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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-1.62%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$17.9B
AUM Growth
+$14.1B
Cap. Flow
+$14.7B
Cap. Flow %
82.18%
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 Financials 0.77%
2 Technology 0.65%
3 Healthcare 0.56%
4 Consumer Discretionary 0.53%
5 Industrials 0.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XOP icon
226
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.59B
$12.9M 0.07%
91,450
+75,675
+480% +$10.8M
XLF icon
227
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$12.8M 0.07%
466,027
-55,965
-11% -$1.61M
ECL icon
228
CALL
Ecolab
ECL
$78.6B
$12.8M 0.07%
93,300
+87,000
+1,381% +$11.7M
TEVA icon
229
CALL
Teva Pharmaceuticals
TEVA
$41.2B
$12.8M 0.07%
746,500
+700,600
+1,526% +$13.7M
TMO icon
230
PUT
Thermo Fisher Scientific
TMO
$214B
$12.7M 0.07%
61,700
+59,900
+3,328% +$12.6M
WHR icon
231
CALL
Whirlpool
WHR
$2.47B
$12.7M 0.07%
83,200
+74,900
+902% +$12.5M
SWKS icon
232
PUT
Skyworks Solutions
SWKS
$9.4B
$12.7M 0.07%
126,600
+100,100
+378% +$10.4M
DD icon
233
PUT
DuPont de Nemours
DD
$18.7B
$12.5M 0.07%
77,634
+63,695
+457% +$11.5M
AMT icon
234
PUT
American Tower
AMT
$81.3B
$12.5M 0.07%
85,900
+81,600
+1,898% +$11.5M
REGN icon
235
CALL
Regeneron Pharmaceuticals
REGN
$77.4B
$12.5M 0.07%
36,200
+34,800
+2,486% +$12.1M
EOG icon
236
PUT
EOG Resources
EOG
$77.5B
$12.5M 0.07%
118,400
+90,100
+318% +$9.72M
CVS icon
237
CALL
CVS Health
CVS
$134B
$12.4M 0.07%
199,600
+183,100
+1,110% +$13.1M
TMO icon
238
CALL
Thermo Fisher Scientific
TMO
$214B
$12.3M 0.07%
59,600
+45,300
+317% +$9.51M
USB icon
239
PUT
US Bancorp
USB
$98B
$12.3M 0.07%
243,300
+188,100
+341% +$10.3M
ADP icon
240
CALL
Automatic Data Processing
ADP
$105B
$12.3M 0.07%
108,000
+97,400
+919% +$11.4M
TWTR
241
CALL
DELISTED
Twitter, Inc.
TWTR
$12.2M 0.07%
421,700
+374,200
+788% +$11M
KRE icon
242
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.49B
$12.2M 0.07%
201,900
+169,400
+521% +$10.5M
CL icon
243
PUT
Colgate-Palmolive
CL
$73.3B
$12.2M 0.07%
169,600
+158,600
+1,442% +$11.4M
GOOG icon
244
Alphabet (Google) Class C
GOOG
$4.08T
$11.9M 0.07%
230,880
+214,800
+1,336% +$11.9M
STZ icon
245
PUT
Constellation Brands
STZ
$22.3B
$11.8M 0.07%
51,900
+43,900
+549% +$9.67M
CMI icon
246
PUT
Cummins
CMI
$87.3B
$11.8M 0.07%
72,800
+63,100
+651% +$10.8M
NOC icon
247
CALL
Northrop Grumman
NOC
$76B
$11.8M 0.07%
33,700
+26,400
+362% +$8.84M
FXE icon
248
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
$11.7M 0.07%
+98,800
New +$11.7M
PNC icon
249
CALL
PNC Financial Services
PNC
$99.2B
$11.7M 0.07%
+77,300
New +$12M
ADP icon
250
PUT
Automatic Data Processing
ADP
$105B
$11.7M 0.07%
102,800
+96,400
+1,506% +$11.2M
8 9
10
11 12

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BCM
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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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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 deployed $14.7B of net new capital in Q1 2018, opening 1,456 new positions and adding to 953 existing holdings. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M.

By sector, the portfolio is most concentrated in Financials at 0.77% of assets, down from 1.2% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $104M trimmed.

  • 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.