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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
SMH icon
1301
VanEck Semiconductor ETF
SMH
$69.4B
$934K 0.01%
17,920
-6,826
-28% -$359K
ESRX
1302
PUT
DELISTED
Express Scripts Holding Company
ESRX
$933K 0.01%
+13,500
New +$1.03M
XLNX
1303
CALL
DELISTED
Xilinx Inc
XLNX
$932K 0.01%
+12,900
New +$930K
CA
1304
CALL
DELISTED
CA, Inc.
CA
$932K 0.01%
+27,500
New +$956K
SCCO icon
1305
Southern Copper
SCCO
$166B
$928K 0.01%
+18,695
New +$875K
ALGN icon
1306
Align Technology
ALGN
$10.6B
$927K 0.01%
3,690
+2,741
+289% +$704K
DGX icon
1307
Quest Diagnostics
DGX
$27.3B
$926K 0.01%
9,235
+6,811
+281% +$698K
CPRT icon
1308
Copart
CPRT
$27.5B
$923K 0.01%
+72,488
New +$839K
DEO icon
1309
Diageo
DEO
$48.2B
$923K 0.01%
+6,817
New +$948K
CCEP icon
1310
Coca-Cola Europacific Partners
CCEP
$44.3B
$921K 0.01%
+22,098
New +$871K
VEA icon
1311
Vanguard FTSE Developed Markets ETF
VEA
$236B
$919K 0.01%
20,775
-43,253
-68% -$1.96M
PII icon
1312
PUT
Polaris
PII
$3.17B
$916K 0.01%
+8,000
New +$962K
GDDY icon
1313
PUT
GoDaddy
GDDY
$12.4B
$915K 0.01%
+14,900
New +$843K
HLT icon
1314
PUT
Hilton Worldwide
HLT
$68.1B
$914K 0.01%
+11,600
New +$953K
VRTX icon
1315
PUT
Vertex Pharmaceuticals
VRTX
$131B
$913K 0.01%
+5,600
New +$915K
FMC icon
1316
PUT
FMC
FMC
$1.28B
$911K 0.01%
+13,721
New +$1.02M
J icon
1317
PUT
Jacobs Solutions
J
$16.9B
$911K 0.01%
+18,618
New +$985K
SLCA
1318
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$909K 0.01%
+35,600
New +$1.09M
ANF icon
1319
PUT
Abercrombie & Fitch
ANF
$5.88B
$908K 0.01%
+37,500
New +$792K
PLD icon
1320
CALL
Prologis
PLD
$128B
$907K 0.01%
+14,400
New +$895K
CRI icon
1321
CALL
Carter's
CRI
$1.09B
$906K 0.01%
+8,700
New +$1.01M
CTAS icon
1322
PUT
Cintas
CTAS
$79.2B
$904K 0.01%
+21,200
New +$880K
FLR icon
1323
PUT
Fluor
FLR
$7.35B
$904K 0.01%
+15,800
New +$907K
SIX
1324
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
$903K 0.01%
+14,500
New +$946K
BXP icon
1325
CALL
Boston Properties
BXP
$10.2B
$900K 0.01%
+7,300
New +$888K
51 52
53
54 55

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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.