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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
TER icon
976
CALL
Teradyne
TER
$57.6B
$1.67M 0.01%
+36,600
New +$1.67M
KSU
977
PUT
DELISTED
Kansas City Southern
KSU
$1.67M 0.01%
15,200
+10,500
+223% +$1.14M
KLAC icon
978
CALL
KLA
KLAC
$239B
$1.67M 0.01%
+153,000
New +$1.7M
CERN
979
PUT
DELISTED
Cerner Corp
CERN
$1.67M 0.01%
+28,700
New +$1.86M
CPB icon
980
CALL
Campbell Soup
CPB
$6.55B
$1.66M 0.01%
38,400
+33,200
+638% +$1.5M
VGK icon
981
Vanguard FTSE Europe ETF
VGK
$30.7B
$1.66M 0.01%
28,606
-21,675
-43% -$1.3M
MT icon
982
PUT
ArcelorMittal
MT
$52.9B
$1.65M 0.01%
+51,900
New +$1.78M
XLK icon
983
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
$1.65M 0.01%
50,400
+26,400
+110% +$887K
DBEF icon
984
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.17B
$1.65M 0.01%
+53,615
New +$1.69M
SHW icon
985
CALL
Sherwin-Williams
SHW
$82.7B
$1.65M 0.01%
12,600
+10,800
+600% +$1.47M
DAL icon
986
Delta Air Lines
DAL
$57.5B
$1.65M 0.01%
30,010
+19,614
+189% +$1.08M
ED icon
987
Consolidated Edison
ED
$40.1B
$1.65M 0.01%
21,101
+15,159
+255% +$1.18M
TAP icon
988
CALL
Molson Coors Class B
TAP
$7.79B
$1.64M 0.01%
+21,800
New +$1.74M
WELL icon
989
Welltower
WELL
$169B
$1.64M 0.01%
+30,168
New +$1.7M
NTRS icon
990
CALL
Northern Trust
NTRS
$33.3B
$1.64M 0.01%
+15,900
New +$1.66M
WAT icon
991
CALL
Waters Corp
WAT
$37B
$1.63M 0.01%
+8,200
New +$1.7M
GE icon
992
PUT
GE Aerospace
GE
$374B
$1.62M 0.01%
25,144
+18,196
+262% +$1.35M
PSX icon
993
CALL
Phillips 66
PSX
$84.9B
$1.62M 0.01%
+16,900
New +$1.65M
EL icon
994
CALL
Estee Lauder
EL
$30.4B
$1.62M 0.01%
10,800
+4,500
+71% +$623K
GDDY icon
995
CALL
GoDaddy
GDDY
$11B
$1.61M 0.01%
+26,300
New +$1.49M
CLB icon
996
CALL
Core Laboratories
CLB
$488M
$1.61M 0.01%
+14,900
New +$1.65M
LM
997
CALL
DELISTED
Legg Mason, Inc.
LM
$1.61M 0.01%
+39,600
New +$1.63M
DLR icon
998
Digital Realty Trust
DLR
$69.7B
$1.6M 0.01%
15,218
+12,823
+535% +$1.35M
EWU icon
999
iShares MSCI United Kingdom ETF
EWU
$4.14B
$1.6M 0.01%
+46,122
New +$1.64M
SO icon
1000
Southern Company
SO
$109B
$1.6M 0.01%
+35,854
New +$1.59M
38 39
40
41 42

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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.