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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
LRCX icon
876
Lam Research
LRCX
$367B
$1.96M 0.01%
+96,350
New +$1.91M
TPR icon
877
PUT
Tapestry
TPR
$30.8B
$1.96M 0.01%
+37,200
New +$1.84M
BND icon
878
Vanguard Total Bond Market
BND
$157B
$1.95M 0.01%
24,387
+18,636
+324% +$1.49M
TECK icon
879
PUT
Teck Resources
TECK
$29.6B
$1.95M 0.01%
+75,600
New +$2.13M
IWF icon
880
CALL
iShares Russell 1000 Growth ETF
IWF
$121B
$1.95M 0.01%
57,200
+27,200
+91% +$953K
BHP icon
881
PUT
BHP
BHP
$215B
$1.94M 0.01%
48,988
+35,312
+258% +$1.49M
HIG icon
882
PUT
Hartford Financial Services
HIG
$38.9B
$1.94M 0.01%
37,700
+31,200
+480% +$1.71M
XLB icon
883
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$1.94M 0.01%
68,200
+55,200
+425% +$1.67M
RCL icon
884
Royal Caribbean
RCL
$85.1B
$1.94M 0.01%
+16,479
New +$2.08M
GRUB
885
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$1.92M 0.01%
+9,450
New +$1.67M
DE icon
886
Deere & Co
DE
$160B
$1.91M 0.01%
12,322
+9,100
+282% +$1.48M
RIG icon
887
CALL
Transocean
RIG
$5.89B
$1.91M 0.01%
193,300
+155,300
+409% +$1.6M
CTXS
888
PUT
DELISTED
Citrix Systems Inc
CTXS
$1.91M 0.01%
+20,600
New +$1.89M
PVH icon
889
CALL
PVH
PVH
$4B
$1.91M 0.01%
12,600
+3,100
+33% +$452K
GPC icon
890
PUT
Genuine Parts
GPC
$17.1B
$1.91M 0.01%
+21,200
New +$2.05M
XLK icon
891
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
$1.9M 0.01%
58,200
+50,000
+610% +$1.68M
BX icon
892
PUT
Blackstone
BX
$102B
$1.9M 0.01%
59,500
-15,700
-21% -$535K
SYF icon
893
CALL
Synchrony
SYF
$24.7B
$1.9M 0.01%
56,700
+50,000
+746% +$1.86M
IP icon
894
CALL
International Paper
IP
$21.6B
$1.89M 0.01%
37,382
+28,300
+312% +$1.57M
WBD icon
895
PUT
Warner Bros
WBD
$65.9B
$1.89M 0.01%
+88,200
New +$2.1M
BHP icon
896
BHP
BHP
$215B
$1.88M 0.01%
+47,379
New +$1.99M
RY icon
897
CALL
Royal Bank of Canada
RY
$291B
$1.88M 0.01%
24,300
+20,300
+508% +$1.65M
GIS icon
898
General Mills
GIS
$19.1B
$1.88M 0.01%
+41,663
New +$2.26M
TSM icon
899
PUT
TSMC
TSM
$2.1T
$1.87M 0.01%
+42,800
New +$1.87M
BHC icon
900
CALL
Bausch Health
BHC
$2.58B
$1.87M 0.01%
117,300
+49,000
+72% +$912K
34 35
36
37 38

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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.