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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
T icon
151
PUT
AT&T
T
$183B
$20.5M 0.11%
761,300
+605,333
+388% +$16.8M
AVGO icon
152
PUT
Broadcom
AVGO
$1.62T
$20.4M 0.11%
867,000
+655,000
+309% +$16.5M
MU icon
153
CALL
Micron Technology
MU
$1.05T
$20.4M 0.11%
391,200
+357,400
+1,057% +$17.1M
XLF icon
154
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54.1B
$20.3M 0.11%
735,200
+636,300
+643% +$18.3M
MCD icon
155
PUT
McDonald's
MCD
$181B
$20M 0.11%
128,200
+89,100
+228% +$14.7M
MCK icon
156
CALL
McKesson
MCK
$104B
$20M 0.11%
142,000
+138,000
+3,450% +$21.5M
AXP icon
157
PUT
American Express
AXP
$218B
$20M 0.11%
214,100
+199,500
+1,366% +$19.3M
SLB icon
158
CALL
SLB Ltd
SLB
$79.9B
$19.8M 0.11%
305,600
+265,700
+666% +$18.6M
MO icon
159
PUT
Altria Group
MO
$117B
$19.6M 0.11%
314,800
+284,800
+949% +$18.9M
HON icon
160
CALL
Honeywell
HON
$63.8B
$19.5M 0.11%
149,555
+142,581
+2,044% +$19.7M
MDT icon
161
CALL
Medtronic
MDT
$120B
$19.4M 0.11%
241,700
+212,100
+717% +$17.5M
AGN
162
CALL
DELISTED
Allergan plc
AGN
$19.2M 0.11%
114,000
+110,100
+2,823% +$18.5M
BMY icon
163
CALL
Bristol-Myers Squibb
BMY
$130B
$18.9M 0.11%
298,600
+274,100
+1,119% +$17.6M
RTX icon
164
CALL
RTX Corp
RTX
$263B
$18.9M 0.11%
238,509
+207,523
+670% +$17.1M
SMH icon
165
PUT
VanEck Semiconductor ETF
SMH
$67.1B
$18.7M 0.1%
358,800
+351,200
+4,621% +$18.5M
BIIB icon
166
CALL
Biogen
BIIB
$32B
$18.6M 0.1%
68,100
+63,300
+1,319% +$19.6M
TXN icon
167
PUT
Texas Instruments
TXN
$241B
$18.6M 0.1%
179,100
+149,400
+503% +$16.2M
IVV icon
168
iShares Core S&P 500 ETF
IVV
$837B
$18.5M 0.1%
69,617
+68,516
+6,223% +$18.8M
BLK icon
169
PUT
Blackrock
BLK
$164B
$18.5M 0.1%
34,100
+30,100
+753% +$16.5M
MSFT icon
170
Microsoft
MSFT
$3.71T
$18.4M 0.1%
+201,272
New +$18.4M
CELG
171
CALL
DELISTED
Celgene Corp
CELG
$18.3M 0.1%
204,800
+182,100
+802% +$17.5M
T icon
172
CALL
AT&T
T
$183B
$18.2M 0.1%
676,167
+436,523
+182% +$12.1M
MS icon
173
CALL
Morgan Stanley
MS
$316B
$18.1M 0.1%
335,600
+260,500
+347% +$14.4M
UNH icon
174
PUT
UnitedHealth
UNH
$340B
$18.1M 0.1%
84,600
+83,400
+6,950% +$19M
NVS icon
175
PUT
Novartis
NVS
$264B
$18M 0.1%
248,756
+243,846
+4,966% +$18.6M
5 6
7
8 9

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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.