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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-1.62%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$17.9B
AUM Growth
+$14.1B
Cap. Flow
+$14.7B
Cap. Flow %
82.18%
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 Financials 0.77%
2 Technology 0.65%
3 Healthcare 0.56%
4 Consumer Discretionary 0.53%
5 Industrials 0.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AMLP icon
1651
Alerian MLP ETF
AMLP
$13B
$504K ﹤0.01%
10,762
-11,708
-52% -$626K
CENX icon
1652
CALL
Century Aluminum
CENX
$4.43B
$503K ﹤0.01%
+30,400
New +$635K
WCG
1653
PUT
DELISTED
Wellcare Health Plans, Inc.
WCG
$503K ﹤0.01%
+2,600
New +$521K
ELV icon
1654
Elevance Health
ELV
$81.5B
$500K ﹤0.01%
+2,277
New +$535K
IWN icon
1655
PUT
iShares Russell 2000 Value ETF
IWN
$14.3B
$500K ﹤0.01%
+4,100
New +$513K
BCS icon
1656
PUT
Barclays
BCS
$92.7B
$499K ﹤0.01%
+44,141
New +$481K
LKQ icon
1657
LKQ Corp
LKQ
$5.68B
$499K ﹤0.01%
+13,140
New +$533K
URBN icon
1658
PUT
Urban Outfitters
URBN
$6.35B
$499K ﹤0.01%
+13,500
New +$473K
SKX
1659
PUT
DELISTED
Skechers
SKX
$498K ﹤0.01%
12,800
+7,400
+137% +$295K
SWBI icon
1660
CALL
Smith & Wesson
SWBI
$651M
$498K ﹤0.01%
+62,838
New +$529K
SLCA
1661
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$498K ﹤0.01%
+19,508
New +$598K
CMA
1662
DELISTED
Comerica
CMA
$497K ﹤0.01%
+5,179
New +$494K
RS icon
1663
PUT
Reliance Steel & Aluminium
RS
$20.7B
$497K ﹤0.01%
+5,800
New +$518K
NUAN
1664
CALL
DELISTED
Nuance Communications, Inc.
NUAN
$496K ﹤0.01%
+36,383
New +$532K
SFLY
1665
CALL
DELISTED
Shutterfly, Inc.
SFLY
$496K ﹤0.01%
+6,100
New +$425K
ARCC icon
1666
Ares Capital
ARCC
$13.5B
$495K ﹤0.01%
31,186
+15,365
+97% +$243K
FLG
1667
Flagstar Bank National Association
FLG
$5.93B
$493K ﹤0.01%
12,606
-3,481
-22% -$144K
WWE
1668
CALL
DELISTED
World Wrestling Entertainment
WWE
$493K ﹤0.01%
+13,700
New +$482K
DATA
1669
PUT
DELISTED
Tableau Software, Inc.
DATA
$493K ﹤0.01%
+6,100
New +$483K
FNSR
1670
CALL
DELISTED
Finisar Corp
FNSR
$493K ﹤0.01%
31,200
+17,700
+131% +$334K
IEZ icon
1671
iShares US Oil Equipment & Services ETF
IEZ
$361M
$492K ﹤0.01%
+15,179
New +$537K
TSCO icon
1672
PUT
Tractor Supply
TSCO
$16.1B
$492K ﹤0.01%
+39,000
New +$543K
IBB icon
1673
iShares Biotechnology ETF
IBB
$9.34B
$491K ﹤0.01%
4,597
-27,080
-85% -$3M
CNX icon
1674
PUT
CNX Resources
CNX
$5.3B
$489K ﹤0.01%
+31,700
New +$473K
GME icon
1675
CALL
GameStop
GME
$9.75B
$488K ﹤0.01%
+154,800
New +$632K
65 66
67
68 69

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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 deployed $14.7B of net new capital in Q1 2018, opening 1,456 new positions and adding to 953 existing holdings. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M.

By sector, the portfolio is most concentrated in Financials at 0.77% of assets, down from 1.2% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $104M trimmed.

  • 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.