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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
DISCK
1501
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$660K ﹤0.01%
+33,802
New +$757K
IYE icon
1502
iShares US Energy ETF
IYE
$1.87B
$657K ﹤0.01%
+17,774
New +$689K
QRVO icon
1503
Qorvo
QRVO
$10.5B
$656K ﹤0.01%
9,308
+5,298
+132% +$399K
TTWO icon
1504
Take-Two Interactive
TTWO
$39.4B
$652K ﹤0.01%
6,665
+146
+2% +$16.4K
UHS icon
1505
CALL
Universal Health Services
UHS
$10.7B
$651K ﹤0.01%
+5,500
New +$653K
WUBA
1506
DELISTED
58.com Inc
WUBA
$651K ﹤0.01%
+8,154
New +$644K
DECK icon
1507
PUT
Deckers Outdoor
DECK
$10.9B
$648K ﹤0.01%
+43,200
New +$649K
LOGI icon
1508
Logitech
LOGI
$14.7B
$647K ﹤0.01%
+17,625
New +$682K
MTOR
1509
CALL
DELISTED
MERITOR, Inc.
MTOR
$646K ﹤0.01%
+31,400
New +$760K
J icon
1510
CALL
Jacobs Solutions
J
$16.9B
$645K ﹤0.01%
+13,178
New +$697K
FTNT icon
1511
Fortinet
FTNT
$127B
$643K ﹤0.01%
+59,990
New +$584K
TRGP icon
1512
Targa Resources
TRGP
$61.1B
$642K ﹤0.01%
+14,582
New +$695K
CDNS icon
1513
CALL
Cadence Design Systems
CDNS
$77.3B
$640K ﹤0.01%
+17,400
New +$710K
HBAN icon
1514
Huntington Bancshares
HBAN
$32.1B
$639K ﹤0.01%
+42,289
New +$665K
PRKS icon
1515
CALL
United Parks & Resorts
PRKS
$1.62B
$638K ﹤0.01%
+43,000
New +$632K
IP icon
1516
PUT
International Paper
IP
$18.8B
$636K ﹤0.01%
+12,566
New +$698K
VIPS icon
1517
Vipshop
VIPS
$5.8B
$635K ﹤0.01%
+38,177
New +$631K
AGN
1518
DELISTED
Allergan plc
AGN
$634K ﹤0.01%
3,769
+1,755
+87% +$294K
CE icon
1519
CALL
Celanese
CE
$5.14B
$631K ﹤0.01%
+6,300
New +$665K
PKG icon
1520
CALL
Packaging Corp of America
PKG
$21B
$631K ﹤0.01%
5,600
+3,100
+124% +$374K
CLB icon
1521
Core Laboratories
CLB
$523M
$629K ﹤0.01%
+5,811
New +$643K
ALKS icon
1522
Alkermes
ALKS
$7.84B
$628K ﹤0.01%
+10,831
New +$634K
CLB icon
1523
PUT
Core Laboratories
CLB
$523M
$628K ﹤0.01%
+5,800
New +$642K
FXE icon
1524
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$355M
$627K ﹤0.01%
+5,300
New +$627K
VOD icon
1525
PUT
Vodafone
VOD
$40.5B
$626K ﹤0.01%
22,500
+11,700
+108% +$349K
59 60
61
62 63

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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.