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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
CTSH icon
426
PUT
Cognizant
CTSH
$28.5B
$5.87M 0.03%
+72,900
New +$5.76M
IWD icon
427
iShares Russell 1000 Value ETF
IWD
$82.8B
$5.86M 0.03%
48,807
-20,849
-30% -$2.6M
BAC icon
428
Bank of America
BAC
$416B
$5.84M 0.03%
194,583
+83,545
+75% +$2.62M
MDLZ icon
429
CALL
Mondelez International
MDLZ
$79.3B
$5.81M 0.03%
139,300
+84,400
+154% +$3.67M
BDX icon
430
CALL
Becton Dickinson
BDX
$50.6B
$5.81M 0.03%
27,470
+13,837
+101% +$3.03M
TEVA icon
431
PUT
Teva Pharmaceutical Industries Limited
TEVA
$45.8B
$5.8M 0.03%
339,700
+286,600
+540% +$5.6M
SPG icon
432
CALL
Simon Property Group
SPG
$66B
$5.8M 0.03%
37,600
+25,300
+206% +$4.02M
NOW icon
433
CALL
ServiceNow
NOW
$147B
$5.79M 0.03%
175,000
+165,500
+1,742% +$5.11M
XHB icon
434
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.29B
$5.67M 0.03%
+138,900
New +$5.98M
AEP icon
435
CALL
American Electric Power
AEP
$65.7B
$5.65M 0.03%
82,400
+76,500
+1,297% +$5.15M
TIF
436
PUT
DELISTED
Tiffany & Co.
TIF
$5.62M 0.03%
57,500
+54,100
+1,591% +$5.58M
LNC icon
437
CALL
Lincoln National
LNC
$8.32B
$5.57M 0.03%
76,200
+61,500
+418% +$4.82M
TTE icon
438
CALL
TotalEnergies
TTE
$206B
$5.56M 0.03%
96,300
+87,200
+958% +$5M
PHM icon
439
PUT
Pultegroup
PHM
$22.8B
$5.53M 0.03%
+187,500
New +$5.82M
CMCSA icon
440
PUT
Comcast
CMCSA
$86.7B
$5.5M 0.03%
+160,800
New +$6.24M
WM icon
441
PUT
Waste Management
WM
$86.8B
$5.49M 0.03%
+65,300
New +$5.6M
JNJ icon
442
Johnson & Johnson
JNJ
$644B
$5.49M 0.03%
42,819
+41,350
+2,815% +$5.59M
ABBV icon
443
AbbVie
ABBV
$465B
$5.49M 0.03%
57,964
+53,648
+1,243% +$5.89M
DHR icon
444
CALL
Danaher
DHR
$147B
$5.48M 0.03%
+63,168
New +$5.53M
VZ icon
445
Verizon
VZ
$214B
$5.48M 0.03%
114,664
+96,291
+524% +$4.84M
WB icon
446
CALL
Weibo
WB
$1.62B
$5.47M 0.03%
45,800
+35,400
+340% +$4.52M
TM icon
447
CALL
Toyota
TM
$231B
$5.44M 0.03%
+41,700
New +$5.59M
ESRX
448
CALL
DELISTED
Express Scripts Holding Company
ESRX
$5.42M 0.03%
+78,500
New +$5.99M
EPD icon
449
PUT
Enterprise Products Partners
EPD
$83.8B
$5.42M 0.03%
+221,400
New +$5.9M
DKS icon
450
PUT
Dick's Sporting Goods
DKS
$11B
$5.41M 0.03%
+154,400
New +$5.04M
16 17
18
19 20

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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.