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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
JD icon
301
CALL
JD.com
JD
$36.6B
$9.29M 0.05%
229,500
+155,900
+212% +$7.07M
ELV icon
302
PUT
Elevance Health
ELV
$90.6B
$9.23M 0.05%
42,000
+38,900
+1,255% +$9.14M
CTSH icon
303
CALL
Cognizant
CTSH
$28.5B
$9.2M 0.05%
114,300
+108,500
+1,871% +$8.58M
D icon
304
CALL
Dominion Energy
D
$56.2B
$9.16M 0.05%
135,900
+130,400
+2,371% +$9.63M
RTN
305
PUT
DELISTED
Raytheon Company
RTN
$9.15M 0.05%
42,400
+40,400
+2,020% +$8.36M
XOP icon
306
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
$9.13M 0.05%
64,825
+51,750
+396% +$7.41M
CXO
307
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
$9.1M 0.05%
60,500
+46,600
+335% +$7.1M
TXN icon
308
CALL
Texas Instruments
TXN
$241B
$9.08M 0.05%
87,400
+62,600
+252% +$6.78M
HES
309
PUT
DELISTED
Hess
HES
$9.02M 0.05%
178,200
+88,400
+98% +$4.33M
INTU icon
310
PUT
Intuit
INTU
$88B
$9.01M 0.05%
52,000
+46,800
+900% +$7.87M
XYZ
311
PUT
Block Inc
XYZ
$47B
$8.95M 0.05%
181,800
+170,300
+1,481% +$7.82M
MCD icon
312
CALL
McDonald's
MCD
$179B
$8.88M 0.05%
56,800
+30,000
+112% +$4.94M
ADI icon
313
CALL
Analog Devices
ADI
$175B
$8.87M 0.05%
97,300
+94,700
+3,642% +$8.62M
WDAY icon
314
CALL
Workday
WDAY
$46B
$8.83M 0.05%
69,500
+64,400
+1,263% +$7.88M
DD icon
315
CALL
DuPont de Nemours
DD
$17.3B
$8.83M 0.05%
54,731
+44,701
+446% +$8.09M
ALXN
316
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
$8.83M 0.05%
+79,200
New +$9.47M
NEE icon
317
PUT
NextEra Energy
NEE
$169B
$8.77M 0.05%
214,800
+208,400
+3,256% +$8.04M
NTES icon
318
PUT
NetEase
NTES
$76.5B
$8.75M 0.05%
156,000
+106,500
+215% +$6.69M
COR icon
319
CALL
Cencora
COR
$61.7B
$8.72M 0.05%
101,200
+81,500
+414% +$7.83M
BLK icon
320
CALL
Blackrock
BLK
$164B
$8.72M 0.05%
16,100
+14,700
+1,050% +$8.07M
CB icon
321
CALL
Chubb
CB
$132B
$8.71M 0.05%
+63,700
New +$9.23M
LVS icon
322
PUT
Las Vegas Sands
LVS
$26.7B
$8.63M 0.05%
120,100
+104,000
+646% +$7.62M
AMT icon
323
CALL
American Tower
AMT
$82.8B
$8.63M 0.05%
59,400
+57,400
+2,870% +$8.09M
CME icon
324
CME Group
CME
$98.9B
$8.62M 0.05%
53,284
+3,127
+6% +$498K
STI
325
CALL
DELISTED
SunTrust Banks, Inc.
STI
$8.61M 0.05%
126,500
+118,400
+1,462% +$8.21M
11 12
13
14 15

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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.