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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
TCOM icon
626
CALL
Trip.com Group
TCOM
$29.6B
$3.34M 0.02%
71,700
+33,800
+89% +$1.59M
DRI icon
627
CALL
Darden Restaurants
DRI
$23.3B
$3.34M 0.02%
39,200
+30,500
+351% +$2.89M
SYF icon
628
PUT
Synchrony
SYF
$24.7B
$3.34M 0.02%
99,600
+84,700
+568% +$3.14M
FITB
629
PUT
Fifth Third Bancorp
FITB
$51.2B
$3.33M 0.02%
+105,000
New +$3.43M
KMI icon
630
PUT
Kinder Morgan
KMI
$71.7B
$3.32M 0.02%
220,300
+201,700
+1,084% +$3.49M
W icon
631
CALL
Wayfair
W
$11.2B
$3.32M 0.02%
49,100
+45,900
+1,434% +$3.86M
TCOM icon
632
PUT
Trip.com Group
TCOM
$29.6B
$3.31M 0.02%
71,100
+45,100
+173% +$2.12M
MTB icon
633
CALL
M&T Bank
MTB
$35.7B
$3.3M 0.02%
17,900
+14,000
+359% +$2.61M
BDX icon
634
PUT
Becton Dickinson
BDX
$45.6B
$3.29M 0.02%
+15,580
New +$3.41M
GDXJ icon
635
PUT
VanEck Junior Gold Miners ETF
GDXJ
$6.89B
$3.29M 0.02%
102,400
+85,500
+506% +$2.81M
GAP
636
PUT
The Gap Inc
GAP
$7.23B
$3.28M 0.02%
+105,200
New +$3.44M
MSI icon
637
PUT
Motorola Solutions
MSI
$72.3B
$3.27M 0.02%
+31,100
New +$3.18M
IWN icon
638
iShares Russell 2000 Value ETF
IWN
$14.3B
$3.26M 0.02%
26,776
-335,026
-93% -$42M
GAP
639
CALL
The Gap Inc
GAP
$7.23B
$3.26M 0.02%
104,500
+96,500
+1,206% +$3.16M
AON icon
640
PUT
Aon
AON
$76.5B
$3.26M 0.02%
+23,200
New +$3.25M
HLF icon
641
CALL
Herbalife
HLF
$1.29B
$3.25M 0.02%
66,600
+58,200
+693% +$2.47M
CIEN icon
642
CALL
Ciena
CIEN
$53.4B
$3.23M 0.02%
124,800
+103,200
+478% +$2.43M
VRSN icon
643
VeriSign
VRSN
$26.2B
$3.22M 0.02%
27,145
+19,677
+263% +$2.28M
ORLY icon
644
CALL
O'Reilly Automotive
ORLY
$72.9B
$3.22M 0.02%
+195,000
New +$3.3M
AGG icon
645
iShares Core US Aggregate Bond ETF
AGG
$137B
$3.21M 0.02%
29,973
+26,603
+789% +$2.86M
RJF icon
646
PUT
Raymond James Financial
RJF
$33.8B
$3.19M 0.02%
+53,550
New +$3.33M
CAG icon
647
PUT
Conagra Brands
CAG
$6.94B
$3.19M 0.02%
+86,400
New +$3.18M
SPLK
648
PUT
DELISTED
Splunk Inc
SPLK
$3.16M 0.02%
+32,100
New +$3.06M
ED icon
649
PUT
Consolidated Edison
ED
$40.1B
$3.16M 0.02%
40,500
+32,700
+419% +$2.54M
CMA
650
PUT
DELISTED
Comerica
CMA
$3.16M 0.02%
+32,900
New +$3.14M
24 25
26
27 28

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NOCM
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TIM
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QIM
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OMG
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MCM
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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.