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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
DPZ icon
926
PUT
Domino's
DPZ
$9.93B
$1.8M 0.01%
7,700
+4,700
+157% +$1.02M
PXD
927
DELISTED
Pioneer Natural Resource Co.
PXD
$1.79M 0.01%
10,451
+7,737
+285% +$1.36M
RL icon
928
Ralph Lauren
RL
$20.2B
$1.79M 0.01%
+15,997
New +$1.73M
MAN icon
929
PUT
ManpowerGroup
MAN
$2.71B
$1.78M 0.01%
15,500
+13,200
+574% +$1.63M
JBLU icon
930
CALL
JetBlue
JBLU
$1.69B
$1.78M 0.01%
+87,500
New +$1.86M
TWX
931
DELISTED
Time Warner Inc
TWX
$1.78M 0.01%
18,784
+7,427
+65% +$700K
RTN
932
CALL
DELISTED
Raytheon Company
RTN
$1.77M 0.01%
8,200
-1,000
-11% -$207K
IWF icon
933
PUT
iShares Russell 1000 Growth ETF
IWF
$125B
$1.77M 0.01%
52,000
+31,600
+155% +$1.11M
W icon
934
PUT
Wayfair
W
$14.2B
$1.77M 0.01%
26,200
+23,000
+719% +$1.93M
PPLI
935
CALL
People Inc
PPLI
$2.78B
$1.77M 0.01%
+63,228
New +$1.67M
SCHW
936
CALL
Charles Schwab
SCHW
$181B
$1.76M 0.01%
+33,800
New +$1.81M
CME icon
937
CALL
CME Group
CME
$97.7B
$1.76M 0.01%
+10,900
New +$1.74M
VIPS icon
938
CALL
Vipshop
VIPS
$5.85B
$1.76M 0.01%
+106,100
New +$1.75M
DDS icon
939
PUT
Dillards
DDS
$10.1B
$1.76M 0.01%
+21,900
New +$1.58M
EMN icon
940
PUT
Eastman Chemical
EMN
$7.57B
$1.75M 0.01%
+16,600
New +$1.68M
MRSH
941
CALL
Marsh
MRSH
$83.1B
$1.75M 0.01%
21,200
+18,700
+748% +$1.55M
CVS icon
942
CVS Health
CVS
$117B
$1.75M 0.01%
28,131
+13,409
+91% +$962K
JNPR
943
CALL
DELISTED
Juniper Networks
JNPR
$1.75M 0.01%
71,800
+15,100
+27% +$401K
TER icon
944
PUT
Teradyne
TER
$56.2B
$1.75M 0.01%
+38,200
New +$1.75M
WW
945
PUT
DELISTED
WW International
WW
$1.75M 0.01%
+27,400
New +$1.76M
NFX
946
PUT
DELISTED
Newfield Exploration
NFX
$1.74M 0.01%
71,300
+53,700
+305% +$1.51M
FISV
947
PUT
Fiserv Inc
FISV
$26.2B
$1.74M 0.01%
+24,400
New +$1.72M
TAP icon
948
PUT
Molson Coors Class B
TAP
$7.33B
$1.74M 0.01%
+23,100
New +$1.85M
XLV icon
949
State Street Health Care Select Sector SPDR ETF
XLV
$43.8B
$1.74M 0.01%
21,340
-83,681
-80% -$7.13M
SDY icon
950
State Street SPDR S&P Dividend ETF
SDY
$21.2B
$1.73M 0.01%
19,005
-113,232
-86% -$10.6M
36 37
38
39 40

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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.