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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
CPB icon
776
PUT
Campbell Soup
CPB
$6.38B
$2.38M 0.01%
+54,900
New +$2.47M
PG icon
777
Procter & Gamble
PG
$341B
$2.38M 0.01%
29,985
+21,254
+243% +$1.77M
WM icon
778
Waste Management
WM
$85.5B
$2.37M 0.01%
28,222
+22,781
+419% +$1.95M
AEM icon
779
Agnico Eagle Mines
AEM
$99B
$2.37M 0.01%
+56,393
New +$2.44M
ZBH icon
780
CALL
Zimmer Biomet
ZBH
$18.5B
$2.37M 0.01%
+22,351
New +$2.6M
MET icon
781
PUT
MetLife
MET
$61.8B
$2.36M 0.01%
51,500
+32,200
+167% +$1.56M
FXI icon
782
PUT
iShares China Large-Cap ETF
FXI
$4.04B
$2.36M 0.01%
49,900
+43,800
+718% +$2.15M
XLB icon
783
State Street Materials Select Sector SPDR ETF
XLB
$8.33B
$2.36M 0.01%
82,748
-344,330
-81% -$10.4M
MNST icon
784
PUT
Monster Beverage
MNST
$87.3B
$2.35M 0.01%
+164,400
New +$2.57M
TTWO icon
785
PUT
Take-Two Interactive
TTWO
$39.6B
$2.35M 0.01%
24,000
+20,600
+606% +$2.31M
MGA icon
786
PUT
Magna International
MGA
$17.1B
$2.34M 0.01%
+41,600
New +$2.32M
XOP icon
787
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.03B
$2.32M 0.01%
16,484
-66,508
-80% -$9.52M
F icon
788
Ford
F
$53.2B
$2.31M 0.01%
208,898
+83,962
+67% +$947K
XLE icon
789
State Street Energy Select Sector SPDR ETF
XLE
$42B
$2.3M 0.01%
+68,292
New +$2.42M
SPG icon
790
Simon Property Group
SPG
$65.7B
$2.29M 0.01%
+14,856
New +$2.36M
VNO icon
791
CALL
Vornado Realty Trust
VNO
$6.5B
$2.29M 0.01%
34,000
+29,100
+594% +$2.02M
BWA icon
792
CALL
BorgWarner
BWA
$12.7B
$2.29M 0.01%
+51,688
New +$2.4M
O icon
793
PUT
Realty Income
O
$54.1B
$2.28M 0.01%
+45,511
New +$2.27M
MMP
794
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$2.28M 0.01%
39,000
+31,500
+420% +$2.12M
FLEX icon
795
CALL
Flex
FLEX
$39.9B
$2.27M 0.01%
+184,718
New +$2.52M
PSA icon
796
Public Storage
PSA
$55.1B
$2.27M 0.01%
+11,333
New +$2.21M
CAG icon
797
CALL
Conagra Brands
CAG
$7.29B
$2.27M 0.01%
+61,500
New +$2.27M
T icon
798
AT&T
T
$177B
$2.26M 0.01%
83,795
-7,745
-8% -$216K
ALNY icon
799
CALL
Alnylam Pharmaceuticals
ALNY
$32B
$2.25M 0.01%
18,900
+11,600
+159% +$1.5M
NKE icon
800
Nike
NKE
$53.1B
$2.25M 0.01%
33,823
+21,800
+181% +$1.44M
30 31
32
33 34

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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.