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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
GM icon
401
CALL
General Motors
GM
$80B
$6.42M 0.04%
176,700
+165,000
+1,410% +$6.69M
APA icon
402
CALL
APA Corp
APA
$12.8B
$6.37M 0.04%
165,600
+136,800
+475% +$5.5M
GM icon
403
PUT
General Motors
GM
$80B
$6.36M 0.04%
175,000
+152,400
+674% +$6.18M
KHC icon
404
CALL
Kraft Heinz
KHC
$31.3B
$6.3M 0.04%
101,200
+97,500
+2,635% +$6.98M
PXD
405
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$6.3M 0.04%
36,700
+27,900
+317% +$4.92M
PSA icon
406
PUT
Public Storage
PSA
$59.3B
$6.25M 0.04%
31,200
+27,900
+845% +$5.44M
TRV icon
407
CALL
Travelers Companies
TRV
$78.4B
$6.24M 0.03%
44,900
+34,200
+320% +$4.78M
ULTA icon
408
PUT
Ulta Beauty
ULTA
$22.2B
$6.23M 0.03%
30,500
+26,700
+703% +$5.78M
TRV icon
409
PUT
Travelers Companies
TRV
$78.4B
$6.15M 0.03%
+44,300
New +$6.19M
FLR icon
410
CALL
Fluor
FLR
$6.99B
$6.09M 0.03%
+106,500
New +$6.11M
GS icon
411
Goldman Sachs
GS
$302B
$6.08M 0.03%
24,162
+22,149
+1,100% +$5.77M
M icon
412
PUT
Macy's
M
$6.56B
$6.08M 0.03%
+204,600
New +$5.53M
NEM icon
413
CALL
Newmont
NEM
$101B
$6.05M 0.03%
154,800
+108,400
+234% +$4.18M
GD icon
414
CALL
General Dynamics
GD
$103B
$6.01M 0.03%
27,200
+24,700
+988% +$5.37M
MA icon
415
Mastercard
MA
$510B
$6M 0.03%
34,224
+29,271
+591% +$5M
SYK icon
416
PUT
Stryker
SYK
$133B
$5.99M 0.03%
+37,200
New +$6M
MET icon
417
CALL
MetLife
MET
$62.5B
$5.98M 0.03%
130,300
+59,700
+85% +$2.9M
ALGN icon
418
PUT
Align Technology
ALGN
$12.4B
$5.98M 0.03%
+23,800
New +$6.11M
AMGN icon
419
Amgen
AMGN
$209B
$5.96M 0.03%
+34,964
New +$6.42M
SU icon
420
PUT
Suncor Energy
SU
$78.8B
$5.96M 0.03%
172,500
+159,500
+1,227% +$5.56M
TSN icon
421
CALL
Tyson Foods
TSN
$21.4B
$5.94M 0.03%
81,200
+72,800
+867% +$5.56M
CLR
422
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$5.94M 0.03%
100,800
+89,700
+808% +$4.84M
DLTR icon
423
CALL
Dollar Tree
DLTR
$24.7B
$5.94M 0.03%
+62,600
New +$6.56M
BA icon
424
Boeing
BA
$175B
$5.92M 0.03%
18,062
+11,793
+188% +$3.98M
HD icon
425
Home Depot
HD
$332B
$5.88M 0.03%
32,975
+28,578
+650% +$5.36M
15 16
17
18 19

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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.