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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
HOG icon
476
CALL
Harley-Davidson
HOG
$2.6B
$4.96M 0.03%
115,600
+111,400
+2,652% +$5.33M
NSC icon
477
CALL
Norfolk Southern
NSC
$75.4B
$4.94M 0.03%
36,400
+34,700
+2,041% +$4.99M
AXP icon
478
American Express
AXP
$228B
$4.94M 0.03%
52,937
+49,667
+1,519% +$4.81M
DUK icon
479
PUT
Duke Energy
DUK
$98B
$4.91M 0.03%
+63,400
New +$4.9M
WY icon
480
CALL
Weyerhaeuser
WY
$18B
$4.9M 0.03%
+140,100
New +$4.94M
TNL icon
481
CALL
Travel + Leisure Co
TNL
$4.64B
$4.9M 0.03%
94,802
+76,417
+416% +$4.09M
HSBC icon
482
CALL
HSBC
HSBC
$365B
$4.88M 0.03%
+109,781
New +$5.22M
HON icon
483
Honeywell
HON
$77.3B
$4.87M 0.03%
+37,270
New +$5.16M
TD icon
484
CALL
Toronto Dominion Bank
TD
$199B
$4.86M 0.03%
85,500
+79,400
+1,302% +$4.65M
SWK icon
485
CALL
Stanley Black & Decker
SWK
$14.4B
$4.84M 0.03%
31,600
+18,600
+143% +$3.02M
MMM icon
486
3M
MMM
$90.7B
$4.84M 0.03%
26,349
+23,616
+864% +$4.68M
PEP icon
487
PepsiCo
PEP
$191B
$4.82M 0.03%
44,187
+32,137
+267% +$3.65M
CLX icon
488
PUT
Clorox
CLX
$11.6B
$4.82M 0.03%
+36,200
New +$4.86M
URI icon
489
PUT
United Rentals
URI
$67.4B
$4.82M 0.03%
27,900
+25,700
+1,168% +$4.56M
SO icon
490
CALL
Southern Company
SO
$109B
$4.8M 0.03%
+107,500
New +$4.77M
TNL icon
491
PUT
Travel + Leisure Co
TNL
$4.64B
$4.79M 0.03%
92,809
+87,936
+1,805% +$4.7M
TROW icon
492
CALL
T. Rowe Price
TROW
$24.1B
$4.79M 0.03%
+44,400
New +$4.95M
CMA
493
CALL
DELISTED
Comerica
CMA
$4.79M 0.03%
49,900
+39,400
+375% +$3.76M
HP icon
494
PUT
Helmerich & Payne
HP
$3.43B
$4.79M 0.03%
+71,900
New +$4.85M
FL
495
PUT
DELISTED
Foot Locker
FL
$4.78M 0.03%
+105,000
New +$4.89M
FFIV icon
496
CALL
F5
FFIV
$23B
$4.77M 0.03%
+33,000
New +$4.73M
KSU
497
CALL
DELISTED
Kansas City Southern
KSU
$4.76M 0.03%
43,300
+33,300
+333% +$3.61M
GPC icon
498
CALL
Genuine Parts
GPC
$17.2B
$4.72M 0.03%
52,500
+49,400
+1,594% +$4.77M
COR icon
499
PUT
Cencora
COR
$60.7B
$4.72M 0.03%
54,700
+49,700
+994% +$4.77M
DIS icon
500
Walt Disney
DIS
$167B
$4.71M 0.03%
46,927
+32,183
+218% +$3.42M
18 19
20
21 22

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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.