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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
FCX icon
676
CALL
Freeport-McMoran
FCX
$99.4B
$3.02M 0.02%
171,700
+124,300
+262% +$2.33M
KMX icon
677
CALL
CarMax
KMX
$8.34B
$3.01M 0.02%
48,600
+28,500
+142% +$1.86M
DG icon
678
CALL
Dollar General
DG
$27.1B
$3M 0.02%
+32,100
New +$3.08M
GG
679
PUT
DELISTED
Goldcorp Inc
GG
$3M 0.02%
+216,700
New +$2.93M
CI icon
680
Cigna
CI
$74.1B
$2.99M 0.02%
17,845
+14,506
+434% +$2.82M
SIG icon
681
CALL
Signet Jewelers
SIG
$3.94B
$2.99M 0.02%
77,600
+71,900
+1,261% +$3.57M
RGLD icon
682
PUT
Royal Gold
RGLD
$20.8B
$2.99M 0.02%
34,800
+22,400
+181% +$1.89M
CAT icon
683
Caterpillar
CAT
$360B
$2.98M 0.02%
20,250
+15,062
+290% +$2.38M
B
684
CALL
Barrick Mining
B
$70B
$2.98M 0.02%
239,200
+206,900
+641% +$2.75M
ISRG icon
685
Intuitive Surgical
ISRG
$135B
$2.98M 0.02%
21,630
+18,291
+548% +$2.55M
ADM icon
686
PUT
Archer Daniels Midland
ADM
$41B
$2.97M 0.02%
68,500
+54,600
+393% +$2.3M
MAS icon
687
PUT
Masco
MAS
$13.5B
$2.96M 0.02%
+73,200
New +$3.14M
LULU icon
688
CALL
lululemon athletica
LULU
$10.6B
$2.96M 0.02%
33,200
+28,000
+538% +$2.24M
IVE icon
689
iShares S&P 500 Value ETF
IVE
$49B
$2.96M 0.02%
27,051
-17,104
-39% -$1.95M
XME icon
690
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.45B
$2.96M 0.02%
+86,900
New +$3.2M
HYG icon
691
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.1B
$2.95M 0.02%
34,416
+28,601
+492% +$2.47M
ZTS icon
692
Zoetis
ZTS
$30.2B
$2.95M 0.02%
35,272
+29,011
+463% +$2.29M
CSCO icon
693
Cisco
CSCO
$425B
$2.91M 0.02%
67,806
+53,787
+384% +$2.28M
YUM icon
694
Yum! Brands
YUM
$37.6B
$2.89M 0.02%
+33,931
New +$2.78M
DHI icon
695
PUT
D.R. Horton
DHI
$38.7B
$2.88M 0.02%
65,800
+50,300
+325% +$2.35M
FFIV icon
696
PUT
F5
FFIV
$24B
$2.88M 0.02%
19,900
+17,400
+696% +$2.49M
RIG icon
697
PUT
Transocean
RIG
$6.19B
$2.88M 0.02%
290,400
+265,000
+1,043% +$2.73M
MNST icon
698
CALL
Monster Beverage
MNST
$87.3B
$2.87M 0.02%
+200,400
New +$3.13M
IVZ icon
699
PUT
Invesco
IVZ
$13.3B
$2.86M 0.02%
+89,300
New +$3.08M
PPG icon
700
CALL
PPG Industries
PPG
$23.3B
$2.86M 0.02%
+25,600
New +$2.96M
26 27
28
29 30

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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.