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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
SBUX icon
501
Starbucks
SBUX
$121B
$4.68M 0.03%
80,890
+72,964
+921% +$4.22M
NTAP icon
502
CALL
NetApp
NTAP
$34.9B
$4.68M 0.03%
75,900
+42,100
+125% +$2.57M
SHPG
503
PUT
DELISTED
Shire pic
SHPG
$4.68M 0.03%
+31,300
New +$4.31M
M icon
504
CALL
Macy's
M
$6.59B
$4.65M 0.03%
+156,400
New +$4.23M
GDX icon
505
CALL
VanEck Gold Miners ETF
GDX
$22.8B
$4.64M 0.03%
211,200
+180,700
+592% +$4.08M
VLO icon
506
PUT
Valero Energy
VLO
$92.4B
$4.64M 0.03%
50,000
+29,800
+148% +$2.78M
EWW icon
507
PUT
iShares MSCI Mexico ETF
EWW
$1.93B
$4.63M 0.03%
+89,900
New +$4.61M
PSA icon
508
CALL
Public Storage
PSA
$60.6B
$4.61M 0.03%
23,000
+17,200
+297% +$3.35M
CHRW icon
509
CALL
C.H. Robinson
CHRW
$17.6B
$4.58M 0.03%
48,900
+38,800
+384% +$3.57M
LUV icon
510
PUT
Southwest Airlines
LUV
$22.1B
$4.58M 0.03%
+80,000
New +$4.8M
GDX icon
511
PUT
VanEck Gold Miners ETF
GDX
$22.8B
$4.58M 0.03%
208,300
+180,800
+657% +$4.08M
CHKP icon
512
CALL
Check Point Software Technologies
CHKP
$13.1B
$4.57M 0.03%
46,000
+43,700
+1,900% +$4.5M
AFL icon
513
CALL
Aflac
AFL
$65.1B
$4.53M 0.03%
103,500
+37,700
+57% +$1.67M
ZTS icon
514
CALL
Zoetis
ZTS
$32.4B
$4.5M 0.03%
+53,900
New +$4.25M
GIS icon
515
PUT
General Mills
GIS
$19.1B
$4.47M 0.03%
+99,300
New +$5.39M
OKE icon
516
CALL
Oneok
OKE
$56.8B
$4.47M 0.03%
78,600
+71,000
+934% +$4.07M
CI icon
517
CALL
Cigna
CI
$74.6B
$4.46M 0.03%
26,600
+15,100
+131% +$2.93M
GD icon
518
PUT
General Dynamics
GD
$103B
$4.46M 0.03%
20,200
+9,100
+82% +$1.98M
ETR icon
519
CALL
Entergy
ETR
$50.5B
$4.46M 0.03%
113,200
+88,000
+349% +$3.4M
AMTD
520
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
$4.45M 0.02%
+75,200
New +$4.26M
IYF icon
521
PUT
iShares US Financials ETF
IYF
$4.68B
$4.45M 0.02%
75,600
+65,600
+656% +$3.98M
HES
522
CALL
DELISTED
Hess
HES
$4.42M 0.02%
87,300
+18,600
+27% +$912K
CF icon
523
CALL
CF Industries
CF
$19.3B
$4.42M 0.02%
117,100
+111,500
+1,991% +$4.54M
TFC icon
524
CALL
Truist Financial
TFC
$63.4B
$4.38M 0.02%
84,200
+64,900
+336% +$3.5M
LNG icon
525
CALL
Cheniere Energy
LNG
$55.3B
$4.38M 0.02%
+81,900
New +$4.51M
19 20
21
22 23

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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.