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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
DXJ icon
1401
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.16B
$784K ﹤0.01%
14,000
+9,400
+204% +$547K
SH icon
1402
ProShares Short S&P500
SH
$914M
$784K ﹤0.01%
6,465
-5,258
-45% -$620K
WPM icon
1403
PUT
Wheaton Precious Metals
WPM
$69.1B
$782K ﹤0.01%
38,400
+27,800
+262% +$571K
AMX icon
1404
America Movil
AMX
$68.9B
$781K ﹤0.01%
+40,929
New +$757K
NTR icon
1405
Nutrien
NTR
$37.7B
$779K ﹤0.01%
+16,487
New +$826K
GES
1406
CALL
DELISTED
Guess Inc
GES
$776K ﹤0.01%
+37,400
New +$624K
EXP icon
1407
Eagle Materials
EXP
$5.45B
$775K ﹤0.01%
+7,523
New +$811K
BID
1408
PUT
DELISTED
Sotheby's
BID
$775K ﹤0.01%
+15,100
New +$769K
JBLU icon
1409
PUT
JetBlue
JBLU
$1.68B
$774K ﹤0.01%
+38,100
New +$810K
EIX icon
1410
Edison International
EIX
$21.4B
$771K ﹤0.01%
+12,113
New +$746K
MXIM
1411
PUT
DELISTED
Maxim Integrated Products
MXIM
$771K ﹤0.01%
+12,800
New +$758K
LLL
1412
DELISTED
L3 Technologies, Inc.
LLL
$771K ﹤0.01%
+3,705
New +$768K
BMRN icon
1413
CALL
BioMarin Pharmaceuticals
BMRN
$12.6B
$770K ﹤0.01%
9,500
+5,000
+111% +$429K
ACWX icon
1414
iShares MSCI ACWI ex US ETF
ACWX
$12.4B
$769K ﹤0.01%
15,476
+5,984
+63% +$304K
IEV icon
1415
iShares Europe ETF
IEV
$1.64B
$769K ﹤0.01%
16,500
+1,008
+7% +$48.2K
APO icon
1416
CALL
Apollo Global Management
APO
$74.4B
$767K ﹤0.01%
25,900
+18,800
+265% +$632K
HCA icon
1417
PUT
HCA Healthcare
HCA
$92.9B
$766K ﹤0.01%
7,900
+4,600
+139% +$446K
PARA
1418
DELISTED
Paramount Global Class B
PARA
$757K ﹤0.01%
14,721
-7,228
-33% -$397K
LEG
1419
CALL
DELISTED
Leggett & Platt
LEG
$754K ﹤0.01%
+17,000
New +$779K
ATI icon
1420
PUT
ATI
ATI
$25B
$751K ﹤0.01%
+31,700
New +$850K
VMC icon
1421
Vulcan Materials
VMC
$31.7B
$751K ﹤0.01%
+6,574
New +$828K
BNDX icon
1422
Vanguard Total International Bond ETF
BNDX
$82.8B
$749K ﹤0.01%
+13,691
New +$742K
IMAX icon
1423
CALL
IMAX
IMAX
$2.84B
$749K ﹤0.01%
+39,000
New +$811K
IMAX icon
1424
PUT
IMAX
IMAX
$2.84B
$747K ﹤0.01%
+38,900
New +$809K
MOMO
1425
PUT
Hello Group
MOMO
$704M
$744K ﹤0.01%
+19,900
New +$633K
55 56
57
58 59

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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.