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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
XOP icon
226
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
$12.9M 0.07%
91,450
+75,675
+480% +$10.8M
XLF icon
227
State Street Financial Select Sector SPDR ETF
XLF
$54.4B
$12.8M 0.07%
466,027
-55,965
-11% -$1.61M
ECL icon
228
CALL
Ecolab
ECL
$77B
$12.8M 0.07%
93,300
+87,000
+1,381% +$11.7M
TEVA icon
229
CALL
Teva Pharmaceuticals
TEVA
$45.7B
$12.8M 0.07%
746,500
+700,600
+1,526% +$13.7M
TMO icon
230
PUT
Thermo Fisher Scientific
TMO
$237B
$12.7M 0.07%
61,700
+59,900
+3,328% +$12.6M
WHR icon
231
CALL
Whirlpool
WHR
$2.15B
$12.7M 0.07%
83,200
+74,900
+902% +$12.5M
SWKS icon
232
PUT
Skyworks Solutions
SWKS
$13.5B
$12.7M 0.07%
126,600
+100,100
+378% +$10.4M
DD icon
233
PUT
DuPont de Nemours
DD
$17.3B
$12.5M 0.07%
77,634
+63,695
+457% +$11.5M
AMT icon
234
PUT
American Tower
AMT
$82.8B
$12.5M 0.07%
85,900
+81,600
+1,898% +$11.5M
REGN icon
235
CALL
Regeneron Pharmaceuticals
REGN
$79.7B
$12.5M 0.07%
36,200
+34,800
+2,486% +$12.1M
EOG icon
236
PUT
EOG Resources
EOG
$80.6B
$12.5M 0.07%
118,400
+90,100
+318% +$9.72M
CVS icon
237
CALL
CVS Health
CVS
$121B
$12.4M 0.07%
199,600
+183,100
+1,110% +$13.1M
TMO icon
238
CALL
Thermo Fisher Scientific
TMO
$237B
$12.3M 0.07%
59,600
+45,300
+317% +$9.51M
USB icon
239
PUT
US Bancorp
USB
$96.9B
$12.3M 0.07%
243,300
+188,100
+341% +$10.3M
ADP icon
240
CALL
Automatic Data Processing
ADP
$110B
$12.3M 0.07%
108,000
+97,400
+919% +$11.4M
TWTR
241
CALL
DELISTED
Twitter, Inc.
TWTR
$12.2M 0.07%
421,700
+374,200
+788% +$11M
KRE icon
242
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.31B
$12.2M 0.07%
201,900
+169,400
+521% +$10.5M
CL icon
243
PUT
Colgate-Palmolive
CL
$69.4B
$12.2M 0.07%
169,600
+158,600
+1,442% +$11.4M
GOOG icon
244
Alphabet (Google) Class C
GOOG
$4.18T
$11.9M 0.07%
230,880
+214,800
+1,336% +$11.9M
STZ icon
245
PUT
Constellation Brands
STZ
$21.1B
$11.8M 0.07%
51,900
+43,900
+549% +$9.67M
CMI icon
246
PUT
Cummins
CMI
$74.1B
$11.8M 0.07%
72,800
+63,100
+651% +$10.8M
NOC icon
247
CALL
Northrop Grumman
NOC
$75.5B
$11.8M 0.07%
33,700
+26,400
+362% +$8.84M
FXE icon
248
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$357M
$11.7M 0.07%
+98,800
New +$11.7M
PNC icon
249
CALL
PNC Financial Services
PNC
$96.1B
$11.7M 0.07%
+77,300
New +$12M
ADP icon
250
PUT
Automatic Data Processing
ADP
$110B
$11.7M 0.07%
102,800
+96,400
+1,506% +$11.2M
8 9
10
11 12

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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.