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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
JD icon
251
PUT
JD.com
JD
$43.6B
$11.6M 0.07%
287,700
+165,100
+135% +$7.48M
NKE icon
252
CALL
Nike
NKE
$62.7B
$11.6M 0.07%
175,100
+152,000
+658% +$10M
BMY icon
253
PUT
Bristol-Myers Squibb
BMY
$132B
$11.6M 0.07%
183,900
+170,700
+1,293% +$11M
ACN icon
254
CALL
Accenture
ACN
$99.9B
$11.6M 0.07%
75,700
+56,900
+303% +$9.01M
CVS icon
255
PUT
CVS Health
CVS
$134B
$11.5M 0.06%
185,400
+173,300
+1,432% +$12.4M
NEE icon
256
CALL
NextEra Energy
NEE
$183B
$11.5M 0.06%
+282,400
New +$10.9M
NTES icon
257
CALL
NetEase
NTES
$84.4B
$11.5M 0.06%
205,500
+139,000
+209% +$8.73M
XLI icon
258
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
$11.5M 0.06%
154,688
+112,337
+265% +$8.66M
COF icon
259
PUT
Capital One
COF
$129B
$11.2M 0.06%
117,300
+110,500
+1,625% +$11M
STZ icon
260
CALL
Constellation Brands
STZ
$22.3B
$11.2M 0.06%
49,300
+38,800
+370% +$8.55M
RHT
261
CALL
DELISTED
Red Hat Inc
RHT
$11.2M 0.06%
+74,800
New +$10.4M
KO icon
262
Coca-Cola
KO
$381B
$11.1M 0.06%
256,153
+238,183
+1,325% +$10.7M
C icon
263
Citigroup
C
$222B
$11M 0.06%
163,314
+156,361
+2,249% +$11.8M
ADSK icon
264
PUT
Autodesk
ADSK
$49.6B
$10.9M 0.06%
86,700
+78,800
+997% +$9.38M
EBAY icon
265
CALL
eBay
EBAY
$50.4B
$10.9M 0.06%
269,800
+217,200
+413% +$8.99M
XRT icon
266
PUT
State Street SPDR S&P Retail ETF
XRT
$453M
$10.8M 0.06%
244,900
+232,400
+1,859% +$10.6M
META icon
267
Meta Platforms (Facebook)
META
$1.37T
$10.8M 0.06%
67,580
+48,971
+263% +$8.79M
CSX icon
268
CALL
CSX Corp
CSX
$93B
$10.7M 0.06%
578,100
+509,400
+741% +$9.52M
SPG icon
269
PUT
Simon Property Group
SPG
$74.7B
$10.7M 0.06%
69,300
+58,400
+536% +$9.29M
NVS icon
270
Novartis
NVS
$301B
$10.7M 0.06%
+147,316
New +$11.2M
EA icon
271
CALL
Electronic Arts
EA
$52.9B
$10.6M 0.06%
87,600
+60,900
+228% +$7.38M
IBM icon
272
IBM
IBM
$209B
$10.6M 0.06%
72,243
+68,932
+2,082% +$10.4M
WBA
273
PUT
DELISTED
Walgreens Boots Alliance
WBA
$10.5M 0.06%
160,600
+153,100
+2,041% +$10.9M
CMI icon
274
CALL
Cummins
CMI
$87.3B
$10.4M 0.06%
64,400
+41,400
+180% +$7.12M
MPC icon
275
CALL
Marathon Petroleum
MPC
$91.7B
$10.4M 0.06%
141,700
+88,100
+164% +$6.07M
9 10
11
12 13

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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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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.