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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
FAST icon
651
CALL
Fastenal
FAST
$56.3B
$3.15M 0.02%
230,800
+196,000
+563% +$2.7M
CELG
652
DELISTED
Celgene Corp
CELG
$3.15M 0.02%
35,289
+27,088
+330% +$2.6M
CCL icon
653
PUT
Carnival Corporation Ltd
CCL
$30.6B
$3.14M 0.02%
+47,900
New +$3.26M
RJF icon
654
CALL
Raymond James Financial
RJF
$31.7B
$3.14M 0.02%
+52,650
New +$3.28M
NFLX icon
655
Netflix
NFLX
$318B
$3.13M 0.02%
106,030
+11,120
+12% +$303K
EBAY icon
656
eBay
EBAY
$48.6B
$3.13M 0.02%
77,757
+69,343
+824% +$2.87M
QRVO icon
657
PUT
Qorvo
QRVO
$10.1B
$3.13M 0.02%
+44,400
New +$3.35M
EXC icon
658
CALL
Exelon
EXC
$43.7B
$3.12M 0.02%
112,160
+90,990
+430% +$2.46M
LNG icon
659
PUT
Cheniere Energy
LNG
$55.3B
$3.12M 0.02%
58,400
+54,300
+1,324% +$2.99M
GLW icon
660
Corning
GLW
$124B
$3.12M 0.02%
+111,918
New +$3.45M
CSX icon
661
PUT
CSX Corp
CSX
$88.7B
$3.11M 0.02%
+167,700
New +$3.13M
AVGO icon
662
Broadcom
AVGO
$1.62T
$3.11M 0.02%
+132,080
New +$3.33M
ZION icon
663
PUT
Zions Bancorporation
ZION
$9.56B
$3.11M 0.02%
59,000
+52,900
+867% +$2.85M
TM icon
664
Toyota
TM
$228B
$3.1M 0.02%
+23,740
New +$3.18M
CAR icon
665
CALL
Avis
CAR
$4.13B
$3.09M 0.02%
66,000
+37,300
+130% +$1.68M
CME icon
666
PUT
CME Group
CME
$98B
$3.09M 0.02%
19,100
+16,400
+607% +$2.61M
AEM icon
667
CALL
Agnico Eagle Mines
AEM
$99B
$3.08M 0.02%
73,300
+67,400
+1,142% +$2.92M
NVS icon
668
CALL
Novartis
NVS
$264B
$3.08M 0.02%
42,520
+36,159
+568% +$2.75M
AVB
669
PUT
DELISTED
AvalonBay Communities
AVB
$3.08M 0.02%
18,700
+7,500
+67% +$1.23M
TXT icon
670
CALL
Textron
TXT
$13.9B
$3.07M 0.02%
+52,100
New +$3.06M
APD icon
671
PUT
Air Products & Chemicals
APD
$63.9B
$3.07M 0.02%
+19,300
New +$3.18M
GE icon
672
CALL
GE Aerospace
GE
$325B
$3.06M 0.02%
47,345
+31,862
+206% +$2.36M
UN
673
PUT
DELISTED
Unilever NV New York Registry Shares
UN
$3.02M 0.02%
+53,600
New +$2.95M
HP icon
674
CALL
Helmerich & Payne
HP
$4.16B
$3.02M 0.02%
45,400
+39,700
+696% +$2.68M
KRE icon
675
State Street SPDR S&P Regional Banking ETF
KRE
$4.23B
$3.02M 0.02%
50,018
-71,757
-59% -$4.45M
25 26
27
28 29

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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.