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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
AXP icon
376
CALL
American Express
AXP
$228B
$7.01M 0.04%
75,200
+56,100
+294% +$5.43M
VRTX icon
377
CALL
Vertex Pharmaceuticals
VRTX
$122B
$6.99M 0.04%
+42,900
New +$7.01M
BIIB icon
378
PUT
Biogen
BIIB
$30.7B
$6.96M 0.04%
+25,400
New +$7.88M
TIF
379
CALL
DELISTED
Tiffany & Co.
TIF
$6.95M 0.04%
71,200
+60,900
+591% +$6.29M
PRU icon
380
CALL
Prudential Financial
PRU
$42.6B
$6.94M 0.04%
67,000
+51,000
+319% +$5.75M
WDAY icon
381
PUT
Workday
WDAY
$39B
$6.92M 0.04%
+54,400
New +$6.66M
DEO icon
382
PUT
Diageo
DEO
$49.5B
$6.87M 0.04%
50,700
+43,800
+635% +$6.09M
WHR icon
383
PUT
Whirlpool
WHR
$2.47B
$6.86M 0.04%
+44,800
New +$7.48M
BUD icon
384
AB InBev
BUD
$166B
$6.82M 0.04%
62,033
+55,053
+789% +$6.11M
SWKS icon
385
CALL
Skyworks Solutions
SWKS
$9.4B
$6.8M 0.04%
67,800
+34,100
+101% +$3.55M
INTU icon
386
CALL
Intuit
INTU
$86.3B
$6.79M 0.04%
39,200
+31,700
+423% +$5.33M
ABT icon
387
CALL
Abbott
ABT
$183B
$6.75M 0.04%
112,700
+98,200
+677% +$5.92M
MDLZ icon
388
PUT
Mondelez International
MDLZ
$80.5B
$6.75M 0.04%
161,700
+71,000
+78% +$3.08M
PSX icon
389
PUT
Phillips 66
PSX
$84.4B
$6.74M 0.04%
+70,300
New +$6.84M
ETN icon
390
PUT
Eaton
ETN
$150B
$6.69M 0.04%
+83,700
New +$6.87M
HWM icon
391
CALL
Howmet Aerospace
HWM
$111B
$6.65M 0.04%
376,465
+350,907
+1,373% +$7.14M
X
392
PUT
DELISTED
US Steel
X
$6.64M 0.04%
188,700
+180,500
+2,201% +$7.11M
SLB icon
393
SLB Ltd
SLB
$72.6B
$6.63M 0.04%
102,262
+73,669
+258% +$5.15M
TJX icon
394
CALL
TJX Companies
TJX
$176B
$6.62M 0.04%
+162,200
New +$6.41M
XLY icon
395
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$6.59M 0.04%
130,068
+119,810
+1,168% +$6.25M
DFS
396
PUT
DELISTED
Discover Financial Services
DFS
$6.54M 0.04%
90,900
+85,400
+1,553% +$6.59M
OEF icon
397
iShares S&P 100 ETF
OEF
$19.9B
$6.52M 0.04%
56,202
+52,224
+1,313% +$6.33M
VMW
398
CALL
DELISTED
VMware, Inc
VMW
$6.5M 0.04%
53,600
+51,400
+2,336% +$6.47M
CVX icon
399
Chevron
CVX
$383B
$6.48M 0.04%
56,834
+41,307
+266% +$4.94M
LLY icon
400
PUT
Eli Lilly
LLY
$1.03T
$6.46M 0.04%
+83,500
New +$6.72M
14 15
16
17 18

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AWP
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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.