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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
X
326
CALL
DELISTED
US Steel
X
$8.58M 0.05%
243,800
+221,900
+1,013% +$8.74M
RCL icon
327
PUT
Royal Caribbean
RCL
$86.1B
$8.57M 0.05%
72,800
+59,900
+464% +$7.57M
RCL icon
328
CALL
Royal Caribbean
RCL
$86.1B
$8.56M 0.05%
72,700
+38,200
+111% +$4.83M
CI icon
329
PUT
Cigna
CI
$76.1B
$8.47M 0.05%
50,500
+48,500
+2,425% +$9.43M
IJH icon
330
CALL
iShares Core S&P Mid-Cap ETF
IJH
$122B
$8.4M 0.05%
224,000
+49,500
+28% +$1.89M
UAL icon
331
CALL
United Airlines
UAL
$40.1B
$8.36M 0.05%
120,400
+106,200
+748% +$7.34M
EBAY icon
332
PUT
eBay
EBAY
$50.4B
$8.36M 0.05%
207,800
+185,600
+836% +$7.68M
STT icon
333
CALL
State Street
STT
$50.2B
$8.26M 0.05%
82,800
+72,300
+689% +$7.58M
BAX icon
334
CALL
Baxter International
BAX
$13.8B
$8.24M 0.05%
+126,700
New +$8.57M
EXPE icon
335
CALL
Expedia Group
EXPE
$35.2B
$8.24M 0.05%
74,600
+71,100
+2,031% +$8.28M
ADSK icon
336
CALL
Autodesk
ADSK
$49.6B
$8.2M 0.05%
65,300
+45,400
+228% +$5.41M
OXY icon
337
CALL
Occidental Petroleum
OXY
$55.6B
$8.16M 0.05%
125,600
+99,800
+387% +$6.98M
BUD icon
338
CALL
AB InBev
BUD
$166B
$8.13M 0.05%
73,900
+57,600
+353% +$6.39M
PANW icon
339
PUT
Palo Alto Networks
PANW
$265B
$8.11M 0.05%
268,200
+243,600
+990% +$6.77M
APA icon
340
PUT
APA Corp
APA
$12.8B
$8.05M 0.05%
209,100
+187,600
+873% +$7.55M
RIO icon
341
PUT
Rio Tinto
RIO
$158B
$8.04M 0.05%
156,000
+150,200
+2,590% +$8.19M
ALGN icon
342
CALL
Align Technology
ALGN
$12.4B
$8.04M 0.05%
32,000
+29,900
+1,424% +$7.68M
ANDV
343
CALL
DELISTED
Andeavor
ANDV
$8M 0.04%
79,500
+32,600
+70% +$3.4M
DVN icon
344
PUT
Devon Energy
DVN
$50.9B
$7.93M 0.04%
249,600
+222,800
+831% +$8.18M
MCK icon
345
PUT
McKesson
MCK
$101B
$7.88M 0.04%
+55,900
New +$8.71M
IWF icon
346
iShares Russell 1000 Growth ETF
IWF
$120B
$7.86M 0.04%
230,996
-250,896
-52% -$8.8M
KSS icon
347
CALL
Kohl's
KSS
$2.21B
$7.85M 0.04%
+119,800
New +$7.6M
TJX icon
348
PUT
TJX Companies
TJX
$176B
$7.85M 0.04%
+192,400
New +$7.61M
WM icon
349
CALL
Waste Management
WM
$90.5B
$7.83M 0.04%
93,100
+89,500
+2,486% +$7.68M
NEM icon
350
PUT
Newmont
NEM
$101B
$7.83M 0.04%
200,300
+168,100
+522% +$6.49M
12 13
14
15 16

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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.