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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
BA icon
26
CALL
Boeing
BA
$166B
$80.3M 0.45%
244,900
+224,900
+1,125% +$76M
JPM icon
27
CALL
JPMorgan Chase
JPM
$931B
$76.6M 0.43%
696,300
+503,500
+261% +$57M
GOOGL icon
28
CALL
Alphabet (Google) Class A
GOOGL
$4.27T
$75.8M 0.42%
1,462,000
+1,282,000
+712% +$71.1M
GS icon
29
CALL
Goldman Sachs
GS
$288B
$75.5M 0.42%
299,800
+248,800
+488% +$64.8M
HD icon
30
CALL
Home Depot
HD
$310B
$70.4M 0.39%
395,000
+373,300
+1,720% +$70M
CVX icon
31
PUT
Chevron
CVX
$416B
$69.6M 0.39%
610,600
+545,700
+841% +$65.2M
NVDA icon
32
CALL
NVIDIA
NVDA
$5.09T
$69.1M 0.39%
11,928,000
+8,320,000
+231% +$48.9M
JPM icon
33
PUT
JPMorgan Chase
JPM
$931B
$66.8M 0.37%
607,600
+464,200
+324% +$52.6M
BABA icon
34
CALL
Alibaba
BABA
$272B
$65.3M 0.37%
355,800
+323,200
+991% +$60.9M
NFLX icon
35
CALL
Netflix
NFLX
$334B
$64.2M 0.36%
2,172,000
+1,799,000
+482% +$49M
DIA icon
36
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
$60.7M 0.34%
251,600
+175,400
+230% +$44.1M
CAT icon
37
PUT
Caterpillar
CAT
$360B
$59.9M 0.34%
406,300
+383,400
+1,674% +$60.5M
ABBV icon
38
CALL
AbbVie
ABBV
$454B
$59.5M 0.33%
628,700
+607,200
+2,824% +$66.7M
CAT icon
39
CALL
Caterpillar
CAT
$360B
$59.4M 0.33%
403,300
+366,600
+999% +$57.9M
XLV icon
40
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
$58.1M 0.33%
713,700
+639,100
+857% +$54.4M
JNJ icon
41
PUT
Johnson & Johnson
JNJ
$642B
$55M 0.31%
429,300
+386,300
+898% +$52.2M
MDY icon
42
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26B
$54.6M 0.31%
159,900
+111,100
+228% +$38.7M
BAC icon
43
CALL
Bank of America
BAC
$416B
$54.6M 0.31%
1,819,000
+1,679,300
+1,202% +$52.7M
BABA icon
44
PUT
Alibaba
BABA
$272B
$54M 0.3%
294,300
+276,500
+1,553% +$52.1M
CVX icon
45
CALL
Chevron
CVX
$416B
$52.7M 0.3%
462,400
+380,800
+467% +$45.5M
NVDA icon
46
PUT
NVIDIA
NVDA
$5.09T
$52.3M 0.29%
9,036,000
+6,804,000
+305% +$40M
NFLX icon
47
PUT
Netflix
NFLX
$334B
$50.7M 0.28%
1,718,000
+1,516,000
+750% +$41.3M
MDY icon
48
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26B
$49.7M 0.28%
145,400
+126,500
+669% +$44M
C icon
49
PUT
Citigroup
C
$228B
$49.7M 0.28%
736,000
+537,400
+271% +$40.4M
MMM icon
50
PUT
3M
MMM
$83.6B
$49.4M 0.28%
268,980
+264,914
+6,515% +$52.5M
1
2
3 4 5

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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.