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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
FCX icon
676
CALL
Freeport-McMoran
FCX
$90B
$3.02M 0.02%
171,700
+124,300
+262% +$2.33M
KMX icon
677
CALL
CarMax
KMX
$8.13B
$3.01M 0.02%
48,600
+28,500
+142% +$1.86M
DG icon
678
CALL
Dollar General
DG
$28B
$3M 0.02%
+32,100
New +$3.08M
GG
679
PUT
DELISTED
Goldcorp Inc
GG
$3M 0.02%
+216,700
New +$2.93M
CI icon
680
Cigna
CI
$73.8B
$2.99M 0.02%
17,845
+14,506
+434% +$2.82M
SIG icon
681
CALL
Signet Jewelers
SIG
$3.61B
$2.99M 0.02%
77,600
+71,900
+1,261% +$3.57M
RGLD icon
682
PUT
Royal Gold
RGLD
$16.8B
$2.99M 0.02%
34,800
+22,400
+181% +$1.89M
CAT icon
683
Caterpillar
CAT
$375B
$2.98M 0.02%
20,250
+15,062
+290% +$2.38M
B
684
CALL
Barrick Mining
B
$61.5B
$2.98M 0.02%
239,200
+206,900
+641% +$2.75M
ISRG icon
685
Intuitive Surgical
ISRG
$127B
$2.98M 0.02%
21,630
+18,291
+548% +$2.55M
ADM icon
686
PUT
Archer Daniels Midland
ADM
$38.2B
$2.97M 0.02%
68,500
+54,600
+393% +$2.3M
MAS icon
687
PUT
Masco
MAS
$14.1B
$2.96M 0.02%
+73,200
New +$3.14M
LULU icon
688
CALL
lululemon athletica
LULU
$13.5B
$2.96M 0.02%
33,200
+28,000
+538% +$2.24M
IVE icon
689
iShares S&P 500 Value ETF
IVE
$49B
$2.96M 0.02%
27,051
-17,104
-39% -$1.95M
XME icon
690
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
$2.96M 0.02%
+86,900
New +$3.2M
HYG icon
691
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$2.95M 0.02%
34,416
+28,601
+492% +$2.47M
ZTS icon
692
Zoetis
ZTS
$32.4B
$2.95M 0.02%
35,272
+29,011
+463% +$2.29M
CSCO icon
693
Cisco
CSCO
$457B
$2.91M 0.02%
67,806
+53,787
+384% +$2.28M
YUM icon
694
Yum! Brands
YUM
$42.2B
$2.89M 0.02%
+33,931
New +$2.78M
DHI icon
695
PUT
D.R. Horton
DHI
$40B
$2.88M 0.02%
65,800
+50,300
+325% +$2.35M
FFIV icon
696
PUT
F5
FFIV
$22.9B
$2.88M 0.02%
19,900
+17,400
+696% +$2.49M
RIG icon
697
PUT
Transocean
RIG
$5.89B
$2.88M 0.02%
290,400
+265,000
+1,043% +$2.73M
MNST icon
698
CALL
Monster Beverage
MNST
$94.3B
$2.87M 0.02%
+100,200
New +$3.13M
IVZ icon
699
PUT
Invesco
IVZ
$13.1B
$2.86M 0.02%
+89,300
New +$3.08M
PPG icon
700
CALL
PPG Industries
PPG
$24.6B
$2.86M 0.02%
+25,600
New +$2.96M
26 27
28
29 30

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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.