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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
HRL icon
1026
CALL
Hormel Foods
HRL
$13.8B
$1.55M 0.01%
+45,300
New +$1.54M
EQIX icon
1027
Equinix
EQIX
$101B
$1.55M 0.01%
+3,713
New +$1.56M
MCK icon
1028
McKesson
MCK
$100B
$1.55M 0.01%
11,021
+3,581
+48% +$558K
PPLI
1029
PUT
People Inc
PPLI
$3.09B
$1.55M 0.01%
+55,395
New +$1.46M
AN icon
1030
PUT
AutoNation
AN
$7.11B
$1.54M 0.01%
+33,000
New +$1.76M
OXY icon
1031
Occidental Petroleum
OXY
$56.8B
$1.54M 0.01%
+23,722
New +$1.66M
SBAC icon
1032
CALL
SBA Communications
SBAC
$19.2B
$1.54M 0.01%
9,000
+6,700
+291% +$1.11M
WDAY icon
1033
Workday
WDAY
$39.6B
$1.54M 0.01%
12,091
+6,803
+129% +$832K
GG
1034
DELISTED
Goldcorp Inc
GG
$1.53M 0.01%
110,627
+45,985
+71% +$621K
MMP
1035
DELISTED
Magellan Midstream Partners, L.P.
MMP
$1.52M 0.01%
26,128
+19,791
+312% +$1.33M
PPG icon
1036
PUT
PPG Industries
PPG
$24.6B
$1.52M 0.01%
+13,600
New +$1.57M
DVY icon
1037
iShares Select Dividend ETF
DVY
$23.5B
$1.51M 0.01%
15,923
-95,726
-86% -$9.35M
ADSK icon
1038
Autodesk
ADSK
$49.5B
$1.51M 0.01%
12,049
+10,060
+506% +$1.2M
HCA icon
1039
CALL
HCA Healthcare
HCA
$87.2B
$1.51M 0.01%
15,600
+7,200
+86% +$699K
MHK icon
1040
CALL
Mohawk Industries
MHK
$7.5B
$1.51M 0.01%
+6,500
New +$1.67M
DG icon
1041
PUT
Dollar General
DG
$28B
$1.51M 0.01%
+16,100
New +$1.55M
MDC
1042
CALL
DELISTED
M.D.C. Holdings, Inc.
MDC
$1.5M 0.01%
+62,636
New +$1.66M
LAZ icon
1043
PUT
Lazard
LAZ
$4.13B
$1.5M 0.01%
+28,500
New +$1.58M
LEA icon
1044
PUT
Lear
LEA
$6.54B
$1.49M 0.01%
+8,000
New +$1.51M
TRIP icon
1045
CALL
TripAdvisor
TRIP
$1.65B
$1.49M 0.01%
+36,400
New +$1.42M
BBWI icon
1046
PUT
Bath & Body Works
BBWI
$4.06B
$1.48M 0.01%
+47,996
New +$1.82M
RRC icon
1047
PUT
Range Resources
RRC
$9.38B
$1.48M 0.01%
101,600
+85,700
+539% +$1.28M
UWM icon
1048
ProShares Ultra Russell2000
UWM
$245M
$1.47M 0.01%
+42,498
New +$1.53M
VCSH icon
1049
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$1.47M 0.01%
18,799
+6,377
+51% +$502K
AMT icon
1050
American Tower
AMT
$80.8B
$1.47M 0.01%
10,132
+8,621
+571% +$1.21M
40 41
42
43 44

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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.