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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
LMT icon
126
PUT
Lockheed Martin
LMT
$122B
$24.7M 0.14%
73,100
+68,200
+1,392% +$23.2M
IYR icon
127
PUT
iShares US Real Estate ETF
IYR
$4.25B
$24.7M 0.14%
326,900
+155,600
+91% +$11.8M
KO icon
128
PUT
Coca-Cola
KO
$380B
$24.5M 0.14%
564,000
+508,700
+920% +$22.8M
HAL icon
129
PUT
Halliburton
HAL
$29.3B
$24.4M 0.14%
520,600
+408,700
+365% +$20.2M
PFE icon
130
PUT
Pfizer
PFE
$156B
$24.3M 0.14%
721,463
+662,017
+1,114% +$22.8M
XBI icon
131
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.4B
$24M 0.13%
274,000
+209,000
+322% +$19.1M
PEP icon
132
CALL
PepsiCo
PEP
$184B
$23.9M 0.13%
219,100
+160,100
+271% +$18.2M
DE icon
133
PUT
Deere & Co
DE
$184B
$23.2M 0.13%
149,600
+139,500
+1,381% +$22.6M
TGT icon
134
CALL
Target
TGT
$71.4B
$23.2M 0.13%
334,500
+315,300
+1,642% +$23M
MRK icon
135
CALL
Merck
MRK
$352B
$23.1M 0.13%
443,828
+416,999
+1,554% +$22.5M
PYPL icon
136
CALL
PayPal
PYPL
$46.1B
$22.6M 0.13%
297,900
+260,200
+690% +$20.6M
LOW icon
137
CALL
Lowe's Companies
LOW
$109B
$22.4M 0.13%
255,700
+243,600
+2,013% +$23.1M
PM icon
138
CALL
Philip Morris
PM
$298B
$22M 0.12%
221,600
+204,900
+1,227% +$21.3M
XBI icon
139
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.4B
$22M 0.12%
250,300
+181,400
+263% +$16.6M
SMH icon
140
CALL
VanEck Semiconductor ETF
SMH
$67.6B
$21.8M 0.12%
417,800
+406,800
+3,698% +$21.4M
CELG
141
PUT
DELISTED
Celgene Corp
CELG
$21.5M 0.12%
240,500
+214,200
+814% +$20.6M
UPS icon
142
PUT
United Parcel Service
UPS
$87.3B
$21.1M 0.12%
201,600
+198,500
+6,403% +$22.9M
DUK icon
143
CALL
Duke Energy
DUK
$92.2B
$21M 0.12%
270,700
+265,000
+4,649% +$20.5M
EFA icon
144
PUT
iShares MSCI EAFE ETF
EFA
$77.8B
$20.8M 0.12%
298,400
+288,600
+2,945% +$20.6M
PYPL icon
145
PUT
PayPal
PYPL
$46.1B
$20.7M 0.12%
273,200
+216,600
+383% +$17.2M
COP icon
146
PUT
ConocoPhillips
COP
$167B
$20.7M 0.12%
348,700
+336,400
+2,735% +$19M
AZO icon
147
PUT
AutoZone
AZO
$47.7B
$20.6M 0.12%
31,700
+31,000
+4,429% +$22.2M
GSK icon
148
CALL
GSK
GSK
$99.5B
$20.6M 0.12%
+420,960
New +$19.6M
ISRG icon
149
PUT
Intuitive Surgical
ISRG
$131B
$20.5M 0.11%
+149,100
New +$20.8M
USB icon
150
CALL
US Bancorp
USB
$98.1B
$20.5M 0.11%
406,100
+307,500
+312% +$16.8M
4 5
6
7 8

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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.