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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
SBUX icon
501
Starbucks
SBUX
$111B
$4.68M 0.03%
80,890
+72,964
+921% +$4.22M
NTAP icon
502
CALL
NetApp
NTAP
$37.6B
$4.68M 0.03%
75,900
+42,100
+125% +$2.57M
SHPG
503
PUT
DELISTED
Shire pic
SHPG
$4.68M 0.03%
+31,300
New +$4.31M
M icon
504
CALL
Macy's
M
$5.7B
$4.65M 0.03%
+156,400
New +$4.23M
GDX icon
505
CALL
VanEck Gold Miners ETF
GDX
$27.9B
$4.64M 0.03%
211,200
+180,700
+592% +$4.08M
VLO icon
506
PUT
Valero Energy
VLO
$116B
$4.64M 0.03%
50,000
+29,800
+148% +$2.78M
EWW icon
507
PUT
iShares MSCI Mexico ETF
EWW
$1.68B
$4.63M 0.03%
+89,900
New +$4.61M
PSA icon
508
CALL
Public Storage
PSA
$55.1B
$4.61M 0.03%
23,000
+17,200
+297% +$3.35M
CHRW icon
509
CALL
C.H. Robinson
CHRW
$17.9B
$4.58M 0.03%
48,900
+38,800
+384% +$3.57M
LUV icon
510
PUT
Southwest Airlines
LUV
$19.2B
$4.58M 0.03%
+80,000
New +$4.8M
GDX icon
511
PUT
VanEck Gold Miners ETF
GDX
$27.9B
$4.58M 0.03%
208,300
+180,800
+657% +$4.08M
CHKP icon
512
CALL
Check Point Software Technologies
CHKP
$14.1B
$4.57M 0.03%
46,000
+43,700
+1,900% +$4.5M
AFL icon
513
CALL
Aflac
AFL
$58.6B
$4.53M 0.03%
103,500
+37,700
+57% +$1.67M
ZTS icon
514
CALL
Zoetis
ZTS
$30.2B
$4.5M 0.03%
+53,900
New +$4.25M
GIS icon
515
PUT
General Mills
GIS
$19.7B
$4.47M 0.03%
+99,300
New +$5.39M
OKE icon
516
CALL
Oneok
OKE
$58.4B
$4.47M 0.03%
78,600
+71,000
+934% +$4.07M
CI icon
517
CALL
Cigna
CI
$74.1B
$4.46M 0.03%
26,600
+15,100
+131% +$2.93M
GD icon
518
PUT
General Dynamics
GD
$97.4B
$4.46M 0.03%
20,200
+9,100
+82% +$1.98M
ETR icon
519
CALL
Entergy
ETR
$48.9B
$4.46M 0.03%
113,200
+88,000
+349% +$3.4M
AMTD
520
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
$4.45M 0.02%
+75,200
New +$4.26M
IYF icon
521
PUT
iShares US Financials ETF
IYF
$4.27B
$4.45M 0.02%
75,600
+65,600
+656% +$3.98M
HES
522
CALL
DELISTED
Hess
HES
$4.42M 0.02%
87,300
+18,600
+27% +$912K
CF icon
523
CALL
CF Industries
CF
$20B
$4.42M 0.02%
117,100
+111,500
+1,991% +$4.54M
TFC icon
524
CALL
Truist Financial
TFC
$59.2B
$4.38M 0.02%
84,200
+64,900
+336% +$3.5M
LNG icon
525
CALL
Cheniere Energy
LNG
$55.3B
$4.38M 0.02%
+81,900
New +$4.51M
19 20
21
22 23

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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.