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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
NOV icon
576
CALL
NOV
NOV
$6.93B
$3.84M 0.02%
104,200
+98,000
+1,581% +$3.59M
URI icon
577
CALL
United Rentals
URI
$67.2B
$3.83M 0.02%
22,200
+19,900
+865% +$3.53M
XLU icon
578
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$3.83M 0.02%
151,550
-432,922
-74% -$10.8M
O icon
579
CALL
Realty Income
O
$59.6B
$3.83M 0.02%
+76,368
New +$3.81M
SYY icon
580
CALL
Sysco
SYY
$40.8B
$3.82M 0.02%
+63,700
New +$3.86M
MO icon
581
Altria Group
MO
$114B
$3.81M 0.02%
+61,128
New +$4.05M
CLR
582
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$3.81M 0.02%
64,600
+47,400
+276% +$2.56M
AMTD
583
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
$3.81M 0.02%
+64,300
New +$3.65M
RIO icon
584
CALL
Rio Tinto
RIO
$158B
$3.8M 0.02%
+73,700
New +$4.02M
VMW
585
PUT
DELISTED
VMware, Inc
VMW
$3.78M 0.02%
+31,200
New +$3.93M
IRBT
586
CALL
DELISTED
iRobot
IRBT
$3.77M 0.02%
+58,800
New +$4.43M
USB icon
587
US Bancorp
USB
$98.2B
$3.77M 0.02%
74,686
+53,285
+249% +$2.91M
MAR icon
588
PUT
Marriott International
MAR
$98.3B
$3.77M 0.02%
+27,700
New +$3.88M
TSM icon
589
CALL
TSMC
TSM
$2.1T
$3.73M 0.02%
+85,300
New +$3.72M
D icon
590
PUT
Dominion Energy
D
$60.8B
$3.72M 0.02%
55,200
+47,800
+646% +$3.53M
VTRS icon
591
CALL
Viatris
VTRS
$20.4B
$3.72M 0.02%
90,400
+37,600
+71% +$1.6M
WMB icon
592
CALL
Williams Companies
WMB
$87.5B
$3.71M 0.02%
+149,100
New +$4.4M
BAX icon
593
PUT
Baxter International
BAX
$13.5B
$3.7M 0.02%
+56,900
New +$3.85M
AZN icon
594
CALL
AstraZeneca
AZN
$263B
$3.69M 0.02%
52,750
+49,400
+1,475% +$3.42M
TSN icon
595
PUT
Tyson Foods
TSN
$20.4B
$3.69M 0.02%
50,400
+47,700
+1,767% +$3.64M
MDT icon
596
Medtronic
MDT
$109B
$3.67M 0.02%
+45,746
New +$3.77M
MS icon
597
Morgan Stanley
MS
$331B
$3.66M 0.02%
+67,868
New +$3.76M
CS
598
PUT
DELISTED
Credit Suisse Group
CS
$3.66M 0.02%
+218,000
New +$3.99M
WY icon
599
PUT
Weyerhaeuser
WY
$18B
$3.62M 0.02%
+103,500
New +$3.65M
A icon
600
CALL
Agilent Technologies
A
$39.1B
$3.62M 0.02%
54,100
+50,800
+1,539% +$3.56M
22 23
24
25 26

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NOCM
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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.