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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
AXP icon
376
CALL
American Express
AXP
$219B
$7.01M 0.04%
75,200
+56,100
+294% +$5.43M
VRTX icon
377
CALL
Vertex Pharmaceuticals
VRTX
$130B
$6.99M 0.04%
+42,900
New +$7.01M
BIIB icon
378
PUT
Biogen
BIIB
$31.9B
$6.96M 0.04%
+25,400
New +$7.88M
TIF
379
CALL
DELISTED
Tiffany & Co.
TIF
$6.95M 0.04%
71,200
+60,900
+591% +$6.29M
PRU icon
380
CALL
Prudential Financial
PRU
$41.2B
$6.94M 0.04%
67,000
+51,000
+319% +$5.75M
WDAY icon
381
PUT
Workday
WDAY
$46B
$6.92M 0.04%
+54,400
New +$6.66M
DEO icon
382
PUT
Diageo
DEO
$48.3B
$6.87M 0.04%
50,700
+43,800
+635% +$6.09M
WHR icon
383
PUT
Whirlpool
WHR
$2.15B
$6.86M 0.04%
+44,800
New +$7.48M
BUD icon
384
AB InBev
BUD
$156B
$6.82M 0.04%
62,033
+55,053
+789% +$6.11M
SWKS icon
385
CALL
Skyworks Solutions
SWKS
$13.5B
$6.8M 0.04%
67,800
+34,100
+101% +$3.55M
INTU icon
386
CALL
Intuit
INTU
$88B
$6.79M 0.04%
39,200
+31,700
+423% +$5.33M
ABT icon
387
CALL
Abbott
ABT
$177B
$6.75M 0.04%
112,700
+98,200
+677% +$5.92M
MDLZ icon
388
PUT
Mondelez International
MDLZ
$79.3B
$6.75M 0.04%
161,700
+71,000
+78% +$3.08M
PSX icon
389
PUT
Phillips 66
PSX
$106B
$6.74M 0.04%
+70,300
New +$6.84M
ETN icon
390
PUT
Eaton
ETN
$152B
$6.69M 0.04%
+83,700
New +$6.87M
HWM icon
391
CALL
Howmet Aerospace
HWM
$89.6B
$6.65M 0.04%
376,465
+350,907
+1,373% +$7.14M
X
392
PUT
DELISTED
US Steel
X
$6.64M 0.04%
188,700
+180,500
+2,201% +$7.11M
SLB icon
393
SLB Ltd
SLB
$80.4B
$6.63M 0.04%
102,262
+73,669
+258% +$5.15M
TJX icon
394
CALL
TJX Companies
TJX
$137B
$6.62M 0.04%
+162,200
New +$6.41M
XLY icon
395
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.1B
$6.59M 0.04%
130,068
+119,810
+1,168% +$6.25M
DFS
396
PUT
DELISTED
Discover Financial Services
DFS
$6.54M 0.04%
90,900
+85,400
+1,553% +$6.59M
OEF icon
397
iShares S&P 100 ETF
OEF
$20.1B
$6.52M 0.04%
56,202
+52,224
+1,313% +$6.33M
VMW
398
CALL
DELISTED
VMware, Inc
VMW
$6.5M 0.04%
53,600
+51,400
+2,336% +$6.47M
CVX icon
399
Chevron
CVX
$427B
$6.48M 0.04%
56,834
+41,307
+266% +$4.94M
LLY icon
400
PUT
Eli Lilly
LLY
$1.01T
$6.46M 0.04%
+83,500
New +$6.72M
14 15
16
17 18

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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.