$3.46M 0.02%
+11,100
New +$3.9M
KMI icon
615
CALL
Kinder Morgan
KMI
$68.4B
$3.46M 0.02%
229,400
+186,600
+436% +$3.23M
LRCX icon
616
CALL
Lam Research
LRCX
$337B
$3.45M 0.02%
170,000
+118,000
+227% +$2.34M
UNH icon
617
UnitedHealth
UNH
$337B
$3.42M 0.02%
+15,984
New +$3.65M
ALXN
618
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
$3.4M 0.02%
+30,500
New +$3.65M
FCX icon
619
PUT
Freeport-McMoran
FCX
$99.4B
$3.4M 0.02%
193,200
+156,200
+422% +$2.93M
FL
620
CALL
DELISTED
Foot Locker
FL
$3.39M 0.02%
74,500
+69,000
+1,255% +$3.21M
HSY icon
621
CALL
Hershey
HSY
$34.3B
$3.38M 0.02%
34,200
+30,600
+850% +$3.16M
DINO icon
622
CALL
HF Sinclair
DINO
$20.3B
$3.38M 0.02%
+69,100
New +$3.29M
TECL icon
623
Direxion Daily Technology Bull 3x ETF
TECL
$5.54B
$3.35M 0.02%
+292,970
New +$3.73M
MGM icon
624
CALL
MGM Resorts International
MGM
$9.66B
$3.35M 0.02%
95,700
+68,600
+253% +$2.41M
AMD icon
625
CALL
Advanced Micro Devices
AMD
$837B
$3.35M 0.02%
332,800
+248,000
+292% +$2.94M
23 24
25
26 27

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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.