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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
GM icon
401
CALL
General Motors
GM
$74B
$6.42M 0.04%
176,700
+165,000
+1,410% +$6.69M
APA icon
402
CALL
APA Corp
APA
$15.7B
$6.37M 0.04%
165,600
+136,800
+475% +$5.5M
GM icon
403
PUT
General Motors
GM
$74B
$6.36M 0.04%
175,000
+152,400
+674% +$6.18M
KHC icon
404
CALL
The Kraft Heinz Company
KHC
$29.3B
$6.3M 0.04%
101,200
+97,500
+2,635% +$6.98M
PXD
405
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$6.3M 0.04%
36,700
+27,900
+317% +$4.92M
PSA icon
406
PUT
Public Storage
PSA
$55.1B
$6.25M 0.04%
31,200
+27,900
+845% +$5.44M
TRV icon
407
CALL
Travelers Companies
TRV
$79B
$6.24M 0.03%
44,900
+34,200
+320% +$4.78M
ULTA icon
408
PUT
Ulta Beauty
ULTA
$22.7B
$6.23M 0.03%
30,500
+26,700
+703% +$5.78M
TRV icon
409
PUT
Travelers Companies
TRV
$79B
$6.15M 0.03%
+44,300
New +$6.19M
FLR icon
410
CALL
Fluor
FLR
$7.09B
$6.09M 0.03%
+106,500
New +$6.11M
GS icon
411
Goldman Sachs
GS
$273B
$6.08M 0.03%
24,162
+22,149
+1,100% +$5.77M
M icon
412
PUT
Macy's
M
$5.7B
$6.08M 0.03%
+204,600
New +$5.53M
NEM icon
413
CALL
Newmont
NEM
$128B
$6.05M 0.03%
154,800
+108,400
+234% +$4.18M
GD icon
414
CALL
General Dynamics
GD
$97.4B
$6.01M 0.03%
27,200
+24,700
+988% +$5.37M
MA icon
415
Mastercard
MA
$497B
$6M 0.03%
34,224
+29,271
+591% +$5M
SYK icon
416
PUT
Stryker
SYK
$109B
$5.99M 0.03%
+37,200
New +$6M
MET icon
417
CALL
MetLife
MET
$61.8B
$5.98M 0.03%
130,300
+59,700
+85% +$2.9M
ALGN icon
418
PUT
Align Technology
ALGN
$10.7B
$5.98M 0.03%
+23,800
New +$6.11M
AMGN icon
419
Amgen
AMGN
$203B
$5.96M 0.03%
+34,964
New +$6.42M
SU icon
420
PUT
Suncor Energy
SU
$80.6B
$5.96M 0.03%
172,500
+159,500
+1,227% +$5.56M
TSN icon
421
CALL
Tyson Foods
TSN
$18.3B
$5.94M 0.03%
81,200
+72,800
+867% +$5.56M
CLR
422
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$5.94M 0.03%
100,800
+89,700
+808% +$4.84M
DLTR icon
423
CALL
Dollar Tree
DLTR
$21.1B
$5.94M 0.03%
+62,600
New +$6.56M
BA icon
424
Boeing
BA
$160B
$5.92M 0.03%
18,062
+11,793
+188% +$3.98M
HD icon
425
Home Depot
HD
$302B
$5.88M 0.03%
32,975
+28,578
+650% +$5.36M
15 16
17
18 19

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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.