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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
ALB icon
1126
CALL
Albemarle
ALB
$13.9B
$1.26M 0.01%
13,600
+10,900
+404% +$1.2M
HOG icon
1127
PUT
Harley-Davidson
HOG
$2.58B
$1.26M 0.01%
+29,400
New +$1.41M
IWR icon
1128
CALL
iShares Russell Mid-Cap ETF
IWR
$56B
$1.26M 0.01%
24,400
+12,400
+103% +$653K
MRVL icon
1129
CALL
Marvell Technology
MRVL
$168B
$1.26M 0.01%
+59,900
New +$1.37M
TRGP icon
1130
CALL
Targa Resources
TRGP
$58B
$1.26M 0.01%
+28,600
New +$1.36M
WOLF icon
1131
CALL
Wolfspeed
WOLF
$1.23B
$1.26M 0.01%
31,200
+14,500
+87% +$546K
GAP
1132
The Gap Inc
GAP
$7.23B
$1.26M 0.01%
+40,284
New +$1.32M
BB icon
1133
BlackBerry
BB
$4.98B
$1.25M 0.01%
109,103
+84,733
+348% +$1.08M
MTB icon
1134
PUT
M&T Bank
MTB
$35.7B
$1.25M 0.01%
6,800
+2,800
+70% +$522K
VEU icon
1135
Vanguard FTSE All-World ex-US ETF
VEU
$66.6B
$1.25M 0.01%
23,062
-14,864
-39% -$828K
RACE icon
1136
CALL
Ferrari
RACE
$69.2B
$1.25M 0.01%
+10,400
New +$1.26M
MDLZ icon
1137
Mondelez International
MDLZ
$79.5B
$1.25M 0.01%
30,009
+20,693
+222% +$899K
IVZ icon
1138
Invesco
IVZ
$13.1B
$1.25M 0.01%
+39,091
New +$1.35M
CLX icon
1139
Clorox
CLX
$11.6B
$1.25M 0.01%
9,392
+3,165
+51% +$425K
TOL icon
1140
PUT
Toll Brothers
TOL
$13.6B
$1.25M 0.01%
+28,900
New +$1.36M
ASML icon
1141
ASML
ASML
$626B
$1.25M 0.01%
+6,270
New +$1.23M
PFF icon
1142
iShares Preferred and Income Securities ETF
PFF
$13.3B
$1.25M 0.01%
33,145
+16,812
+103% +$631K
WEN icon
1143
Wendy's
WEN
$1.4B
$1.24M 0.01%
+70,881
New +$1.18M
APTV icon
1144
PUT
Aptiv
APTV
$12B
$1.24M 0.01%
14,600
+11,100
+317% +$1.01M
HBI
1145
PUT
DELISTED
Hanesbrands
HBI
$1.24M 0.01%
+67,200
New +$1.39M
WRK
1146
CALL
DELISTED
WestRock Company
WRK
$1.24M 0.01%
19,300
+14,000
+264% +$925K
GRMN
1147
PUT
Garmin
GRMN
$56.7B
$1.23M 0.01%
+20,900
New +$1.28M
JWN
1148
PUT
DELISTED
Nordstrom
JWN
$1.23M 0.01%
25,400
+8,900
+54% +$443K
EMN icon
1149
CALL
Eastman Chemical
EMN
$8B
$1.23M 0.01%
11,600
-800
-6% -$80.9K
RIG icon
1150
Transocean
RIG
$5.89B
$1.22M 0.01%
123,643
+67,395
+120% +$694K
44 45
46
47 48

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OAM
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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.