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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
LMT icon
351
Lockheed Martin
LMT
$123B
$7.82M 0.04%
+23,139
New +$7.88M
ITW icon
352
PUT
Illinois Tool Works
ITW
$76.5B
$7.8M 0.04%
+49,800
New +$8.27M
EXPE icon
353
PUT
Expedia Group
EXPE
$35.2B
$7.72M 0.04%
+69,900
New +$8.14M
MMP
354
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$7.68M 0.04%
131,700
+125,100
+1,895% +$8.4M
PRU icon
355
PUT
Prudential Financial
PRU
$41.2B
$7.67M 0.04%
74,100
+64,600
+680% +$7.28M
UAL icon
356
PUT
United Airlines
UAL
$34.7B
$7.66M 0.04%
110,300
+100,800
+1,061% +$6.96M
LRCX icon
357
PUT
Lam Research
LRCX
$339B
$7.66M 0.04%
377,000
+247,000
+190% +$4.89M
XLP icon
358
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
$7.65M 0.04%
145,313
-22,912
-14% -$1.26M
IWB icon
359
iShares Russell 1000 ETF
IWB
$48.4B
$7.59M 0.04%
51,717
-360,707
-87% -$54.8M
YUM icon
360
CALL
Yum! Brands
YUM
$38.4B
$7.41M 0.04%
87,000
+60,200
+225% +$4.93M
MCD icon
361
McDonald's
MCD
$179B
$7.4M 0.04%
47,349
+44,432
+1,523% +$7.31M
CXO
362
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
$7.4M 0.04%
49,200
+11,000
+29% +$1.68M
KHC icon
363
PUT
Kraft Heinz
KHC
$29.3B
$7.32M 0.04%
+117,500
New +$8.41M
LUV icon
364
CALL
Southwest Airlines
LUV
$19.2B
$7.28M 0.04%
+127,000
New +$7.63M
IWV icon
365
iShares Russell 3000 ETF
IWV
$20.1B
$7.24M 0.04%
46,323
+41,574
+875% +$6.72M
REGN icon
366
PUT
Regeneron Pharmaceuticals
REGN
$79.7B
$7.23M 0.04%
+21,000
New +$7.3M
MGM icon
367
PUT
MGM Resorts International
MGM
$9.87B
$7.23M 0.04%
206,400
+182,100
+749% +$6.4M
XLB icon
368
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.39B
$7.21M 0.04%
+253,200
New +$7.68M
PANW icon
369
CALL
Palo Alto Networks
PANW
$307B
$7.21M 0.04%
238,200
+179,400
+305% +$4.98M
WFC icon
370
Wells Fargo
WFC
$271B
$7.16M 0.04%
136,662
+70,011
+105% +$4.16M
UNP icon
371
Union Pacific
UNP
$169B
$7.15M 0.04%
53,221
+39,573
+290% +$5.32M
SAP icon
372
PUT
SAP
SAP
$249B
$7.13M 0.04%
67,800
+62,700
+1,229% +$6.77M
B
373
PUT
Barrick Mining
B
$70.3B
$7.09M 0.04%
569,800
+500,900
+727% +$6.66M
TWTR
374
PUT
DELISTED
Twitter, Inc.
TWTR
$7.08M 0.04%
244,000
+225,500
+1,219% +$6.61M
ABT icon
375
PUT
Abbott
ABT
$177B
$7.02M 0.04%
+117,200
New +$7.06M
13 14
15
16 17

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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.