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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
QSR icon
1351
CALL
Restaurant Brands International
QSR
$25.7B
$859K ﹤0.01%
+15,100
New +$897K
RACE icon
1352
Ferrari
RACE
$69.2B
$859K ﹤0.01%
+7,126
New +$864K
TQQQ icon
1353
ProShares UltraPro QQQ
TQQQ
$32.1B
$857K ﹤0.01%
+142,992
New +$967K
JBHT icon
1354
PUT
JB Hunt Transport Services
JBHT
$25.5B
$855K ﹤0.01%
7,300
+2,000
+38% +$239K
LAZ icon
1355
Lazard
LAZ
$4.13B
$854K ﹤0.01%
+16,249
New +$902K
MET icon
1356
MetLife
MET
$61.9B
$854K ﹤0.01%
18,602
+12,032
+183% +$584K
NBIS
1357
CALL
Nebius Group N.V.
NBIS
$48.3B
$852K ﹤0.01%
+21,600
New +$848K
CRM icon
1358
Salesforce
CRM
$151B
$851K ﹤0.01%
+7,313
New +$840K
NOC icon
1359
Northrop Grumman
NOC
$77.1B
$851K ﹤0.01%
2,437
+1,497
+159% +$501K
MT icon
1360
CALL
ArcelorMittal
MT
$52.9B
$849K ﹤0.01%
26,700
+18,800
+238% +$644K
CB icon
1361
Chubb
CB
$135B
$848K ﹤0.01%
6,203
+4,734
+322% +$686K
IAU icon
1362
iShares Gold Trust
IAU
$62.9B
$848K ﹤0.01%
33,314
+18,175
+120% +$464K
APO icon
1363
PUT
Apollo Global Management
APO
$72.4B
$847K ﹤0.01%
+28,600
New +$962K
ARCC icon
1364
PUT
Ares Capital
ARCC
$13.5B
$846K ﹤0.01%
+53,300
New +$845K
VALE icon
1365
PUT
Vale
VALE
$64.1B
$842K ﹤0.01%
+66,200
New +$871K
ASH icon
1366
Ashland
ASH
$3.33B
$839K ﹤0.01%
+12,015
New +$865K
CAG icon
1367
Conagra Brands
CAG
$6.94B
$838K ﹤0.01%
+22,715
New +$837K
FIT
1368
DELISTED
Fitbit, Inc. Class A common stock
FIT
$836K ﹤0.01%
+164,010
New +$873K
CY
1369
PUT
DELISTED
Cypress Semiconductor
CY
$836K ﹤0.01%
+49,300
New +$845K
HIG icon
1370
Hartford Financial Services
HIG
$38.9B
$834K ﹤0.01%
+16,190
New +$886K
HBAN icon
1371
PUT
Huntington Bancshares
HBAN
$34.4B
$832K ﹤0.01%
55,100
+23,500
+74% +$369K
RS icon
1372
CALL
Reliance Steel & Aluminium
RS
$20.7B
$832K ﹤0.01%
+9,700
New +$866K
XRX icon
1373
CALL
Xerox
XRX
$387M
$832K ﹤0.01%
+28,900
New +$889K
ATI icon
1374
CALL
ATI
ATI
$25.6B
$831K ﹤0.01%
+35,100
New +$942K
BID
1375
CALL
DELISTED
Sotheby's
BID
$831K ﹤0.01%
+16,200
New +$825K
53 54
55
56 57

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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.