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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
GLW icon
701
CALL
Corning
GLW
$124B
$2.85M 0.02%
102,300
+60,400
+144% +$1.86M
DD icon
702
DuPont de Nemours
DD
$17.2B
$2.85M 0.02%
+17,648
New +$3.19M
SLCA
703
PUT
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$2.85M 0.02%
+111,500
New +$3.42M
CNQ icon
704
CALL
Canadian Natural Resources
CNQ
$103B
$2.84M 0.02%
+184,188
New +$2.96M
JWN
705
CALL
DELISTED
Nordstrom
JWN
$2.83M 0.02%
58,500
+28,900
+98% +$1.44M
ALL icon
706
PUT
Allstate
ALL
$64.4B
$2.83M 0.02%
+29,800
New +$2.89M
THC icon
707
CALL
Tenet Healthcare
THC
$21.4B
$2.83M 0.02%
+116,500
New +$2.32M
TXN icon
708
Texas Instruments
TXN
$238B
$2.83M 0.02%
27,193
+21,397
+369% +$2.32M
VMC icon
709
CALL
Vulcan Materials
VMC
$31.7B
$2.82M 0.02%
24,700
+22,800
+1,200% +$2.87M
CPRI icon
710
PUT
Capri Holdings
CPRI
$1.67B
$2.82M 0.02%
+45,400
New +$2.89M
NOV icon
711
PUT
NOV
NOV
$7.33B
$2.82M 0.02%
76,500
+68,600
+868% +$2.52M
CAH icon
712
PUT
Cardinal Health
CAH
$54.1B
$2.81M 0.02%
+44,900
New +$3.08M
NOW icon
713
PUT
ServiceNow
NOW
$145B
$2.81M 0.02%
+85,000
New +$2.62M
AFL icon
714
PUT
Aflac
AFL
$58.6B
$2.81M 0.02%
64,100
+49,100
+327% +$2.17M
WLL
715
CALL
DELISTED
Whiting Petroleum Corporation
WLL
$2.81M 0.02%
+1,105
New +$2.37M
EL icon
716
Estee Lauder
EL
$34.6B
$2.8M 0.02%
18,700
+16,191
+645% +$2.24M
CS
717
DELISTED
Credit Suisse Group
CS
$2.8M 0.02%
+166,618
New +$3.05M
EFA icon
718
iShares MSCI EAFE ETF
EFA
$77.6B
$2.8M 0.02%
+40,133
New +$2.86M
CIEN icon
719
PUT
Ciena
CIEN
$48.3B
$2.79M 0.02%
107,900
+93,500
+649% +$2.2M
DISH
720
PUT
DELISTED
DISH Network Corp.
DISH
$2.79M 0.02%
+73,600
New +$3.23M
RTN
721
DELISTED
Raytheon Company
RTN
$2.78M 0.02%
+12,891
New +$2.67M
ESRX
722
DELISTED
Express Scripts Holding Company
ESRX
$2.78M 0.02%
40,243
+34,801
+639% +$2.66M
MLM icon
723
CALL
Martin Marietta Materials
MLM
$35.3B
$2.78M 0.02%
13,400
+11,300
+538% +$2.45M
KBE icon
724
State Street SPDR S&P Bank ETF
KBE
$1.54B
$2.78M 0.02%
57,997
-87,406
-60% -$4.34M
FMC icon
725
CALL
FMC
FMC
$1.35B
$2.76M 0.02%
+41,623
New +$3.1M
27 28
29
30 31

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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.