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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
OLED icon
951
PUT
Universal Display
OLED
$3.68B
$1.73M 0.01%
+17,100
New +$2.57M
CTAS icon
952
Cintas
CTAS
$81.9B
$1.72M 0.01%
40,424
+35,200
+674% +$1.46M
AMAT icon
953
Applied Materials
AMAT
$403B
$1.72M 0.01%
30,960
+26,818
+647% +$1.49M
SONY icon
954
CALL
Sony
SONY
$137B
$1.72M 0.01%
+178,000
New +$1.75M
SYF icon
955
Synchrony
SYF
$24.7B
$1.72M 0.01%
51,295
+45,866
+845% +$1.7M
TWLO icon
956
PUT
Twilio
TWLO
$30B
$1.72M 0.01%
+45,000
New +$1.43M
AZO icon
957
AutoZone
AZO
$49.2B
$1.72M 0.01%
2,646
+1,523
+136% +$1.09M
MGM icon
958
MGM Resorts International
MGM
$11.4B
$1.72M 0.01%
+48,997
New +$1.72M
BABA icon
959
Alibaba
BABA
$293B
$1.71M 0.01%
9,331
+6,331
+211% +$1.19M
MHK icon
960
Mohawk Industries
MHK
$7.5B
$1.71M 0.01%
7,377
+5,957
+420% +$1.53M
NWL icon
961
PUT
Newell Brands
NWL
$2.38B
$1.71M 0.01%
+67,000
New +$1.89M
ETFC
962
DELISTED
E*Trade Financial Corporation
ETFC
$1.7M 0.01%
+30,727
New +$1.64M
XEC
963
CALL
DELISTED
CIMAREX ENERGY CO
XEC
$1.7M 0.01%
18,200
+12,000
+194% +$1.28M
F icon
964
PUT
Ford
F
$58.5B
$1.7M 0.01%
153,300
+119,700
+356% +$1.35M
NRG icon
965
PUT
NRG Energy
NRG
$28.3B
$1.7M 0.01%
+55,600
New +$1.54M
USG
966
CALL
DELISTED
Usg
USG
$1.69M 0.01%
+41,900
New +$1.52M
BX icon
967
CALL
Blackstone
BX
$102B
$1.69M 0.01%
53,000
-12,700
-19% -$433K
TRGP icon
968
PUT
Targa Resources
TRGP
$58B
$1.69M 0.01%
+38,400
New +$1.83M
BBWI icon
969
CALL
Bath & Body Works
BBWI
$4.06B
$1.69M 0.01%
54,675
+49,603
+978% +$1.88M
DVN icon
970
Devon Energy
DVN
$52.1B
$1.69M 0.01%
53,019
+44,704
+538% +$1.64M
AON icon
971
CALL
Aon
AON
$76.5B
$1.68M 0.01%
+12,000
New +$1.68M
FE icon
972
CALL
FirstEnergy
FE
$28B
$1.68M 0.01%
+49,500
New +$1.59M
BFH icon
973
CALL
Bread Financial
BFH
$4.37B
$1.68M 0.01%
+9,899
New +$1.93M
PAYX icon
974
CALL
Paychex
PAYX
$41.6B
$1.68M 0.01%
+27,300
New +$1.8M
AZN icon
975
AstraZeneca
AZN
$263B
$1.67M 0.01%
+23,923
New +$1.66M
37 38
39
40 41

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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.