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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
TRIP icon
1326
PUT
TripAdvisor
TRIP
$1.04B
$900K 0.01%
22,000
+14,500
+193% +$567K
AMD icon
1327
Advanced Micro Devices
AMD
$890B
$899K 0.01%
89,404
+61,696
+223% +$732K
VIRT icon
1328
Virtu Financial
VIRT
$5.06B
$899K 0.01%
+27,234
New +$705K
PCAR icon
1329
PACCAR
PCAR
$61.8B
$897K 0.01%
20,334
+15,561
+326% +$736K
TSN icon
1330
Tyson Foods
TSN
$18.4B
$895K 0.01%
+12,230
New +$933K
PCAR icon
1331
CALL
PACCAR
PCAR
$61.8B
$893K 0.01%
+20,250
New +$958K
NBL
1332
CALL
DELISTED
Noble Energy, Inc.
NBL
$891K 0.01%
+29,400
New +$885K
MOMO
1333
CALL
Hello Group
MOMO
$704M
$890K 0.01%
+23,800
New +$757K
BNY
1334
CALL
Bank of New York Mellon
BNY
$104B
$886K 0.01%
17,200
+2,600
+18% +$145K
RF icon
1335
CALL
Regions Financial
RF
$24.3B
$886K 0.01%
+47,700
New +$904K
DXC icon
1336
PUT
DXC Technology
DXC
$1.83B
$885K 0.01%
+10,173
New +$890K
IYM icon
1337
iShares US Basic Materials ETF
IYM
$1.19B
$883K ﹤0.01%
9,188
-35,144
-79% -$3.6M
OC icon
1338
Owens Corning
OC
$9.84B
$883K ﹤0.01%
10,985
+8,121
+284% +$708K
CDE icon
1339
CALL
Coeur Mining
CDE
$20.5B
$880K ﹤0.01%
+110,000
New +$880K
KMX icon
1340
CarMax
KMX
$8.28B
$880K ﹤0.01%
+14,200
New +$928K
JACK icon
1341
CALL
Jack in the Box
JACK
$254M
$879K ﹤0.01%
+10,300
New +$922K
AMX icon
1342
PUT
America Movil
AMX
$68.9B
$878K ﹤0.01%
+46,000
New +$851K
CNC icon
1343
PUT
Centene
CNC
$33.1B
$876K ﹤0.01%
+16,400
New +$855K
IDV icon
1344
iShares International Select Dividend ETF
IDV
$8.61B
$874K ﹤0.01%
+26,491
New +$902K
SGI
1345
CALL
Somnigroup International
SGI
$13.7B
$874K ﹤0.01%
77,200
+64,400
+503% +$884K
TRN icon
1346
CALL
Trinity Industries
TRN
$2.26B
$871K ﹤0.01%
+37,086
New +$913K
BOX icon
1347
CALL
Box
BOX
$4.76B
$865K ﹤0.01%
+42,100
New +$906K
ABT icon
1348
Abbott
ABT
$177B
$859K ﹤0.01%
+14,329
New +$863K
ENB icon
1349
PUT
Enbridge
ENB
$106B
$859K ﹤0.01%
+27,300
New +$956K
ITB icon
1350
iShares US Home Construction ETF
ITB
$2.13B
$859K ﹤0.01%
21,763
+15,490
+247% +$646K
52 53
54
55 56

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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.