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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
LOW icon
201
PUT
Lowe's Companies
LOW
$109B
$15.3M 0.09%
+174,000
New +$16.5M
AMAT icon
202
CALL
Applied Materials
AMAT
$333B
$15M 0.08%
270,600
+242,100
+849% +$13.5M
AAL icon
203
CALL
American Airlines Group
AAL
$8.45B
$15M 0.08%
288,900
+281,900
+4,027% +$15.1M
XOM icon
204
ExxonMobil
XOM
$695B
$15M 0.08%
200,695
+177,382
+761% +$14.2M
APC
205
PUT
DELISTED
Anadarko Petroleum
APC
$14.9M 0.08%
246,100
+120,100
+95% +$7.04M
OIH icon
206
PUT
VanEck Oil Services ETF
OIH
$2.02B
$14.8M 0.08%
30,945
+29,815
+2,638% +$15.4M
IBB icon
207
CALL
iShares Biotechnology ETF
IBB
$10.3B
$14.8M 0.08%
138,200
+129,600
+1,507% +$14.4M
NOC icon
208
PUT
Northrop Grumman
NOC
$76.1B
$14.7M 0.08%
42,100
+40,400
+2,376% +$13.5M
ATVI
209
CALL
DELISTED
Activision Blizzard
ATVI
$14.7M 0.08%
217,300
+207,200
+2,051% +$14.6M
LLY icon
210
CALL
Eli Lilly
LLY
$1.01T
$14.6M 0.08%
189,100
+163,500
+639% +$13.2M
DAL icon
211
PUT
Delta Air Lines
DAL
$51.9B
$14.5M 0.08%
264,800
+197,300
+292% +$10.9M
LMT icon
212
CALL
Lockheed Martin
LMT
$124B
$14.4M 0.08%
42,600
+33,100
+348% +$11.3M
PM icon
213
PUT
Philip Morris
PM
$303B
$14.4M 0.08%
144,700
+137,500
+1,910% +$14.3M
EFA icon
214
CALL
iShares MSCI EAFE ETF
EFA
$77.9B
$14.4M 0.08%
206,400
+186,100
+917% +$13.3M
VLO icon
215
CALL
Valero Energy
VLO
$114B
$14.4M 0.08%
154,900
+122,000
+371% +$11.4M
DEO icon
216
CALL
Diageo
DEO
$48.3B
$14.3M 0.08%
105,500
+94,400
+850% +$13.1M
PXD
217
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$14M 0.08%
81,500
+55,400
+212% +$9.76M
ACN icon
218
PUT
Accenture
ACN
$120B
$13.8M 0.08%
89,900
+88,400
+5,893% +$14M
KMB icon
219
PUT
Kimberly-Clark
KMB
$32.6B
$13.8M 0.08%
+125,200
New +$14.3M
IWO icon
220
CALL
iShares Russell 2000 Growth ETF
IWO
$14.2B
$13.7M 0.08%
71,900
+60,200
+515% +$11.6M
SYK icon
221
CALL
Stryker
SYK
$108B
$13.4M 0.07%
83,100
+81,300
+4,517% +$13.1M
COF icon
222
CALL
Capital One
COF
$127B
$13.2M 0.07%
138,200
+135,400
+4,836% +$13.5M
WYNN icon
223
CALL
Wynn Resorts
WYNN
$9.01B
$13.2M 0.07%
72,200
+63,700
+749% +$11M
AMAT icon
224
PUT
Applied Materials
AMAT
$333B
$13M 0.07%
233,800
+200,500
+602% +$11.2M
HSBC icon
225
PUT
HSBC
HSBC
$348B
$12.9M 0.07%
290,320
+255,518
+734% +$12.2M
7 8
9
10 11

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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.