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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
ALK icon
1201
CALL
Alaska Air
ALK
$4.47B
$1.1M 0.01%
17,700
+13,700
+343% +$909K
DELL icon
1202
Dell
DELL
$374B
$1.1M 0.01%
+53,417
New +$1.15M
DISH
1203
CALL
DELISTED
DISH Network Corp.
DISH
$1.09M 0.01%
+28,900
New +$1.27M
WELL icon
1204
PUT
Welltower
WELL
$167B
$1.09M 0.01%
+20,100
New +$1.13M
WBD icon
1205
Warner Bros
WBD
$70.8B
$1.09M 0.01%
+50,955
New +$1.21M
CC icon
1206
CALL
Chemours
CC
$2.17B
$1.09M 0.01%
+22,300
New +$1.11M
RDS.A
1207
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$1.08M 0.01%
17,000
+10,000
+143% +$659K
BHP icon
1208
CALL
BHP
BHP
$220B
$1.08M 0.01%
27,352
+17,375
+174% +$731K
MTD icon
1209
Mettler-Toledo International
MTD
$28.3B
$1.08M 0.01%
+1,884
New +$1.18M
PVH icon
1210
PVH
PVH
$3.39B
$1.08M 0.01%
+7,151
New +$1.04M
CBRE icon
1211
CALL
CBRE Group
CBRE
$40.3B
$1.08M 0.01%
22,900
+12,900
+129% +$588K
NWL icon
1212
Newell Brands
NWL
$2.39B
$1.08M 0.01%
+42,369
New +$1.2M
FLEX icon
1213
PUT
Flex
FLEX
$40.3B
$1.08M 0.01%
+87,715
New +$1.2M
GLD icon
1214
SPDR Gold Trust
GLD
$147B
$1.07M 0.01%
+8,522
New +$1.07M
IRBT
1215
PUT
DELISTED
iRobot
IRBT
$1.07M 0.01%
+16,700
New +$1.26M
DG icon
1216
Dollar General
DG
$27.6B
$1.07M 0.01%
+11,448
New +$1.1M
FIVE icon
1217
CALL
Five Below
FIVE
$13B
$1.07M 0.01%
+14,600
New +$984K
VLO icon
1218
Valero Energy
VLO
$119B
$1.07M 0.01%
11,541
+6,141
+114% +$573K
BG icon
1219
Bunge Global
BG
$22.9B
$1.07M 0.01%
14,454
+5,836
+68% +$441K
EIX icon
1220
PUT
Edison International
EIX
$21.4B
$1.07M 0.01%
+16,800
New +$1.03M
TWLO icon
1221
CALL
Twilio
TWLO
$37.8B
$1.07M 0.01%
+28,000
New +$887K
KLAC icon
1222
PUT
KLA
KLAC
$221B
$1.07M 0.01%
+98,000
New +$1.09M
SNAP icon
1223
PUT
Snap
SNAP
$9.56B
$1.06M 0.01%
67,100
+45,300
+208% +$735K
ING icon
1224
PUT
ING
ING
$105B
$1.06M 0.01%
+62,700
New +$1.16M
EWW icon
1225
CALL
iShares MSCI Mexico ETF
EWW
$1.72B
$1.06M 0.01%
+20,600
New +$1.06M
47 48
49
50 51

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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.