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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
LRCX icon
876
Lam Research
LRCX
$337B
$1.96M 0.01%
+96,350
New +$1.91M
TPR icon
877
PUT
Tapestry
TPR
$23.5B
$1.96M 0.01%
+37,200
New +$1.84M
BND icon
878
Vanguard Total Bond Market
BND
$161B
$1.95M 0.01%
24,387
+18,636
+324% +$1.49M
TECK icon
879
PUT
Teck Resources
TECK
$31.5B
$1.95M 0.01%
+75,600
New +$2.13M
IWF icon
880
CALL
iShares Russell 1000 Growth ETF
IWF
$123B
$1.95M 0.01%
57,200
+27,200
+91% +$953K
BHP icon
881
PUT
BHP
BHP
$214B
$1.94M 0.01%
48,988
+35,312
+258% +$1.49M
HIG icon
882
PUT
Hartford Financial Services
HIG
$36.6B
$1.94M 0.01%
37,700
+31,200
+480% +$1.71M
XLB icon
883
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.33B
$1.94M 0.01%
68,200
+55,200
+425% +$1.67M
RCL icon
884
Royal Caribbean
RCL
$67.9B
$1.94M 0.01%
+16,479
New +$2.08M
GRUB
885
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$1.92M 0.01%
+9,450
New +$1.67M
DE icon
886
Deere & Co
DE
$181B
$1.91M 0.01%
12,322
+9,100
+282% +$1.48M
RIG icon
887
CALL
Transocean
RIG
$6.19B
$1.91M 0.01%
193,300
+155,300
+409% +$1.6M
CTXS
888
PUT
DELISTED
Citrix Systems Inc
CTXS
$1.91M 0.01%
+20,600
New +$1.89M
PVH icon
889
CALL
PVH
PVH
$3.31B
$1.91M 0.01%
12,600
+3,100
+33% +$452K
GPC icon
890
PUT
Genuine Parts
GPC
$18B
$1.91M 0.01%
+21,200
New +$2.05M
XLK icon
891
PUT
State Street Technology Select Sector SPDR ETF
XLK
$120B
$1.9M 0.01%
58,200
+50,000
+610% +$1.68M
BX icon
892
PUT
Blackstone
BX
$92.7B
$1.9M 0.01%
59,500
-15,700
-21% -$535K
SYF icon
893
CALL
Synchrony
SYF
$24.4B
$1.9M 0.01%
56,700
+50,000
+746% +$1.86M
IP icon
894
CALL
International Paper
IP
$18B
$1.89M 0.01%
37,382
+28,300
+312% +$1.57M
WBD icon
895
PUT
Warner Bros
WBD
$70.4B
$1.89M 0.01%
+88,200
New +$2.1M
BHP icon
896
BHP
BHP
$214B
$1.88M 0.01%
+47,379
New +$1.99M
RY icon
897
CALL
Royal Bank of Canada
RY
$280B
$1.88M 0.01%
24,300
+20,300
+508% +$1.65M
GIS icon
898
General Mills
GIS
$19.7B
$1.88M 0.01%
+41,663
New +$2.26M
TSM icon
899
PUT
TSMC
TSM
$2.17T
$1.87M 0.01%
+42,800
New +$1.87M
BHC icon
900
CALL
Bausch Health
BHC
$2.13B
$1.87M 0.01%
117,300
+49,000
+72% +$912K
34 35
36
37 38

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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.