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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
CP icon
526
PUT
Canadian Pacific Kansas City
CP
$77B
$4.38M 0.02%
124,000
+80,500
+185% +$2.91M
YELP icon
527
CALL
Yelp
YELP
$1.13B
$4.37M 0.02%
+104,700
New +$4.56M
TM icon
528
PUT
Toyota
TM
$228B
$4.37M 0.02%
+33,500
New +$4.49M
DB icon
529
PUT
Deutsche Bank
DB
$71.8B
$4.34M 0.02%
+310,600
New +$5.24M
ASML icon
530
PUT
ASML
ASML
$612B
$4.33M 0.02%
+21,800
New +$4.29M
VRSN icon
531
PUT
VeriSign
VRSN
$27B
$4.33M 0.02%
36,500
+30,400
+498% +$3.52M
NUE icon
532
CALL
Nucor
NUE
$58.8B
$4.31M 0.02%
70,600
+58,700
+493% +$3.89M
AA icon
533
CALL
Alcoa
AA
$12.2B
$4.31M 0.02%
95,800
+84,000
+712% +$4.16M
AZN icon
534
PUT
AstraZeneca
AZN
$252B
$4.28M 0.02%
+61,200
New +$4.24M
ITW icon
535
CALL
Illinois Tool Works
ITW
$75.9B
$4.28M 0.02%
27,300
+23,700
+658% +$3.93M
PNC icon
536
PUT
PNC Financial Services
PNC
$91.8B
$4.26M 0.02%
28,200
+24,700
+706% +$3.84M
AEM icon
537
PUT
Agnico Eagle Mines
AEM
$98.4B
$4.26M 0.02%
101,300
+95,700
+1,709% +$4.15M
OKE icon
538
PUT
Oneok
OKE
$58B
$4.25M 0.02%
74,700
+68,700
+1,145% +$3.94M
MAR icon
539
CALL
Marriott International
MAR
$87B
$4.24M 0.02%
31,200
+26,400
+550% +$3.7M
IWO icon
540
PUT
iShares Russell 2000 Growth ETF
IWO
$14.1B
$4.21M 0.02%
22,100
+18,100
+453% +$3.48M
HSY icon
541
PUT
Hershey
HSY
$34.3B
$4.21M 0.02%
+42,500
New +$4.39M
IJH icon
542
PUT
iShares Core S&P Mid-Cap ETF
IJH
$120B
$4.2M 0.02%
112,000
+97,000
+647% +$3.71M
CP icon
543
CALL
Canadian Pacific Kansas City
CP
$77B
$4.18M 0.02%
118,500
+90,500
+323% +$3.27M
GWW icon
544
CALL
W.W. Grainger
GWW
$59.4B
$4.18M 0.02%
14,800
+13,100
+771% +$3.43M
SPLK
545
CALL
DELISTED
Splunk Inc
SPLK
$4.17M 0.02%
+42,400
New +$4.05M
DFS
546
DELISTED
Discover Financial Services
DFS
$4.16M 0.02%
+57,858
New +$4.47M
TECK icon
547
CALL
Teck Resources
TECK
$31.2B
$4.16M 0.02%
161,500
+142,300
+741% +$4.01M
QRVO icon
548
CALL
Qorvo
QRVO
$10.1B
$4.13M 0.02%
58,700
+54,200
+1,204% +$4.08M
CB icon
549
PUT
Chubb
CB
$131B
$4.13M 0.02%
+30,200
New +$4.37M
UPRO icon
550
ProShares UltraPro S&P 500
UPRO
$5.16B
$4.13M 0.02%
+189,366
New +$4.66M
20 21
22
23 24

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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.