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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
X
326
CALL
DELISTED
US Steel
X
$8.58M 0.05%
243,800
+221,900
+1,013% +$8.74M
RCL icon
327
PUT
Royal Caribbean
RCL
$66.7B
$8.57M 0.05%
72,800
+59,900
+464% +$7.57M
RCL icon
328
CALL
Royal Caribbean
RCL
$66.7B
$8.56M 0.05%
72,700
+38,200
+111% +$4.83M
CI icon
329
PUT
Cigna
CI
$76.3B
$8.47M 0.05%
50,500
+48,500
+2,425% +$9.43M
IJH icon
330
CALL
iShares Core S&P Mid-Cap ETF
IJH
$122B
$8.4M 0.05%
224,000
+49,500
+28% +$1.89M
UAL icon
331
CALL
United Airlines
UAL
$34.7B
$8.36M 0.05%
120,400
+106,200
+748% +$7.34M
EBAY icon
332
PUT
eBay
EBAY
$48.1B
$8.36M 0.05%
207,800
+185,600
+836% +$7.68M
STT icon
333
CALL
State Street
STT
$50.9B
$8.26M 0.05%
82,800
+72,300
+689% +$7.58M
BAX icon
334
CALL
Baxter International
BAX
$12.3B
$8.24M 0.05%
+126,700
New +$8.57M
EXPE icon
335
CALL
Expedia Group
EXPE
$35.2B
$8.24M 0.05%
74,600
+71,100
+2,031% +$8.28M
ADSK icon
336
CALL
Autodesk
ADSK
$47.3B
$8.2M 0.05%
65,300
+45,400
+228% +$5.41M
OXY icon
337
CALL
Occidental Petroleum
OXY
$63.5B
$8.16M 0.05%
125,600
+99,800
+387% +$6.98M
BUD icon
338
CALL
AB InBev
BUD
$156B
$8.13M 0.05%
73,900
+57,600
+353% +$6.39M
PANW icon
339
PUT
Palo Alto Networks
PANW
$307B
$8.11M 0.05%
268,200
+243,600
+990% +$6.77M
APA icon
340
PUT
APA Corp
APA
$16.6B
$8.05M 0.05%
209,100
+187,600
+873% +$7.55M
RIO icon
341
PUT
Rio Tinto
RIO
$158B
$8.04M 0.05%
156,000
+150,200
+2,590% +$8.19M
ALGN icon
342
CALL
Align Technology
ALGN
$10.4B
$8.04M 0.05%
32,000
+29,900
+1,424% +$7.68M
ANDV
343
CALL
DELISTED
Andeavor
ANDV
$8M 0.04%
79,500
+32,600
+70% +$3.4M
DVN icon
344
PUT
Devon Energy
DVN
$56.5B
$7.93M 0.04%
249,600
+222,800
+831% +$8.18M
MCK icon
345
PUT
McKesson
MCK
$105B
$7.88M 0.04%
+55,900
New +$8.71M
IWF icon
346
iShares Russell 1000 Growth ETF
IWF
$123B
$7.86M 0.04%
230,996
-250,896
-52% -$8.8M
KSS icon
347
CALL
Kohl's
KSS
$1.85B
$7.85M 0.04%
+119,800
New +$7.6M
TJX icon
348
PUT
TJX Companies
TJX
$137B
$7.85M 0.04%
+192,400
New +$7.61M
WM icon
349
CALL
Waste Management
WM
$86.8B
$7.83M 0.04%
93,100
+89,500
+2,486% +$7.68M
NEM icon
350
PUT
Newmont
NEM
$131B
$7.83M 0.04%
200,300
+168,100
+522% +$6.49M
12 13
14
15 16

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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.