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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
LMT icon
126
PUT
Lockheed Martin
LMT
$132B
$24.7M 0.14%
73,100
+68,200
+1,392% +$23.2M
IYR icon
127
PUT
iShares US Real Estate ETF
IYR
$4.69B
$24.7M 0.14%
326,900
+155,600
+91% +$11.8M
KO icon
128
PUT
Coca-Cola
KO
$381B
$24.5M 0.14%
564,000
+508,700
+920% +$22.8M
HAL icon
129
PUT
Halliburton
HAL
$26.4B
$24.4M 0.14%
520,600
+408,700
+365% +$20.2M
PFE icon
130
PUT
Pfizer
PFE
$142B
$24.3M 0.14%
721,463
+662,017
+1,114% +$22.8M
XBI icon
131
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$24M 0.13%
274,000
+209,000
+322% +$19.1M
PEP icon
132
CALL
PepsiCo
PEP
$191B
$23.9M 0.13%
219,100
+160,100
+271% +$18.2M
DE icon
133
PUT
Deere & Co
DE
$162B
$23.2M 0.13%
149,600
+139,500
+1,381% +$22.6M
TGT icon
134
CALL
Target
TGT
$65.6B
$23.2M 0.13%
334,500
+315,300
+1,642% +$23M
MRK icon
135
CALL
Merck
MRK
$321B
$23.1M 0.13%
443,828
+416,999
+1,554% +$22.5M
PYPL icon
136
CALL
PayPal
PYPL
$49.3B
$22.6M 0.13%
297,900
+260,200
+690% +$20.6M
LOW icon
137
CALL
Lowe's Companies
LOW
$118B
$22.4M 0.13%
255,700
+243,600
+2,013% +$23.1M
PM icon
138
CALL
Philip Morris
PM
$299B
$22M 0.12%
221,600
+204,900
+1,227% +$21.3M
XBI icon
139
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$22M 0.12%
250,300
+181,400
+263% +$16.6M
SMH icon
140
CALL
VanEck Semiconductor ETF
SMH
$65B
$21.8M 0.12%
417,800
+406,800
+3,698% +$21.4M
CELG
141
PUT
DELISTED
Celgene Corp
CELG
$21.5M 0.12%
240,500
+214,200
+814% +$20.6M
UPS icon
142
PUT
United Parcel Service
UPS
$89.5B
$21.1M 0.12%
201,600
+198,500
+6,403% +$22.9M
DUK icon
143
CALL
Duke Energy
DUK
$98.4B
$21M 0.12%
270,700
+265,000
+4,649% +$20.5M
EFA icon
144
PUT
iShares MSCI EAFE ETF
EFA
$78.5B
$20.8M 0.12%
298,400
+288,600
+2,945% +$20.6M
PYPL icon
145
PUT
PayPal
PYPL
$49.3B
$20.7M 0.12%
273,200
+216,600
+383% +$17.2M
COP icon
146
PUT
ConocoPhillips
COP
$145B
$20.7M 0.12%
348,700
+336,400
+2,735% +$19M
AZO icon
147
PUT
AutoZone
AZO
$49.1B
$20.6M 0.12%
31,700
+31,000
+4,429% +$22.2M
GSK icon
148
CALL
GSK
GSK
$104B
$20.6M 0.12%
+420,960
New +$19.6M
ISRG icon
149
PUT
Intuitive Surgical
ISRG
$126B
$20.5M 0.11%
+149,100
New +$20.8M
USB icon
150
CALL
US Bancorp
USB
$98B
$20.5M 0.11%
406,100
+307,500
+312% +$16.8M
4 5
6
7 8

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BCM
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OAM
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NOCM
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TIM
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QIM
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OMG
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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.