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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
CPRI icon
1251
Capri Holdings
CPRI
$1.7B
$1.02M 0.01%
+16,453
New +$1.05M
FAST icon
1252
PUT
Fastenal
FAST
$56.4B
$1.02M 0.01%
+74,800
New +$1.03M
PPLI
1253
People Inc
PPLI
$2.75B
$1.02M 0.01%
36,532
-15,198
-29% -$400K
XEC
1254
PUT
DELISTED
CIMAREX ENERGY CO
XEC
$1.02M 0.01%
10,900
+6,500
+148% +$693K
PARA
1255
CALL
DELISTED
Paramount Global Class B
PARA
$1.02M 0.01%
+19,800
New +$1.09M
SNY icon
1256
PUT
Sanofi
SNY
$103B
$1.02M 0.01%
+25,400
New +$1.06M
TSCO icon
1257
CALL
Tractor Supply
TSCO
$17.1B
$1.01M 0.01%
+80,500
New +$1.12M
HP icon
1258
Helmerich & Payne
HP
$4.14B
$1.01M 0.01%
+15,238
New +$1.03M
SFM icon
1259
CALL
Sprouts Farmers Market
SFM
$6.49B
$1.01M 0.01%
+43,200
New +$1.11M
AAL icon
1260
American Airlines Group
AAL
$8.57B
$1.01M 0.01%
19,466
+6,634
+52% +$355K
SKX
1261
CALL
DELISTED
Skechers
SKX
$1.01M 0.01%
+25,900
New +$1.03M
Z icon
1262
PUT
Zillow
Z
$6.77B
$1M 0.01%
+18,600
New +$897K
NBIS
1263
Nebius Group N.V.
NBIS
$59.3B
$999K 0.01%
+25,321
New +$994K
NCLH icon
1264
PUT
Norwegian Cruise Line
NCLH
$6.61B
$996K 0.01%
+18,800
New +$1.07M
DHI icon
1265
D.R. Horton
DHI
$39.3B
$995K 0.01%
+22,694
New +$1.06M
BBBY
1266
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
$995K 0.01%
+47,400
New +$1.05M
ABB
1267
DELISTED
ABB Ltd
ABB
$993K 0.01%
+41,824
New +$1.08M
SGI
1268
PUT
Somnigroup International
SGI
$13.7B
$992K 0.01%
+87,600
New +$1.2M
SODA
1269
PUT
DELISTED
SodaStream International Ltd
SODA
$992K 0.01%
+10,800
New +$875K
DLR icon
1270
CALL
Digital Realty Trust
DLR
$68.4B
$991K 0.01%
+9,400
New +$992K
GWW icon
1271
PUT
W.W. Grainger
GWW
$59.5B
$988K 0.01%
+3,500
New +$916K
UN
1272
CALL
DELISTED
Unilever NV New York Registry Shares
UN
$981K 0.01%
+17,400
New +$956K
MLM icon
1273
Martin Marietta Materials
MLM
$35.1B
$977K 0.01%
+4,715
New +$1.02M
MLM icon
1274
PUT
Martin Marietta Materials
MLM
$35.1B
$974K 0.01%
+4,700
New +$1.02M
SNA icon
1275
CALL
Snap-on
SNA
$19.2B
$974K 0.01%
+6,600
New +$1.08M
49 50
51
52 53

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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.