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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
HOG icon
476
CALL
Harley-Davidson
HOG
$2.85B
$4.96M 0.03%
115,600
+111,400
+2,652% +$5.33M
NSC icon
477
CALL
Norfolk Southern
NSC
$71.7B
$4.94M 0.03%
36,400
+34,700
+2,041% +$4.99M
AXP icon
478
American Express
AXP
$213B
$4.94M 0.03%
52,937
+49,667
+1,519% +$4.81M
DUK icon
479
PUT
Duke Energy
DUK
$91.9B
$4.91M 0.03%
+63,400
New +$4.9M
WY icon
480
CALL
Weyerhaeuser
WY
$15.8B
$4.9M 0.03%
+140,100
New +$4.94M
TNL icon
481
CALL
Travel + Leisure Co
TNL
$3.98B
$4.9M 0.03%
94,802
+76,417
+416% +$4.09M
HSBC icon
482
CALL
HSBC
HSBC
$348B
$4.88M 0.03%
+109,781
New +$5.22M
HON icon
483
Honeywell
HON
$65.7B
$4.87M 0.03%
+37,270
New +$5.16M
TD icon
484
CALL
Toronto Dominion Bank
TD
$199B
$4.86M 0.03%
85,500
+79,400
+1,302% +$4.65M
SWK icon
485
CALL
Stanley Black & Decker
SWK
$13.6B
$4.84M 0.03%
31,600
+18,600
+143% +$3.02M
MMM icon
486
3M
MMM
$84B
$4.84M 0.03%
26,349
+23,616
+864% +$4.68M
PEP icon
487
PepsiCo
PEP
$184B
$4.82M 0.03%
44,187
+32,137
+267% +$3.65M
CLX icon
488
PUT
Clorox
CLX
$10.4B
$4.82M 0.03%
+36,200
New +$4.86M
URI icon
489
PUT
United Rentals
URI
$63.1B
$4.82M 0.03%
27,900
+25,700
+1,168% +$4.56M
SO icon
490
CALL
Southern Company
SO
$99.1B
$4.8M 0.03%
+107,500
New +$4.77M
TNL icon
491
PUT
Travel + Leisure Co
TNL
$3.98B
$4.79M 0.03%
92,809
+87,936
+1,805% +$4.7M
TROW icon
492
CALL
T. Rowe Price
TROW
$22.1B
$4.79M 0.03%
+44,400
New +$4.95M
CMA
493
CALL
DELISTED
Comerica
CMA
$4.79M 0.03%
49,900
+39,400
+375% +$3.76M
HP icon
494
PUT
Helmerich & Payne
HP
$4.21B
$4.79M 0.03%
+71,900
New +$4.85M
FL
495
PUT
DELISTED
Foot Locker
FL
$4.78M 0.03%
+105,000
New +$4.89M
FFIV icon
496
CALL
F5
FFIV
$24B
$4.77M 0.03%
+33,000
New +$4.73M
KSU
497
CALL
DELISTED
Kansas City Southern
KSU
$4.76M 0.03%
43,300
+33,300
+333% +$3.61M
GPC icon
498
CALL
Genuine Parts
GPC
$18.1B
$4.72M 0.03%
52,500
+49,400
+1,594% +$4.77M
COR icon
499
PUT
Cencora
COR
$61B
$4.72M 0.03%
54,700
+49,700
+994% +$4.77M
DIS icon
500
Walt Disney
DIS
$186B
$4.71M 0.03%
46,927
+32,183
+218% +$3.42M
18 19
20
21 22

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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.