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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
SPY icon
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$1.68B 9.41%
6,383,500
+5,248,300
+462% +$1.43B
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$1.67B 9.36%
6,349,300
+4,075,700
+179% +$1.11B
QQQ icon
3
PUT
Invesco QQQ Trust
QQQ
$477B
$726M 4.07%
4,536,100
+4,041,000
+816% +$668M
IWM icon
4
PUT
iShares Russell 2000 ETF
IWM
$77.6B
$292M 1.63%
1,922,600
+1,228,300
+177% +$190M
AMZN icon
5
CALL
Amazon
AMZN
$2.73T
$265M 1.48%
3,664,000
+3,564,000
+3,564% +$255M
IWM icon
6
CALL
iShares Russell 2000 ETF
IWM
$77.6B
$243M 1.36%
1,598,800
+1,255,800
+366% +$194M
QQQ icon
7
CALL
Invesco QQQ Trust
QQQ
$477B
$241M 1.35%
1,505,700
+1,328,400
+749% +$219M
AAPL icon
8
CALL
Apple
AAPL
$4.86T
$220M 1.23%
5,239,600
+4,678,400
+834% +$201M
META icon
9
CALL
Meta Platforms (Facebook)
META
$1.7T
$191M 1.07%
1,198,100
+1,063,400
+789% +$191M
AMZN icon
10
PUT
Amazon
AMZN
$2.73T
$186M 1.04%
2,576,000
+2,404,000
+1,398% +$172M
AAPL icon
11
PUT
Apple
AAPL
$4.86T
$183M 1.02%
4,352,000
+3,583,600
+466% +$154M
MSFT icon
12
PUT
Microsoft
MSFT
$3.75T
$169M 0.95%
1,855,800
+1,729,000
+1,364% +$158M
BKNG icon
13
PUT
Booking.com
BKNG
$132B
$161M 0.9%
1,940,000
+1,725,000
+802% +$136M
MSFT icon
14
CALL
Microsoft
MSFT
$3.75T
$158M 0.89%
1,735,300
+1,553,500
+855% +$142M
META icon
15
PUT
Meta Platforms (Facebook)
META
$1.7T
$152M 0.85%
951,700
+846,600
+806% +$152M
GOOG icon
16
PUT
Alphabet (Google) Class C
GOOG
$4.23T
$148M 0.83%
2,864,000
+2,244,000
+362% +$124M
DIA icon
17
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
$132M 0.74%
546,000
+517,100
+1,789% +$130M
GOOG icon
18
CALL
Alphabet (Google) Class C
GOOG
$4.23T
$127M 0.71%
2,456,000
+2,110,000
+610% +$116M
HD icon
19
PUT
Home Depot
HD
$310B
$126M 0.7%
706,200
+657,000
+1,335% +$123M
GOOGL icon
20
PUT
Alphabet (Google) Class A
GOOGL
$4.27T
$99.2M 0.56%
1,912,000
+1,536,000
+409% +$85.2M
BKNG icon
21
CALL
Booking.com
BKNG
$132B
$98M 0.55%
1,177,500
+1,040,000
+756% +$81.8M
BA icon
22
PUT
Boeing
BA
$166B
$92.9M 0.52%
283,300
+267,100
+1,649% +$90.2M
XLE icon
23
PUT
State Street Energy Select Sector SPDR ETF
XLE
$42.4B
$85M 0.48%
2,523,200
+2,221,400
+736% +$78.6M
GS icon
24
PUT
Goldman Sachs
GS
$288B
$83.9M 0.47%
333,300
+260,800
+360% +$67.9M
JNJ icon
25
CALL
Johnson & Johnson
JNJ
$642B
$82.6M 0.46%
644,500
+578,000
+869% +$78.1M
1
2 3 4 5

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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.