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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
301
CALL
JD.com
JD
$43.6B
$9.29M 0.05%
229,500
+155,900
+212% +$7.07M
ELV icon
302
PUT
Elevance Health
ELV
$81.6B
$9.23M 0.05%
42,000
+38,900
+1,255% +$9.14M
CTSH icon
303
CALL
Cognizant
CTSH
$24.3B
$9.2M 0.05%
114,300
+108,500
+1,871% +$8.58M
D icon
304
CALL
Dominion Energy
D
$61.3B
$9.16M 0.05%
135,900
+130,400
+2,371% +$9.63M
RTN
305
PUT
DELISTED
Raytheon Company
RTN
$9.15M 0.05%
42,400
+40,400
+2,020% +$8.36M
XOP icon
306
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.59B
$9.13M 0.05%
64,825
+51,750
+396% +$7.41M
CXO
307
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
$9.1M 0.05%
60,500
+46,600
+335% +$7.1M
TXN icon
308
CALL
Texas Instruments
TXN
$255B
$9.08M 0.05%
87,400
+62,600
+252% +$6.78M
HES
309
PUT
DELISTED
Hess
HES
$9.02M 0.05%
178,200
+88,400
+98% +$4.33M
INTU icon
310
PUT
Intuit
INTU
$86.3B
$9.01M 0.05%
52,000
+46,800
+900% +$7.87M
XYZ
311
PUT
Block Inc
XYZ
$49.2B
$8.95M 0.05%
181,800
+170,300
+1,481% +$7.82M
MCD icon
312
CALL
McDonald's
MCD
$191B
$8.88M 0.05%
56,800
+30,000
+112% +$4.94M
ADI icon
313
CALL
Analog Devices
ADI
$179B
$8.87M 0.05%
97,300
+94,700
+3,642% +$8.62M
WDAY icon
314
CALL
Workday
WDAY
$39B
$8.83M 0.05%
69,500
+64,400
+1,263% +$7.88M
DD icon
315
CALL
DuPont de Nemours
DD
$18.7B
$8.83M 0.05%
54,731
+44,701
+446% +$8.09M
ALXN
316
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
$8.83M 0.05%
+79,200
New +$9.47M
NEE icon
317
PUT
NextEra Energy
NEE
$183B
$8.77M 0.05%
214,800
+208,400
+3,256% +$8.04M
NTES icon
318
PUT
NetEase
NTES
$84.4B
$8.75M 0.05%
156,000
+106,500
+215% +$6.69M
COR icon
319
CALL
Cencora
COR
$60.7B
$8.72M 0.05%
101,200
+81,500
+414% +$7.83M
BLK icon
320
CALL
Blackrock
BLK
$170B
$8.72M 0.05%
16,100
+14,700
+1,050% +$8.07M
CB icon
321
CALL
Chubb
CB
$135B
$8.71M 0.05%
+63,700
New +$9.23M
LVS icon
322
PUT
Las Vegas Sands
LVS
$32.3B
$8.63M 0.05%
120,100
+104,000
+646% +$7.62M
AMT icon
323
CALL
American Tower
AMT
$81.3B
$8.63M 0.05%
59,400
+57,400
+2,870% +$8.09M
CME icon
324
CME Group
CME
$96.1B
$8.62M 0.05%
53,284
+3,127
+6% +$498K
STI
325
CALL
DELISTED
SunTrust Banks, Inc.
STI
$8.61M 0.05%
126,500
+118,400
+1,462% +$8.21M
11 12
13
14 15

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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.