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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
ACM icon
1051
CALL
Aecom
ACM
$8.16B
$1.47M 0.01%
+41,300
New +$1.53M
BCE icon
1052
CALL
BCE
BCE
$20.8B
$1.47M 0.01%
+34,200
New +$1.54M
SHAK icon
1053
CALL
Shake Shack
SHAK
$2.26B
$1.47M 0.01%
35,300
+5,100
+17% +$212K
LYV icon
1054
PUT
Live Nation Entertainment
LYV
$39.2B
$1.46M 0.01%
+34,700
New +$1.54M
ALRM icon
1055
CALL
Alarm.com
ALRM
$2.66B
$1.46M 0.01%
+38,700
New +$1.46M
QCOM icon
1056
Qualcomm
QCOM
$202B
$1.46M 0.01%
+26,281
New +$1.67M
SPLV icon
1057
Invesco S&P 500 Low Volatility ETF
SPLV
$7.05B
$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
$2.98B
$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
$4.08B
$1.45M 0.01%
+30,600
New +$1.5M
SNAP icon
1062
CALL
Snap
SNAP
$9.56B
$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
$6.5B
$1.44M 0.01%
39,000
+30,700
+370% +$1.08M
VMC icon
1065
PUT
Vulcan Materials
VMC
$31.7B
$1.43M 0.01%
+12,500
New +$1.57M
BIL icon
1066
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47B
$1.42M 0.01%
+15,551
New +$1.42M
PAA icon
1067
PUT
Plains All American Pipeline
PAA
$17.9B
$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
$1.78B
$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
$45B
$1.39M 0.01%
28,085
+24,650
+718% +$1.29M
MCO icon
1072
PUT
Moody's
MCO
$80B
$1.39M 0.01%
+8,600
New +$1.39M
RRC icon
1073
CALL
Range Resources
RRC
$9.14B
$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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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.