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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
WB icon
751
PUT
Weibo
WB
$1.6B
$2.56M 0.01%
21,400
+18,400
+613% +$2.35M
EQIX icon
752
PUT
Equinix
EQIX
$100B
$2.55M 0.01%
6,100
+5,600
+1,120% +$2.36M
YELP icon
753
PUT
Yelp
YELP
$1.13B
$2.55M 0.01%
+61,100
New +$2.66M
AVB
754
CALL
DELISTED
AvalonBay Communities
AVB
$2.55M 0.01%
15,500
+8,500
+121% +$1.39M
AAP icon
755
CALL
Advance Auto Parts
AAP
$2.53B
$2.52M 0.01%
21,300
+15,000
+238% +$1.71M
CHTR icon
756
CALL
Charter Communications
CHTR
$16.1B
$2.52M 0.01%
+8,100
New +$2.85M
CL icon
757
Colgate-Palmolive
CL
$69.4B
$2.51M 0.01%
34,970
+31,415
+884% +$2.26M
MSI icon
758
CALL
Motorola Solutions
MSI
$76.2B
$2.51M 0.01%
23,800
+13,600
+133% +$1.39M
COST icon
759
Costco
COST
$396B
$2.5M 0.01%
13,293
+5,952
+81% +$1.12M
KSS icon
760
PUT
Kohl's
KSS
$1.87B
$2.5M 0.01%
+38,200
New +$2.42M
MELI icon
761
PUT
Mercado Libre
MELI
$93.3B
$2.5M 0.01%
+7,000
New +$2.56M
SJM icon
762
CALL
J.M. Smucker
SJM
$13.2B
$2.49M 0.01%
+20,100
New +$2.51M
BMRN icon
763
PUT
BioMarin Pharmaceuticals
BMRN
$12.5B
$2.48M 0.01%
+30,600
New +$2.63M
CBRE icon
764
PUT
CBRE Group
CBRE
$40.1B
$2.48M 0.01%
52,500
+45,000
+600% +$2.05M
VFC icon
765
PUT
VF Corp
VFC
$5B
$2.45M 0.01%
+35,152
New +$2.54M
DDS icon
766
CALL
Dillards
DDS
$10.1B
$2.44M 0.01%
+30,400
New +$2.2M
STLD icon
767
CALL
Steel Dynamics
STLD
$34.1B
$2.44M 0.01%
55,200
+38,800
+237% +$1.79M
TTE icon
768
PUT
TotalEnergies
TTE
$201B
$2.44M 0.01%
42,200
+34,100
+421% +$1.95M
KR icon
769
PUT
Kroger
KR
$36.4B
$2.42M 0.01%
100,900
+75,900
+304% +$2.06M
PH icon
770
CALL
Parker-Hannifin
PH
$116B
$2.41M 0.01%
+14,100
New +$2.67M
DGX icon
771
CALL
Quest Diagnostics
DGX
$27.3B
$2.41M 0.01%
24,000
+21,200
+757% +$2.17M
NVDA icon
772
NVIDIA
NVDA
$5.17T
$2.4M 0.01%
414,920
-263,760
-39% -$1.55M
EWG icon
773
CALL
iShares MSCI Germany ETF
EWG
$1.68B
$2.39M 0.01%
+74,600
New +$2.48M
CCI icon
774
PUT
Crown Castle
CCI
$31.2B
$2.39M 0.01%
+21,800
New +$2.37M
EQIX icon
775
CALL
Equinix
EQIX
$100B
$2.38M 0.01%
5,700
+4,800
+533% +$2.02M
29 30
31
32 33

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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.