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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
ACM icon
1051
CALL
Aecom
ACM
$9.3B
$1.47M 0.01%
+41,300
New +$1.53M
BCE icon
1052
CALL
BCE
BCE
$20.2B
$1.47M 0.01%
+34,200
New +$1.54M
SHAK icon
1053
CALL
Shake Shack
SHAK
$2.53B
$1.47M 0.01%
35,300
+5,100
+17% +$212K
LYV icon
1054
PUT
Live Nation Entertainment
LYV
$40.6B
$1.46M 0.01%
+34,700
New +$1.54M
ALRM icon
1055
CALL
Alarm.com
ALRM
$2.71B
$1.46M 0.01%
+38,700
New +$1.46M
QCOM icon
1056
Qualcomm
QCOM
$155B
$1.46M 0.01%
+26,281
New +$1.67M
SPLV icon
1057
Invesco S&P 500 Low Volatility ETF
SPLV
$7.12B
$1.46M 0.01%
31,006
-293,388
-90% -$13.9M
TTM
1058
PUT
DELISTED
Tata Motors Limited
TTM
$1.46M 0.01%
+56,600
New +$1.66M
KBH icon
1059
CALL
KB Home
KBH
$3.37B
$1.45M 0.01%
51,100
+40,400
+378% +$1.26M
UN
1060
DELISTED
Unilever NV New York Registry Shares
UN
$1.45M 0.01%
25,665
+21,902
+582% +$1.2M
FXI icon
1061
CALL
iShares China Large-Cap ETF
FXI
$4.37B
$1.45M 0.01%
+30,600
New +$1.5M
SNAP icon
1062
CALL
Snap
SNAP
$7.89B
$1.44M 0.01%
+91,000
New +$1.48M
GG
1063
CALL
DELISTED
Goldcorp Inc
GG
$1.44M 0.01%
+104,400
New +$1.41M
URBN icon
1064
CALL
Urban Outfitters
URBN
$6.35B
$1.44M 0.01%
39,000
+30,700
+370% +$1.08M
VMC icon
1065
PUT
Vulcan Materials
VMC
$34.8B
$1.43M 0.01%
+12,500
New +$1.57M
BIL icon
1066
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$1.42M 0.01%
+15,551
New +$1.42M
PAA icon
1067
PUT
Plains All American Pipeline
PAA
$17.3B
$1.42M 0.01%
+64,300
New +$1.41M
STI
1068
PUT
DELISTED
SunTrust Banks, Inc.
STI
$1.42M 0.01%
+20,800
New +$1.44M
MLCO icon
1069
Melco Resorts & Entertainment
MLCO
$2.22B
$1.41M 0.01%
+48,586
New +$1.36M
HOLX
1070
CALL
DELISTED
Hologic
HOLX
$1.39M 0.01%
+37,300
New +$1.51M
VTR icon
1071
Ventas
VTR
$48B
$1.39M 0.01%
28,085
+24,650
+718% +$1.29M
MCO icon
1072
PUT
Moody's
MCO
$82.8B
$1.39M 0.01%
+8,600
New +$1.39M
RRC icon
1073
CALL
Range Resources
RRC
$9.38B
$1.39M 0.01%
95,300
+80,000
+523% +$1.2M
DNKN
1074
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.39M 0.01%
+23,200
New +$1.44M
NFX
1075
CALL
DELISTED
Newfield Exploration
NFX
$1.38M 0.01%
56,600
+39,200
+225% +$1.1M
41 42
43
44 45

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OAM
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NOCM
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TIM
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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.