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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
VTI icon
276
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$681B
$10.4M 0.06%
+76,300
New +$10.7M
MRK icon
277
Merck
MRK
$355B
$10.3M 0.06%
+199,083
New +$10.8M
V icon
278
Visa
V
$701B
$10.3M 0.06%
86,465
+77,433
+857% +$9.38M
ATVI
279
PUT
DELISTED
Activision Blizzard
ATVI
$10.3M 0.06%
152,700
+138,500
+975% +$9.78M
BRK.B icon
280
Berkshire Hathaway Class B
BRK.B
$1.11T
$10.3M 0.06%
51,612
+48,424
+1,519% +$9.94M
TGT icon
281
PUT
Target
TGT
$70.1B
$10.3M 0.06%
148,100
+137,100
+1,246% +$9.98M
MPC icon
282
PUT
Marathon Petroleum
MPC
$115B
$10.2M 0.06%
138,900
+82,400
+146% +$5.67M
XYZ
283
CALL
Block Inc
XYZ
$47B
$10M 0.06%
204,000
+186,400
+1,059% +$8.56M
RHT
284
PUT
DELISTED
Red Hat Inc
RHT
$9.97M 0.06%
+66,700
New +$9.25M
LNC icon
285
PUT
Lincoln National
LNC
$8.32B
$9.84M 0.06%
+134,700
New +$10.6M
ULTA icon
286
CALL
Ulta Beauty
ULTA
$23.3B
$9.8M 0.05%
48,000
+44,300
+1,197% +$9.59M
CMCSA icon
287
CALL
Comcast
CMCSA
$86.7B
$9.78M 0.05%
286,100
+278,500
+3,664% +$10.8M
ECL icon
288
PUT
Ecolab
ECL
$77B
$9.77M 0.05%
+71,300
New +$9.59M
DLTR icon
289
PUT
Dollar Tree
DLTR
$21.2B
$9.64M 0.05%
+101,600
New +$10.7M
BP icon
290
CALL
BP
BP
$121B
$9.64M 0.05%
255,926
+223,590
+691% +$8.42M
ED icon
291
CALL
Consolidated Edison
ED
$38.9B
$9.63M 0.05%
123,500
+116,100
+1,569% +$9.02M
ZION icon
292
CALL
Zions Bancorporation
ZION
$9.92B
$9.62M 0.05%
182,400
+172,300
+1,706% +$9.27M
AAPL icon
293
Apple
AAPL
$4.84T
$9.61M 0.05%
229,188
+193,396
+540% +$8.33M
GSK icon
294
PUT
GSK
GSK
$100B
$9.58M 0.05%
+196,160
New +$9.14M
AAL icon
295
PUT
American Airlines Group
AAL
$8.45B
$9.58M 0.05%
+184,300
New +$9.87M
IWM icon
296
iShares Russell 2000 ETF
IWM
$76.9B
$9.56M 0.05%
62,955
-675,027
-91% -$104M
WDC icon
297
CALL
Western Digital
WDC
$149B
$9.5M 0.05%
136,269
+88,112
+183% +$5.93M
BP icon
298
PUT
BP
BP
$121B
$9.46M 0.05%
251,190
+228,249
+995% +$8.6M
DVN icon
299
CALL
Devon Energy
DVN
$56.5B
$9.37M 0.05%
294,600
+275,100
+1,411% +$10.1M
DAL icon
300
CALL
Delta Air Lines
DAL
$51.9B
$9.3M 0.05%
169,600
+144,800
+584% +$7.99M
10 11
12
13 14

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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.