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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
IGSB icon
826
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23.4B
$2.15M 0.01%
41,506
+34,104
+461% +$1.77M
PFE icon
827
Pfizer
PFE
$157B
$2.15M 0.01%
63,779
+44,491
+231% +$1.53M
UAL icon
828
United Airlines
UAL
$34.5B
$2.14M 0.01%
30,779
+25,961
+539% +$1.79M
DB icon
829
Deutsche Bank
DB
$72.1B
$2.14M 0.01%
152,848
+140,025
+1,092% +$2.36M
FDS icon
830
CALL
Factset
FDS
$9.83B
$2.13M 0.01%
10,700
+3,400
+47% +$687K
BHC icon
831
PUT
Bausch Health
BHC
$2.13B
$2.13M 0.01%
133,900
+79,700
+147% +$1.48M
CS
832
CALL
DELISTED
Credit Suisse Group
CS
$2.13M 0.01%
+127,000
New +$2.33M
XME icon
833
State Street SPDR S&P Metals & Mining ETF
XME
$4.45B
$2.13M 0.01%
62,497
-209,390
-77% -$7.71M
RL icon
834
PUT
Ralph Lauren
RL
$20.2B
$2.12M 0.01%
+19,000
New +$2.06M
TFCFA
835
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$2.12M 0.01%
57,807
+50,350
+675% +$1.86M
NUE icon
836
PUT
Nucor
NUE
$59.1B
$2.12M 0.01%
+34,700
New +$2.3M
RTX icon
837
RTX Corp
RTX
$265B
$2.12M 0.01%
+26,778
New +$2.21M
HLF icon
838
PUT
Herbalife
HLF
$1.24B
$2.12M 0.01%
+43,400
New +$1.84M
ETFC
839
CALL
DELISTED
E*Trade Financial Corporation
ETFC
$2.11M 0.01%
38,100
+30,800
+422% +$1.64M
WAT icon
840
PUT
Waters Corp
WAT
$41.1B
$2.11M 0.01%
+10,600
New +$2.19M
ZTS icon
841
PUT
Zoetis
ZTS
$30.2B
$2.1M 0.01%
+25,200
New +$1.99M
WPZ
842
CALL
DELISTED
Williams Partners L.P.
WPZ
$2.1M 0.01%
+61,100
New +$2.39M
OIH icon
843
CALL
VanEck Oil Services ETF
OIH
$1.96B
$2.1M 0.01%
4,405
+3,580
+434% +$1.85M
OMC icon
844
CALL
Omnicom Group
OMC
$21.8B
$2.1M 0.01%
+28,900
New +$2.17M
NEM icon
845
Newmont
NEM
$128B
$2.1M 0.01%
53,715
+48,015
+842% +$1.85M
SHW icon
846
Sherwin-Williams
SHW
$78B
$2.1M 0.01%
+16,041
New +$2.19M
IVV icon
847
PUT
iShares Core S&P 500 ETF
IVV
$833B
$2.1M 0.01%
+7,900
New +$2.17M
FDX icon
848
FedEx
FDX
$71.4B
$2.09M 0.01%
+8,709
New +$2.2M
TSLA icon
849
Tesla
TSLA
$1.41T
$2.08M 0.01%
117,450
+106,965
+1,020% +$2.35M
ALB icon
850
PUT
Albemarle
ALB
$12.9B
$2.08M 0.01%
+22,400
New +$2.47M
32 33
34
35 36

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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.