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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
JD icon
251
PUT
JD.com
JD
$36.6B
$11.6M 0.07%
287,700
+165,100
+135% +$7.48M
NKE icon
252
CALL
Nike
NKE
$53.7B
$11.6M 0.07%
175,100
+152,000
+658% +$10M
BMY icon
253
PUT
Bristol-Myers Squibb
BMY
$130B
$11.6M 0.07%
183,900
+170,700
+1,293% +$11M
ACN icon
254
CALL
Accenture
ACN
$118B
$11.6M 0.07%
75,700
+56,900
+303% +$9.01M
CVS icon
255
PUT
CVS Health
CVS
$121B
$11.5M 0.06%
185,400
+173,300
+1,432% +$12.4M
NEE icon
256
CALL
NextEra Energy
NEE
$169B
$11.5M 0.06%
+282,400
New +$10.9M
NTES icon
257
CALL
NetEase
NTES
$76.5B
$11.5M 0.06%
205,500
+139,000
+209% +$8.73M
XLI icon
258
State Street Industrial Select Sector SPDR ETF
XLI
$30.6B
$11.5M 0.06%
154,688
+112,337
+265% +$8.66M
COF icon
259
PUT
Capital One
COF
$127B
$11.2M 0.06%
117,300
+110,500
+1,625% +$11M
STZ icon
260
CALL
Constellation Brands
STZ
$21.1B
$11.2M 0.06%
49,300
+38,800
+370% +$8.55M
RHT
261
CALL
DELISTED
Red Hat Inc
RHT
$11.2M 0.06%
+74,800
New +$10.4M
KO icon
262
Coca-Cola
KO
$382B
$11.1M 0.06%
256,153
+238,183
+1,325% +$10.7M
C icon
263
Citigroup
C
$228B
$11M 0.06%
163,314
+156,361
+2,249% +$11.8M
ADSK icon
264
PUT
Autodesk
ADSK
$47.3B
$10.9M 0.06%
86,700
+78,800
+997% +$9.38M
EBAY icon
265
CALL
eBay
EBAY
$48.1B
$10.9M 0.06%
269,800
+217,200
+413% +$8.99M
XRT icon
266
PUT
State Street SPDR S&P Retail ETF
XRT
$395M
$10.8M 0.06%
244,900
+232,400
+1,859% +$10.6M
META icon
267
Meta Platforms (Facebook)
META
$1.71T
$10.8M 0.06%
67,580
+48,971
+263% +$8.79M
CSX icon
268
CALL
CSX Corp
CSX
$90.1B
$10.7M 0.06%
578,100
+509,400
+741% +$9.52M
SPG icon
269
PUT
Simon Property Group
SPG
$66B
$10.7M 0.06%
69,300
+58,400
+536% +$9.29M
NVS icon
270
Novartis
NVS
$263B
$10.7M 0.06%
+147,316
New +$11.2M
EA
271
CALL
DELISTED
Electronic Arts
EA
$10.6M 0.06%
87,600
+60,900
+228% +$7.38M
IBM icon
272
IBM
IBM
$234B
$10.6M 0.06%
72,243
+68,932
+2,082% +$10.4M
WBA
273
PUT
DELISTED
Walgreens Boots Alliance
WBA
$10.5M 0.06%
160,600
+153,100
+2,041% +$10.9M
CMI icon
274
CALL
Cummins
CMI
$74.1B
$10.4M 0.06%
64,400
+41,400
+180% +$7.12M
MPC icon
275
CALL
Marathon Petroleum
MPC
$115B
$10.4M 0.06%
141,700
+88,100
+164% +$6.07M
9 10
11
12 13

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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.