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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
CP icon
526
PUT
Canadian Pacific Kansas City
CP
$78.1B
$4.38M 0.02%
124,000
+80,500
+185% +$2.91M
YELP icon
527
CALL
Yelp
YELP
$1.45B
$4.37M 0.02%
+104,700
New +$4.56M
TM icon
528
PUT
Toyota
TM
$224B
$4.37M 0.02%
+33,500
New +$4.49M
DB icon
529
PUT
Deutsche Bank
DB
$69B
$4.34M 0.02%
+310,600
New +$5.24M
ASML icon
530
PUT
ASML
ASML
$633B
$4.33M 0.02%
+21,800
New +$4.29M
VRSN icon
531
PUT
VeriSign
VRSN
$26.2B
$4.33M 0.02%
36,500
+30,400
+498% +$3.52M
NUE icon
532
CALL
Nucor
NUE
$58.7B
$4.31M 0.02%
70,600
+58,700
+493% +$3.89M
AA icon
533
CALL
Alcoa
AA
$12B
$4.31M 0.02%
95,800
+84,000
+712% +$4.16M
AZN icon
534
PUT
AstraZeneca
AZN
$264B
$4.28M 0.02%
+61,200
New +$4.24M
ITW icon
535
CALL
Illinois Tool Works
ITW
$82.5B
$4.28M 0.02%
27,300
+23,700
+658% +$3.93M
PNC icon
536
PUT
PNC Financial Services
PNC
$99.7B
$4.26M 0.02%
28,200
+24,700
+706% +$3.84M
AEM icon
537
PUT
Agnico Eagle Mines
AEM
$73.6B
$4.26M 0.02%
101,300
+95,700
+1,709% +$4.15M
OKE icon
538
PUT
Oneok
OKE
$56.8B
$4.25M 0.02%
74,700
+68,700
+1,145% +$3.94M
MAR icon
539
CALL
Marriott International
MAR
$98.9B
$4.24M 0.02%
31,200
+26,400
+550% +$3.7M
IWO icon
540
PUT
iShares Russell 2000 Growth ETF
IWO
$14.4B
$4.21M 0.02%
22,100
+18,100
+453% +$3.48M
HSY icon
541
PUT
Hershey
HSY
$35.5B
$4.21M 0.02%
+42,500
New +$4.39M
IJH icon
542
PUT
iShares Core S&P Mid-Cap ETF
IJH
$122B
$4.2M 0.02%
112,000
+97,000
+647% +$3.71M
CP icon
543
CALL
Canadian Pacific Kansas City
CP
$78.1B
$4.18M 0.02%
118,500
+90,500
+323% +$3.27M
GWW icon
544
CALL
W.W. Grainger
GWW
$65.5B
$4.18M 0.02%
14,800
+13,100
+771% +$3.43M
SPLK
545
CALL
DELISTED
Splunk Inc
SPLK
$4.17M 0.02%
+42,400
New +$4.05M
DFS
546
DELISTED
Discover Financial Services
DFS
$4.16M 0.02%
+57,858
New +$4.47M
TECK icon
547
CALL
Teck Resources
TECK
$29.5B
$4.16M 0.02%
161,500
+142,300
+741% +$4.01M
QRVO icon
548
CALL
Qorvo
QRVO
$8.01B
$4.13M 0.02%
58,700
+54,200
+1,204% +$4.08M
CB icon
549
PUT
Chubb
CB
$136B
$4.13M 0.02%
+30,200
New +$4.37M
UPRO icon
550
ProShares UltraPro S&P 500
UPRO
$5.22B
$4.13M 0.02%
+189,366
New +$4.66M
20 21
22
23 24

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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.