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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
IGSB icon
826
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$2.15M 0.01%
41,506
+34,104
+461% +$1.77M
PFE icon
827
Pfizer
PFE
$143B
$2.15M 0.01%
63,779
+44,491
+231% +$1.53M
UAL icon
828
United Airlines
UAL
$39.4B
$2.14M 0.01%
30,779
+25,961
+539% +$1.79M
DB icon
829
Deutsche Bank
DB
$69B
$2.14M 0.01%
152,848
+140,025
+1,092% +$2.36M
FDS icon
830
CALL
Factset
FDS
$9.36B
$2.13M 0.01%
10,700
+3,400
+47% +$687K
BHC icon
831
PUT
Bausch Health
BHC
$2.58B
$2.13M 0.01%
133,900
+79,700
+147% +$1.48M
CS
832
CALL
DELISTED
Credit Suisse Group
CS
$2.13M 0.01%
+127,000
New +$2.33M
XME icon
833
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
$2.13M 0.01%
62,497
-209,390
-77% -$7.71M
RL icon
834
PUT
Ralph Lauren
RL
$22.6B
$2.12M 0.01%
+19,000
New +$2.06M
TFCFA
835
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$2.12M 0.01%
57,807
+50,350
+675% +$1.86M
NUE icon
836
PUT
Nucor
NUE
$58.6B
$2.12M 0.01%
+34,700
New +$2.3M
RTX icon
837
RTX Corp
RTX
$290B
$2.12M 0.01%
+26,778
New +$2.21M
HLF icon
838
PUT
Herbalife
HLF
$1.29B
$2.12M 0.01%
+43,400
New +$1.84M
ETFC
839
CALL
DELISTED
E*Trade Financial Corporation
ETFC
$2.11M 0.01%
38,100
+30,800
+422% +$1.64M
WAT icon
840
PUT
Waters Corp
WAT
$37B
$2.11M 0.01%
+10,600
New +$2.19M
ZTS icon
841
PUT
Zoetis
ZTS
$32.4B
$2.1M 0.01%
+25,200
New +$1.99M
WPZ
842
CALL
DELISTED
Williams Partners L.P.
WPZ
$2.1M 0.01%
+61,100
New +$2.39M
OIH icon
843
CALL
VanEck Oil Services ETF
OIH
$2.06B
$2.1M 0.01%
4,405
+3,580
+434% +$1.85M
OMC icon
844
CALL
Omnicom Group
OMC
$21.6B
$2.1M 0.01%
+28,900
New +$2.17M
NEM icon
845
Newmont
NEM
$98.7B
$2.1M 0.01%
53,715
+48,015
+842% +$1.85M
SHW icon
846
Sherwin-Williams
SHW
$82.7B
$2.1M 0.01%
+16,041
New +$2.19M
IVV icon
847
PUT
iShares Core S&P 500 ETF
IVV
$878B
$2.1M 0.01%
+7,900
New +$2.17M
FDX icon
848
FedEx
FDX
$72.7B
$2.09M 0.01%
+8,709
New +$2.2M
TSLA icon
849
Tesla
TSLA
$1.23T
$2.08M 0.01%
117,450
+106,965
+1,020% +$2.35M
ALB icon
850
PUT
Albemarle
ALB
$13.9B
$2.08M 0.01%
+22,400
New +$2.47M
32 33
34
35 36

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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.