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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
PYPL icon
726
PayPal
PYPL
$45.1B
$2.75M 0.02%
36,300
+28,812
+385% +$2.29M
NBIS
727
PUT
Nebius Group N.V.
NBIS
$56.9B
$2.74M 0.02%
+69,400
New +$2.72M
ETFC
728
PUT
DELISTED
E*Trade Financial Corporation
ETFC
$2.74M 0.02%
49,400
+42,300
+596% +$2.25M
CAH icon
729
CALL
Cardinal Health
CAH
$54.1B
$2.73M 0.02%
+43,500
New +$2.98M
MCHP icon
730
CALL
Microchip Technology
MCHP
$37.8B
$2.72M 0.02%
+59,600
New +$2.75M
DB icon
731
CALL
Deutsche Bank
DB
$72.1B
$2.67M 0.02%
+191,100
New +$3.22M
RSP icon
732
Invesco S&P 500 Equal Weight ETF
RSP
$97.5B
$2.67M 0.01%
+26,807
New +$2.74M
K
733
PUT
DELISTED
Kellanova
K
$2.67M 0.01%
43,665
+40,470
+1,267% +$2.55M
MHK icon
734
PUT
Mohawk Industries
MHK
$8.65B
$2.65M 0.01%
11,400
+10,200
+850% +$2.63M
ROST icon
735
CALL
Ross Stores
ROST
$71.8B
$2.64M 0.01%
33,800
+29,200
+635% +$2.32M
PH icon
736
PUT
Parker-Hannifin
PH
$116B
$2.63M 0.01%
+15,400
New +$2.92M
SHW icon
737
PUT
Sherwin-Williams
SHW
$78B
$2.63M 0.01%
20,100
+18,600
+1,240% +$2.54M
GRMN
738
CALL
Garmin
GRMN
$53.4B
$2.62M 0.01%
44,500
+33,300
+297% +$2.04M
XME icon
739
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.45B
$2.6M 0.01%
76,500
+60,500
+378% +$2.23M
DGX icon
740
PUT
Quest Diagnostics
DGX
$27.3B
$2.6M 0.01%
+25,900
New +$2.65M
ADBE icon
741
Adobe
ADBE
$99.6B
$2.59M 0.01%
+12,007
New +$2.44M
GT icon
742
PUT
Goodyear
GT
$1.49B
$2.59M 0.01%
97,600
+89,900
+1,168% +$2.78M
XHB icon
743
State Street SPDR S&P Homebuilders ETF
XHB
$1.27B
$2.59M 0.01%
63,534
-316,413
-83% -$13.6M
INTU icon
744
Intuit
INTU
$85B
$2.59M 0.01%
14,929
+10,921
+272% +$1.84M
BMY icon
745
Bristol-Myers Squibb
BMY
$130B
$2.58M 0.01%
40,818
+35,555
+676% +$2.29M
BWA icon
746
PUT
BorgWarner
BWA
$12.7B
$2.57M 0.01%
+58,163
New +$2.7M
VWO icon
747
Vanguard FTSE Emerging Markets ETF
VWO
$125B
$2.56M 0.01%
+54,535
New +$2.61M
WW
748
CALL
DELISTED
WW International
WW
$2.56M 0.01%
+40,200
New +$2.58M
WLL
749
PUT
DELISTED
Whiting Petroleum Corporation
WLL
$2.56M 0.01%
+1,009
New +$2.16M
IJR icon
750
iShares Core S&P Small-Cap ETF
IJR
$106B
$2.56M 0.01%
33,246
-212,275
-86% -$16.5M
28 29
30
31 32

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OWA
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FFS
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MFA
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PGCM
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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.