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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
AMP icon
1001
PUT
Ameriprise Financial
AMP
$48.3B
$1.6M 0.01%
+10,800
New +$1.76M
PARA
1002
PUT
DELISTED
Paramount Global Class B
PARA
$1.6M 0.01%
31,100
+19,100
+159% +$1.05M
PPL
1003
CALL
PPL Corp
PPL
$26.5B
$1.6M 0.01%
+56,500
New +$1.68M
WRK
1004
PUT
DELISTED
WestRock Company
WRK
$1.6M 0.01%
+24,900
New +$1.64M
KEY icon
1005
CALL
KeyCorp
KEY
$24.2B
$1.59M 0.01%
81,600
+59,000
+261% +$1.24M
EW icon
1006
CALL
Edwards Lifesciences
EW
$49.6B
$1.59M 0.01%
+34,200
New +$1.49M
IWR icon
1007
PUT
iShares Russell Mid-Cap ETF
IWR
$56B
$1.59M 0.01%
30,800
+18,800
+157% +$991K
WLK icon
1008
PUT
Westlake Corp
WLK
$9.03B
$1.59M 0.01%
14,300
+7,100
+99% +$790K
DINO icon
1009
PUT
HF Sinclair
DINO
$16.3B
$1.59M 0.01%
+32,500
New +$1.55M
PEG icon
1010
CALL
Public Service Enterprise Group
PEG
$38.2B
$1.59M 0.01%
+31,600
New +$1.55M
SPHD icon
1011
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.34B
$1.59M 0.01%
+40,280
New +$1.64M
EWW icon
1012
iShares MSCI Mexico ETF
EWW
$1.92B
$1.59M 0.01%
30,791
+21,322
+225% +$1.09M
EXAS
1013
CALL
DELISTED
Exact Sciences
EXAS
$1.58M 0.01%
+39,200
New +$1.91M
WMB icon
1014
PUT
Williams Companies
WMB
$87.5B
$1.58M 0.01%
+63,600
New +$1.88M
EMR icon
1015
CALL
Emerson Electric
EMR
$83.9B
$1.58M 0.01%
23,100
+6,000
+35% +$427K
MU icon
1016
Micron Technology
MU
$930B
$1.58M 0.01%
+30,224
New +$1.45M
NWL icon
1017
CALL
Newell Brands
NWL
$2.38B
$1.57M 0.01%
61,800
+52,200
+544% +$1.48M
ALNY icon
1018
PUT
Alnylam Pharmaceuticals
ALNY
$27.5B
$1.57M 0.01%
+13,200
New +$1.7M
IWD icon
1019
CALL
iShares Russell 1000 Value ETF
IWD
$82.2B
$1.57M 0.01%
+13,100
New +$1.63M
VTR icon
1020
PUT
Ventas
VTR
$48B
$1.57M 0.01%
+31,700
New +$1.66M
HLT icon
1021
CALL
Hilton Worldwide
HLT
$72.1B
$1.57M 0.01%
+19,900
New +$1.63M
HPQ icon
1022
PUT
HP
HPQ
$24.9B
$1.56M 0.01%
71,300
+52,900
+288% +$1.19M
DBJP icon
1023
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$679M
$1.56M 0.01%
+36,848
New +$1.6M
HBI
1024
DELISTED
Hanesbrands
HBI
$1.56M 0.01%
84,455
+72,651
+615% +$1.5M
NAV
1025
CALL
DELISTED
Navistar International
NAV
$1.56M 0.01%
44,500
+32,000
+256% +$1.29M
39 40
41
42 43

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NOCM
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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.