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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
CMG icon
1151
Chipotle Mexican Grill
CMG
$47.2B
$1.22M 0.01%
189,050
+140,450
+289% +$885K
CNC icon
1152
CALL
Centene
CNC
$30.7B
$1.22M 0.01%
+22,800
New +$1.19M
LPX icon
1153
CALL
Louisiana-Pacific
LPX
$5.06B
$1.22M 0.01%
+42,300
New +$1.21M
FLG
1154
CALL
Flagstar Bank National Association
FLG
$5.93B
$1.22M 0.01%
+31,100
New +$1.29M
KEY icon
1155
PUT
KeyCorp
KEY
$24.2B
$1.21M 0.01%
+62,100
New +$1.3M
LYG icon
1156
Lloyds Banking Group
LYG
$89.5B
$1.21M 0.01%
+325,986
New +$1.26M
MGA icon
1157
Magna International
MGA
$18.7B
$1.21M 0.01%
+21,526
New +$1.2M
TTM
1158
CALL
DELISTED
Tata Motors Limited
TTM
$1.21M 0.01%
+47,200
New +$1.39M
AET
1159
DELISTED
Aetna Inc
AET
$1.21M 0.01%
7,173
+2,839
+66% +$510K
ALB icon
1160
Albemarle
ALB
$13.9B
$1.21M 0.01%
+13,014
New +$1.43M
SINA
1161
DELISTED
Sina Corp
SINA
$1.21M 0.01%
+11,577
New +$1.33M
STX icon
1162
PUT
Seagate
STX
$194B
$1.21M 0.01%
20,600
-45,000
-69% -$2.39M
WDC icon
1163
Western Digital
WDC
$188B
$1.2M 0.01%
17,214
+4,399
+34% +$296K
SONY icon
1164
PUT
Sony
SONY
$137B
$1.2M 0.01%
+124,000
New +$1.22M
MCHP icon
1165
PUT
Microchip Technology
MCHP
$40.3B
$1.2M 0.01%
+26,200
New +$1.21M
GD icon
1166
General Dynamics
GD
$104B
$1.19M 0.01%
5,401
+2,865
+113% +$623K
EW icon
1167
Edwards Lifesciences
EW
$49.6B
$1.19M 0.01%
+25,578
New +$1.11M
CP icon
1168
Canadian Pacific Kansas City
CP
$78.1B
$1.19M 0.01%
+33,580
New +$1.21M
PVH icon
1169
PUT
PVH
PVH
$4B
$1.18M 0.01%
7,800
+6,300
+420% +$919K
SYY icon
1170
PUT
Sysco
SYY
$40.8B
$1.18M 0.01%
+19,700
New +$1.19M
SNV
1171
CALL
DELISTED
Synovus
SNV
$1.17M 0.01%
23,500
+10,300
+78% +$519K
SHM icon
1172
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.46B
$1.17M 0.01%
24,473
-693
-3% -$33.2K
SSYS icon
1173
CALL
Stratasys
SSYS
$679M
$1.17M 0.01%
+58,000
New +$1.24M
DHS icon
1174
WisdomTree US High Dividend Fund
DHS
$1.56B
$1.17M 0.01%
+17,156
New +$1.22M
ORLY icon
1175
O'Reilly Automotive
ORLY
$72.9B
$1.17M 0.01%
70,725
+48,060
+212% +$813K
45 46
47
48 49

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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.