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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
NTAP icon
551
PUT
NetApp
NTAP
$35B
$4.12M 0.02%
+66,800
New +$4.08M
TTWO icon
552
CALL
Take-Two Interactive
TTWO
$45.4B
$4.11M 0.02%
42,000
+31,800
+312% +$3.56M
CF icon
553
PUT
CF Industries
CF
$19.2B
$4.1M 0.02%
+108,700
New +$4.43M
OIH icon
554
VanEck Oil Services ETF
OIH
$2.06B
$4.1M 0.02%
8,589
+7,789
+974% +$4.03M
PRGO icon
555
CALL
Perrigo
PRGO
$1.4B
$4.1M 0.02%
49,200
+37,900
+335% +$3.31M
HSBC icon
556
HSBC
HSBC
$365B
$4.08M 0.02%
+91,728
New +$4.36M
EL icon
557
PUT
Estee Lauder
EL
$30.4B
$4.04M 0.02%
27,000
+25,400
+1,588% +$3.52M
SU icon
558
CALL
Suncor Energy
SU
$79.4B
$4.04M 0.02%
116,900
+109,500
+1,480% +$3.81M
CCL icon
559
CALL
Carnival Corporation Ltd
CCL
$38.1B
$3.99M 0.02%
+60,900
New +$4.14M
ROST icon
560
PUT
Ross Stores
ROST
$80.5B
$3.98M 0.02%
51,100
+46,200
+943% +$3.67M
BBY icon
561
CALL
Best Buy
BBY
$18.2B
$3.98M 0.02%
56,900
+45,000
+378% +$3.24M
IVZ icon
562
CALL
Invesco
IVZ
$13.1B
$3.97M 0.02%
+124,100
New +$4.28M
PM icon
563
Philip Morris
PM
$297B
$3.97M 0.02%
+39,932
New +$4.16M
KR icon
564
CALL
Kroger
KR
$35.4B
$3.96M 0.02%
165,500
+122,500
+285% +$3.33M
GIS icon
565
CALL
General Mills
GIS
$19.1B
$3.95M 0.02%
+87,700
New +$4.76M
BBY icon
566
PUT
Best Buy
BBY
$18.2B
$3.95M 0.02%
56,400
+53,000
+1,559% +$3.81M
BLK icon
567
Blackrock
BLK
$169B
$3.93M 0.02%
7,260
+6,489
+842% +$3.56M
DLR icon
568
PUT
Digital Realty Trust
DLR
$69.7B
$3.92M 0.02%
+37,200
New +$3.92M
GILD icon
569
Gilead Sciences
GILD
$162B
$3.92M 0.02%
51,940
+6,297
+14% +$501K
VOD icon
570
CALL
Vodafone
VOD
$36.3B
$3.91M 0.02%
140,600
+128,000
+1,016% +$3.81M
CERN
571
CALL
DELISTED
Cerner Corp
CERN
$3.91M 0.02%
67,400
+60,800
+921% +$3.95M
DFS
572
CALL
DELISTED
Discover Financial Services
DFS
$3.9M 0.02%
54,200
+42,600
+367% +$3.29M
SO icon
573
PUT
Southern Company
SO
$109B
$3.87M 0.02%
+86,700
New +$3.85M
JOYY
574
CALL
JOYY Inc
JOYY
$3.71B
$3.87M 0.02%
36,800
+32,300
+718% +$4.07M
TMUS icon
575
CALL
T-Mobile US
TMUS
$185B
$3.86M 0.02%
63,200
+49,400
+358% +$3.09M
21 22
23
24 25

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NOCM
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TIM
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QIM
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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.