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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
AGN
176
PUT
DELISTED
Allergan plc
AGN
$17.9M 0.1%
106,500
+105,200
+8,092% +$17.6M
XLF icon
177
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54.1B
$17.8M 0.1%
647,000
+552,600
+585% +$15.9M
WBA
178
CALL
DELISTED
Walgreens Boots Alliance
WBA
$17.8M 0.1%
271,200
+225,200
+490% +$16.1M
SLB icon
179
PUT
SLB Ltd
SLB
$80.2B
$17.7M 0.1%
273,900
+196,000
+252% +$13.7M
DIA icon
180
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
$17.7M 0.1%
+73,303
New +$18.4M
PG icon
181
PUT
Procter & Gamble
PG
$341B
$17.6M 0.1%
221,900
+144,800
+188% +$12.1M
ETN icon
182
CALL
Eaton
ETN
$152B
$17.5M 0.1%
218,400
+211,300
+2,976% +$17.3M
ADI icon
183
PUT
Analog Devices
ADI
$175B
$17.3M 0.1%
190,100
+181,000
+1,989% +$16.5M
MDT icon
184
PUT
Medtronic
MDT
$120B
$17.1M 0.1%
212,800
+210,300
+8,412% +$17.3M
DE icon
185
CALL
Deere & Co
DE
$185B
$16.7M 0.09%
107,700
+99,900
+1,281% +$16.2M
ELV icon
186
CALL
Elevance Health
ELV
$90.9B
$16.7M 0.09%
75,800
+61,900
+445% +$14.5M
NKE icon
187
PUT
Nike
NKE
$53.9B
$16.6M 0.09%
249,400
+241,000
+2,869% +$15.9M
GOOGL icon
188
Alphabet (Google) Class A
GOOGL
$4.21T
$16.4M 0.09%
316,780
+236,580
+295% +$13.1M
EOG icon
189
CALL
EOG Resources
EOG
$80.7B
$16.3M 0.09%
155,200
+101,200
+187% +$10.9M
XLP icon
190
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.5B
$16.2M 0.09%
307,000
+293,900
+2,244% +$16.2M
WYNN icon
191
PUT
Wynn Resorts
WYNN
$9.01B
$16.1M 0.09%
88,300
+74,200
+526% +$12.8M
APC
192
CALL
DELISTED
Anadarko Petroleum
APC
$16.1M 0.09%
266,200
+174,900
+192% +$10.3M
SBUX icon
193
CALL
Starbucks
SBUX
$110B
$16.1M 0.09%
277,600
+259,200
+1,409% +$15M
AVGO icon
194
CALL
Broadcom
AVGO
$1.62T
$15.9M 0.09%
676,000
+569,000
+532% +$14.3M
BUD icon
195
PUT
AB InBev
BUD
$157B
$15.9M 0.09%
144,200
+129,100
+855% +$14.3M
VTI icon
196
Vanguard Morningstar Total Stock Market ETF
VTI
$681B
$15.8M 0.09%
116,663
+110,906
+1,926% +$15.6M
EA
197
PUT
DELISTED
Electronic Arts
EA
$15.7M 0.09%
129,200
+111,800
+643% +$13.6M
WDC icon
198
PUT
Western Digital
WDC
$147B
$15.6M 0.09%
223,058
+179,002
+406% +$12M
MO icon
199
CALL
Altria Group
MO
$117B
$15.5M 0.09%
248,200
+201,600
+433% +$13.4M
CMG icon
200
CALL
Chipotle Mexican Grill
CMG
$44B
$15.4M 0.09%
2,385,000
+2,055,000
+623% +$12.9M
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.