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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
AMD icon
851
PUT
Advanced Micro Devices
AMD
$837B
$2.08M 0.01%
206,500
+186,700
+943% +$2.21M
NRG icon
852
CALL
NRG Energy
NRG
$22.6B
$2.07M 0.01%
+67,800
New +$1.88M
RIO icon
853
Rio Tinto
RIO
$156B
$2.07M 0.01%
40,128
+35,483
+764% +$1.93M
EDU icon
854
CALL
New Oriental
EDU
$8.88B
$2.06M 0.01%
+23,500
New +$2.19M
AGCO icon
855
CALL
AGCO
AGCO
$8.4B
$2.06M 0.01%
31,700
+27,400
+637% +$1.89M
SNY icon
856
CALL
Sanofi
SNY
$102B
$2.05M 0.01%
51,100
+35,000
+217% +$1.46M
EXP icon
857
PUT
Eagle Materials
EXP
$5.5B
$2.04M 0.01%
+19,800
New +$2.13M
JNPR
858
PUT
DELISTED
Juniper Networks
JNPR
$2.03M 0.01%
83,400
+45,000
+117% +$1.2M
FISV
859
CALL
Fiserv Inc
FISV
$26.3B
$2.02M 0.01%
+28,400
New +$2M
CTXS
860
CALL
DELISTED
Citrix Systems Inc
CTXS
$2.02M 0.01%
21,800
+18,100
+489% +$1.66M
FNV icon
861
CALL
Franco-Nevada
FNV
$50B
$2.01M 0.01%
+29,400
New +$2.15M
DPZ icon
862
CALL
Domino's
DPZ
$9.97B
$2.01M 0.01%
8,600
+7,500
+682% +$1.63M
ORLY icon
863
PUT
O'Reilly Automotive
ORLY
$67.7B
$2M 0.01%
+121,500
New +$2.06M
VRSN icon
864
CALL
VeriSign
VRSN
$27B
$2M 0.01%
16,900
+8,200
+94% +$950K
DHI icon
865
CALL
D.R. Horton
DHI
$38.7B
$2M 0.01%
45,700
+28,800
+170% +$1.34M
MAS icon
866
CALL
Masco
MAS
$13.5B
$2M 0.01%
+49,400
New +$2.12M
WELL icon
867
CALL
Welltower
WELL
$169B
$2M 0.01%
36,700
+24,400
+198% +$1.38M
AN icon
868
CALL
AutoNation
AN
$6.46B
$1.99M 0.01%
+42,600
New +$2.28M
B
869
Barrick Mining
B
$70B
$1.98M 0.01%
158,994
+133,149
+515% +$1.77M
WUBA
870
PUT
DELISTED
58.com Inc
WUBA
$1.97M 0.01%
+24,700
New +$1.95M
SINA
871
PUT
DELISTED
Sina Corp
SINA
$1.97M 0.01%
18,900
+14,000
+286% +$1.6M
APA icon
872
APA Corp
APA
$15.7B
$1.97M 0.01%
51,164
+43,396
+559% +$1.75M
OLN icon
873
CALL
Olin
OLN
$1.94B
$1.97M 0.01%
+64,800
New +$2.21M
PCAR icon
874
PUT
PACCAR
PCAR
$62.2B
$1.96M 0.01%
+44,400
New +$2.1M
K
875
CALL
DELISTED
Kellanova
K
$1.96M 0.01%
+32,057
New +$2.02M
33 34
35
36 37

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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.