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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
OLED icon
951
PUT
Universal Display
OLED
$3.55B
$1.73M 0.01%
+17,100
New +$2.57M
CTAS icon
952
Cintas
CTAS
$79.3B
$1.72M 0.01%
40,424
+35,200
+674% +$1.46M
AMAT icon
953
Applied Materials
AMAT
$332B
$1.72M 0.01%
30,960
+26,818
+647% +$1.49M
SONY icon
954
CALL
Sony
SONY
$139B
$1.72M 0.01%
+178,000
New +$1.75M
SYF icon
955
Synchrony
SYF
$24.4B
$1.72M 0.01%
51,295
+45,866
+845% +$1.7M
TWLO icon
956
PUT
Twilio
TWLO
$37.3B
$1.72M 0.01%
+45,000
New +$1.43M
AZO icon
957
AutoZone
AZO
$46.4B
$1.72M 0.01%
2,646
+1,523
+136% +$1.09M
MGM icon
958
MGM Resorts International
MGM
$9.73B
$1.72M 0.01%
+48,997
New +$1.72M
BABA icon
959
Alibaba
BABA
$269B
$1.71M 0.01%
9,331
+6,331
+211% +$1.19M
MHK icon
960
Mohawk Industries
MHK
$8.7B
$1.71M 0.01%
7,377
+5,957
+420% +$1.53M
NWL icon
961
PUT
Newell Brands
NWL
$2.41B
$1.71M 0.01%
+67,000
New +$1.89M
ETFC
962
DELISTED
E*Trade Financial Corporation
ETFC
$1.7M 0.01%
+30,727
New +$1.64M
XEC
963
CALL
DELISTED
CIMAREX ENERGY CO
XEC
$1.7M 0.01%
18,200
+12,000
+194% +$1.28M
F icon
964
PUT
Ford
F
$54.7B
$1.7M 0.01%
153,300
+119,700
+356% +$1.35M
NRG icon
965
PUT
NRG Energy
NRG
$22.4B
$1.7M 0.01%
+55,600
New +$1.54M
USG
966
CALL
DELISTED
Usg
USG
$1.69M 0.01%
+41,900
New +$1.52M
BX icon
967
CALL
Blackstone
BX
$94.6B
$1.69M 0.01%
53,000
-12,700
-19% -$433K
TRGP icon
968
PUT
Targa Resources
TRGP
$61.5B
$1.69M 0.01%
+38,400
New +$1.83M
BBWI icon
969
CALL
Bath & Body Works
BBWI
$3.44B
$1.69M 0.01%
54,675
+49,603
+978% +$1.88M
DVN icon
970
Devon Energy
DVN
$53.5B
$1.69M 0.01%
53,019
+44,704
+538% +$1.64M
AON icon
971
CALL
Aon
AON
$63B
$1.68M 0.01%
+12,000
New +$1.68M
FE icon
972
CALL
FirstEnergy
FE
$26.4B
$1.68M 0.01%
+49,500
New +$1.59M
BFH icon
973
CALL
Bread Financial
BFH
$4.18B
$1.68M 0.01%
+9,899
New +$1.93M
PAYX icon
974
CALL
Paychex
PAYX
$41.3B
$1.68M 0.01%
+27,300
New +$1.8M
AZN icon
975
AstraZeneca
AZN
$257B
$1.67M 0.01%
+23,923
New +$1.66M
37 38
39
40 41

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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.