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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
DATA
901
CALL
DELISTED
Tableau Software, Inc.
DATA
$1.87M 0.01%
+23,100
New +$1.83M
EEM icon
902
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$1.86M 0.01%
38,600
+24,300
+170% +$1.19M
TMUS icon
903
PUT
T-Mobile US
TMUS
$185B
$1.86M 0.01%
30,500
+26,900
+747% +$1.68M
CAR icon
904
PUT
Avis
CAR
$4.86B
$1.86M 0.01%
39,700
+32,500
+451% +$1.46M
GDXJ icon
905
CALL
VanEck Junior Gold Miners ETF
GDXJ
$6.89B
$1.85M 0.01%
57,700
+42,400
+277% +$1.39M
CLF icon
906
CALL
Cleveland-Cliffs
CLF
$6.57B
$1.85M 0.01%
266,800
+211,400
+382% +$1.59M
IYF icon
907
CALL
iShares US Financials ETF
IYF
$4.67B
$1.85M 0.01%
+31,400
New +$1.9M
ANF icon
908
CALL
Abercrombie & Fitch
ANF
$4.42B
$1.85M 0.01%
+76,300
New +$1.61M
XRT icon
909
CALL
State Street SPDR S&P Retail ETF
XRT
$449M
$1.85M 0.01%
41,700
+30,000
+256% +$1.37M
WUBA
910
CALL
DELISTED
58.com Inc
WUBA
$1.84M 0.01%
+23,100
New +$1.82M
A icon
911
PUT
Agilent Technologies
A
$39.1B
$1.84M 0.01%
27,500
+23,300
+555% +$1.63M
FDS icon
912
PUT
Factset
FDS
$9.36B
$1.83M 0.01%
+9,200
New +$1.86M
JOYY
913
PUT
JOYY Inc
JOYY
$3.71B
$1.83M 0.01%
+17,400
New +$2.19M
SBAC icon
914
PUT
SBA Communications
SBAC
$19.2B
$1.83M 0.01%
10,700
+8,500
+386% +$1.41M
SU icon
915
Suncor Energy
SU
$79.4B
$1.82M 0.01%
+52,771
New +$1.84M
BSX icon
916
CALL
Boston Scientific
BSX
$69.5B
$1.82M 0.01%
+66,600
New +$1.81M
SYNA icon
917
CALL
Synaptics
SYNA
$4.19B
$1.82M 0.01%
+39,800
New +$1.81M
CNI icon
918
CALL
Canadian National Railway
CNI
$76.9B
$1.81M 0.01%
24,800
+20,500
+477% +$1.58M
FITB
919
CALL
Fifth Third Bancorp
FITB
$51.2B
$1.81M 0.01%
+57,100
New +$1.86M
ENB icon
920
CALL
Enbridge
ENB
$119B
$1.81M 0.01%
+57,500
New +$2.01M
LLL
921
CALL
DELISTED
L3 Technologies, Inc.
LLL
$1.81M 0.01%
+8,700
New +$1.8M
TXT icon
922
PUT
Textron
TXT
$14.7B
$1.8M 0.01%
30,600
+26,500
+646% +$1.56M
CNQ icon
923
PUT
Canadian Natural Resources
CNQ
$99.4B
$1.8M 0.01%
117,007
+97,812
+510% +$1.57M
KMI icon
924
Kinder Morgan
KMI
$71.7B
$1.8M 0.01%
119,633
+85,877
+254% +$1.49M
HOLX
925
PUT
DELISTED
Hologic
HOLX
$1.8M 0.01%
+48,200
New +$1.95M
35 36
37
38 39

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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.