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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
GLW icon
701
CALL
Corning
GLW
$119B
$2.85M 0.02%
102,300
+60,400
+144% +$1.86M
DD icon
702
DuPont de Nemours
DD
$18.5B
$2.85M 0.02%
+17,648
New +$3.19M
SLCA
703
PUT
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$2.85M 0.02%
+111,500
New +$3.42M
CNQ icon
704
CALL
Canadian Natural Resources
CNQ
$99.4B
$2.84M 0.02%
+184,188
New +$2.96M
JWN
705
CALL
DELISTED
Nordstrom
JWN
$2.83M 0.02%
58,500
+28,900
+98% +$1.44M
ALL icon
706
PUT
Allstate
ALL
$68B
$2.83M 0.02%
+29,800
New +$2.89M
THC icon
707
CALL
Tenet Healthcare
THC
$20.5B
$2.83M 0.02%
+116,500
New +$2.32M
TXN icon
708
Texas Instruments
TXN
$252B
$2.83M 0.02%
27,193
+21,397
+369% +$2.32M
VMC icon
709
CALL
Vulcan Materials
VMC
$34.8B
$2.82M 0.02%
24,700
+22,800
+1,200% +$2.87M
CPRI icon
710
PUT
Capri Holdings
CPRI
$1.83B
$2.82M 0.02%
+45,400
New +$2.89M
NOV icon
711
PUT
NOV
NOV
$6.93B
$2.82M 0.02%
76,500
+68,600
+868% +$2.52M
CAH icon
712
PUT
Cardinal Health
CAH
$53.9B
$2.81M 0.02%
+44,900
New +$3.08M
NOW icon
713
PUT
ServiceNow
NOW
$115B
$2.81M 0.02%
+85,000
New +$2.62M
AFL icon
714
PUT
Aflac
AFL
$64.9B
$2.81M 0.02%
64,100
+49,100
+327% +$2.17M
WLL
715
CALL
DELISTED
Whiting Petroleum Corporation
WLL
$2.81M 0.02%
+1,105
New +$2.37M
EL icon
716
Estee Lauder
EL
$30.4B
$2.8M 0.02%
18,700
+16,191
+645% +$2.24M
CS
717
DELISTED
Credit Suisse Group
CS
$2.8M 0.02%
+166,618
New +$3.05M
EFA icon
718
iShares MSCI EAFE ETF
EFA
$78B
$2.8M 0.02%
+40,133
New +$2.86M
CIEN icon
719
PUT
Ciena
CIEN
$53.4B
$2.79M 0.02%
107,900
+93,500
+649% +$2.2M
DISH
720
PUT
DELISTED
DISH Network Corp.
DISH
$2.79M 0.02%
+73,600
New +$3.23M
RTN
721
DELISTED
Raytheon Company
RTN
$2.78M 0.02%
+12,891
New +$2.67M
ESRX
722
DELISTED
Express Scripts Holding Company
ESRX
$2.78M 0.02%
40,243
+34,801
+639% +$2.66M
MLM icon
723
CALL
Martin Marietta Materials
MLM
$31.5B
$2.78M 0.02%
13,400
+11,300
+538% +$2.45M
KBE icon
724
State Street SPDR S&P Bank ETF
KBE
$1.64B
$2.78M 0.02%
57,997
-87,406
-60% -$4.34M
FMC icon
725
CALL
FMC
FMC
$1.34B
$2.76M 0.02%
+41,623
New +$3.1M
27 28
29
30 31

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OAM
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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.