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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
CPB icon
776
PUT
Campbell Soup
CPB
$6.55B
$2.38M 0.01%
+54,900
New +$2.47M
PG icon
777
Procter & Gamble
PG
$336B
$2.38M 0.01%
29,985
+21,254
+243% +$1.77M
WM icon
778
Waste Management
WM
$90.6B
$2.37M 0.01%
28,222
+22,781
+419% +$1.95M
AEM icon
779
Agnico Eagle Mines
AEM
$73.6B
$2.37M 0.01%
+56,393
New +$2.44M
ZBH icon
780
CALL
Zimmer Biomet
ZBH
$18.2B
$2.37M 0.01%
+22,351
New +$2.6M
MET icon
781
PUT
MetLife
MET
$61.9B
$2.36M 0.01%
51,500
+32,200
+167% +$1.56M
FXI icon
782
PUT
iShares China Large-Cap ETF
FXI
$4.37B
$2.36M 0.01%
49,900
+43,800
+718% +$2.15M
XLB icon
783
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$2.36M 0.01%
82,748
-344,330
-81% -$10.4M
MNST icon
784
PUT
Monster Beverage
MNST
$94.3B
$2.35M 0.01%
+82,200
New +$2.57M
TTWO icon
785
PUT
Take-Two Interactive
TTWO
$45.4B
$2.35M 0.01%
24,000
+20,600
+606% +$2.31M
MGA icon
786
PUT
Magna International
MGA
$18.7B
$2.34M 0.01%
+41,600
New +$2.32M
XOP icon
787
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$2.32M 0.01%
16,484
-66,508
-80% -$9.52M
F icon
788
Ford
F
$58.5B
$2.31M 0.01%
208,898
+83,962
+67% +$947K
XLE icon
789
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$2.3M 0.01%
+68,292
New +$2.42M
SPG icon
790
Simon Property Group
SPG
$74.4B
$2.29M 0.01%
+14,856
New +$2.36M
VNO icon
791
CALL
Vornado Realty Trust
VNO
$7.41B
$2.29M 0.01%
34,000
+29,100
+594% +$2.02M
BWA icon
792
CALL
BorgWarner
BWA
$13.1B
$2.29M 0.01%
+51,688
New +$2.4M
O icon
793
PUT
Realty Income
O
$59.6B
$2.28M 0.01%
+45,511
New +$2.27M
MMP
794
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$2.28M 0.01%
39,000
+31,500
+420% +$2.12M
FLEX icon
795
CALL
Flex
FLEX
$41.7B
$2.27M 0.01%
+184,718
New +$2.52M
PSA icon
796
Public Storage
PSA
$60.5B
$2.27M 0.01%
+11,333
New +$2.21M
CAG icon
797
CALL
Conagra Brands
CAG
$6.94B
$2.27M 0.01%
+61,500
New +$2.27M
T icon
798
AT&T
T
$159B
$2.26M 0.01%
83,795
-7,745
-8% -$216K
ALNY icon
799
CALL
Alnylam Pharmaceuticals
ALNY
$27.5B
$2.25M 0.01%
18,900
+11,600
+159% +$1.5M
NKE icon
800
Nike
NKE
$61.9B
$2.25M 0.01%
33,823
+21,800
+181% +$1.44M
30 31
32
33 34

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NOCM
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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.