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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
AMP icon
1001
PUT
Ameriprise Financial
AMP
$48.2B
$1.6M 0.01%
+10,800
New +$1.76M
PARA
1002
PUT
DELISTED
Paramount Global Class B
PARA
$1.6M 0.01%
31,100
+19,100
+159% +$1.05M
PPL
1003
CALL
PPL Corp
PPL
$25.3B
$1.6M 0.01%
+56,500
New +$1.68M
WRK
1004
PUT
DELISTED
WestRock Company
WRK
$1.6M 0.01%
+24,900
New +$1.64M
KEY icon
1005
CALL
KeyCorp
KEY
$22.4B
$1.59M 0.01%
81,600
+59,000
+261% +$1.24M
EW icon
1006
CALL
Edwards Lifesciences
EW
$50.9B
$1.59M 0.01%
+34,200
New +$1.49M
IWR icon
1007
PUT
iShares Russell Mid-Cap ETF
IWR
$55.5B
$1.59M 0.01%
30,800
+18,800
+157% +$991K
WLK icon
1008
PUT
Westlake Corp
WLK
$9.02B
$1.59M 0.01%
14,300
+7,100
+99% +$790K
DINO icon
1009
PUT
HF Sinclair
DINO
$20.7B
$1.59M 0.01%
+32,500
New +$1.55M
PEG icon
1010
CALL
Public Service Enterprise Group
PEG
$35.4B
$1.59M 0.01%
+31,600
New +$1.55M
SPHD icon
1011
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.33B
$1.59M 0.01%
+40,280
New +$1.64M
EWW icon
1012
iShares MSCI Mexico ETF
EWW
$1.72B
$1.59M 0.01%
30,791
+21,322
+225% +$1.09M
EXAS
1013
CALL
DELISTED
Exact Sciences
EXAS
$1.58M 0.01%
+39,200
New +$1.91M
WMB icon
1014
PUT
Williams Companies
WMB
$87.8B
$1.58M 0.01%
+63,600
New +$1.88M
EMR icon
1015
CALL
Emerson Electric
EMR
$82.2B
$1.58M 0.01%
23,100
+6,000
+35% +$427K
MU icon
1016
Micron Technology
MU
$1.1T
$1.58M 0.01%
+30,224
New +$1.45M
NWL icon
1017
CALL
Newell Brands
NWL
$2.39B
$1.57M 0.01%
61,800
+52,200
+544% +$1.48M
ALNY icon
1018
PUT
Alnylam Pharmaceuticals
ALNY
$32.9B
$1.57M 0.01%
+13,200
New +$1.7M
IWD icon
1019
CALL
iShares Russell 1000 Value ETF
IWD
$82.6B
$1.57M 0.01%
+13,100
New +$1.63M
VTR icon
1020
PUT
Ventas
VTR
$45B
$1.57M 0.01%
+31,700
New +$1.66M
HLT icon
1021
CALL
Hilton Worldwide
HLT
$68.1B
$1.57M 0.01%
+19,900
New +$1.63M
HPQ icon
1022
PUT
HP
HPQ
$31.3B
$1.56M 0.01%
71,300
+52,900
+288% +$1.19M
DBJP icon
1023
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$721M
$1.56M 0.01%
+36,848
New +$1.6M
HBI
1024
DELISTED
Hanesbrands
HBI
$1.56M 0.01%
84,455
+72,651
+615% +$1.5M
NAV
1025
CALL
DELISTED
Navistar International
NAV
$1.56M 0.01%
44,500
+32,000
+256% +$1.29M
39 40
41
42 43

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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.