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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
LMT icon
351
Lockheed Martin
LMT
$132B
$7.82M 0.04%
+23,139
New +$7.88M
ITW icon
352
PUT
Illinois Tool Works
ITW
$81.6B
$7.8M 0.04%
+49,800
New +$8.27M
EXPE icon
353
PUT
Expedia Group
EXPE
$35.2B
$7.72M 0.04%
+69,900
New +$8.14M
MMP
354
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$7.68M 0.04%
131,700
+125,100
+1,895% +$8.4M
PRU icon
355
PUT
Prudential Financial
PRU
$42.6B
$7.67M 0.04%
74,100
+64,600
+680% +$7.28M
UAL icon
356
PUT
United Airlines
UAL
$40.1B
$7.66M 0.04%
110,300
+100,800
+1,061% +$6.96M
LRCX icon
357
PUT
Lam Research
LRCX
$373B
$7.66M 0.04%
377,000
+247,000
+190% +$4.89M
XLP icon
358
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$7.65M 0.04%
145,313
-22,912
-14% -$1.26M
IWB icon
359
iShares Russell 1000 ETF
IWB
$47.9B
$7.59M 0.04%
51,717
-360,707
-87% -$54.8M
YUM icon
360
CALL
Yum! Brands
YUM
$43.3B
$7.41M 0.04%
87,000
+60,200
+225% +$4.93M
MCD icon
361
McDonald's
MCD
$191B
$7.4M 0.04%
47,349
+44,432
+1,523% +$7.31M
CXO
362
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
$7.4M 0.04%
49,200
+11,000
+29% +$1.68M
KHC icon
363
PUT
Kraft Heinz
KHC
$31.3B
$7.32M 0.04%
+117,500
New +$8.41M
LUV icon
364
CALL
Southwest Airlines
LUV
$22.3B
$7.28M 0.04%
+127,000
New +$7.63M
IWV icon
365
iShares Russell 3000 ETF
IWV
$19.5B
$7.24M 0.04%
46,323
+41,574
+875% +$6.72M
REGN icon
366
PUT
Regeneron Pharmaceuticals
REGN
$76B
$7.23M 0.04%
+21,000
New +$7.3M
MGM icon
367
PUT
MGM Resorts International
MGM
$11.7B
$7.23M 0.04%
206,400
+182,100
+749% +$6.4M
XLB icon
368
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
$7.21M 0.04%
+253,200
New +$7.68M
PANW icon
369
CALL
Palo Alto Networks
PANW
$265B
$7.21M 0.04%
238,200
+179,400
+305% +$4.98M
WFC icon
370
Wells Fargo
WFC
$258B
$7.16M 0.04%
136,662
+70,011
+105% +$4.16M
UNP icon
371
Union Pacific
UNP
$172B
$7.15M 0.04%
53,221
+39,573
+290% +$5.32M
SAP icon
372
PUT
SAP
SAP
$209B
$7.13M 0.04%
67,800
+62,700
+1,229% +$6.77M
B
373
PUT
Barrick Mining
B
$63.2B
$7.09M 0.04%
569,800
+500,900
+727% +$6.66M
TWTR
374
PUT
DELISTED
Twitter, Inc.
TWTR
$7.08M 0.04%
244,000
+225,500
+1,219% +$6.61M
ABT icon
375
PUT
Abbott
ABT
$183B
$7.02M 0.04%
+117,200
New +$7.06M
13 14
15
16 17

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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.