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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
FAST icon
651
CALL
Fastenal
FAST
$54.7B
$3.15M 0.02%
230,800
+196,000
+563% +$2.7M
CELG
652
DELISTED
Celgene Corp
CELG
$3.15M 0.02%
35,289
+27,088
+330% +$2.6M
CCL icon
653
PUT
Carnival Corporation Ltd
CCL
$38.1B
$3.14M 0.02%
+47,900
New +$3.26M
RJF icon
654
CALL
Raymond James Financial
RJF
$33.8B
$3.14M 0.02%
+52,650
New +$3.28M
NFLX icon
655
Netflix
NFLX
$299B
$3.13M 0.02%
106,030
+11,120
+12% +$303K
EBAY icon
656
eBay
EBAY
$50.6B
$3.13M 0.02%
77,757
+69,343
+824% +$2.87M
QRVO icon
657
PUT
Qorvo
QRVO
$7.99B
$3.13M 0.02%
+44,400
New +$3.35M
EXC icon
658
CALL
Exelon
EXC
$46.9B
$3.12M 0.02%
112,160
+90,990
+430% +$2.46M
LNG icon
659
PUT
Cheniere Energy
LNG
$55.2B
$3.12M 0.02%
58,400
+54,300
+1,324% +$2.99M
GLW icon
660
Corning
GLW
$119B
$3.12M 0.02%
+111,918
New +$3.45M
CSX icon
661
PUT
CSX Corp
CSX
$93.4B
$3.11M 0.02%
+167,700
New +$3.13M
AVGO icon
662
Broadcom
AVGO
$1.85T
$3.11M 0.02%
+132,080
New +$3.33M
ZION icon
663
PUT
Zions Bancorporation
ZION
$10.2B
$3.11M 0.02%
59,000
+52,900
+867% +$2.85M
TM icon
664
Toyota
TM
$224B
$3.1M 0.02%
+23,740
New +$3.18M
CAR icon
665
CALL
Avis
CAR
$4.86B
$3.09M 0.02%
66,000
+37,300
+130% +$1.68M
CME icon
666
PUT
CME Group
CME
$96.3B
$3.09M 0.02%
19,100
+16,400
+607% +$2.61M
AEM icon
667
CALL
Agnico Eagle Mines
AEM
$73.6B
$3.08M 0.02%
73,300
+67,400
+1,142% +$2.92M
NVS icon
668
CALL
Novartis
NVS
$297B
$3.08M 0.02%
42,520
+36,159
+568% +$2.75M
AVB icon
669
PUT
AvalonBay Communities
AVB
$26.5B
$3.08M 0.02%
18,700
+7,500
+67% +$1.23M
TXT icon
670
CALL
Textron
TXT
$14.7B
$3.07M 0.02%
+52,100
New +$3.06M
APD icon
671
PUT
Air Products & Chemicals
APD
$65.7B
$3.07M 0.02%
+19,300
New +$3.18M
GE icon
672
CALL
GE Aerospace
GE
$374B
$3.06M 0.02%
47,345
+31,862
+206% +$2.36M
UN
673
PUT
DELISTED
Unilever NV New York Registry Shares
UN
$3.02M 0.02%
+53,600
New +$2.95M
HP icon
674
CALL
Helmerich & Payne
HP
$3.45B
$3.02M 0.02%
45,400
+39,700
+696% +$2.68M
KRE icon
675
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$3.02M 0.02%
50,018
-71,757
-59% -$4.45M
25 26
27
28 29

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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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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.