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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
AGN
176
PUT
DELISTED
Allergan plc
AGN
$17.9M 0.1%
106,500
+105,200
+8,092% +$17.6M
XLF icon
177
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$17.8M 0.1%
647,000
+552,600
+585% +$15.9M
WBA
178
CALL
DELISTED
Walgreens Boots Alliance
WBA
$17.8M 0.1%
271,200
+225,200
+490% +$16.1M
SLB icon
179
PUT
SLB Ltd
SLB
$72.6B
$17.7M 0.1%
273,900
+196,000
+252% +$13.7M
DIA icon
180
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$17.7M 0.1%
+73,303
New +$18.4M
PG icon
181
PUT
Procter & Gamble
PG
$335B
$17.6M 0.1%
221,900
+144,800
+188% +$12.1M
ETN icon
182
CALL
Eaton
ETN
$150B
$17.5M 0.1%
218,400
+211,300
+2,976% +$17.3M
ADI icon
183
PUT
Analog Devices
ADI
$179B
$17.3M 0.1%
190,100
+181,000
+1,989% +$16.5M
MDT icon
184
PUT
Medtronic
MDT
$110B
$17.1M 0.1%
212,800
+210,300
+8,412% +$17.3M
DE icon
185
CALL
Deere & Co
DE
$162B
$16.7M 0.09%
107,700
+99,900
+1,281% +$16.2M
ELV icon
186
CALL
Elevance Health
ELV
$81.6B
$16.7M 0.09%
75,800
+61,900
+445% +$14.5M
NKE icon
187
PUT
Nike
NKE
$62.7B
$16.6M 0.09%
249,400
+241,000
+2,869% +$15.9M
GOOGL icon
188
Alphabet (Google) Class A
GOOGL
$4.08T
$16.4M 0.09%
316,780
+236,580
+295% +$13.1M
EOG icon
189
CALL
EOG Resources
EOG
$77.5B
$16.3M 0.09%
155,200
+101,200
+187% +$10.9M
XLP icon
190
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$16.2M 0.09%
307,000
+293,900
+2,244% +$16.2M
WYNN icon
191
PUT
Wynn Resorts
WYNN
$10.5B
$16.1M 0.09%
88,300
+74,200
+526% +$12.8M
APC
192
CALL
DELISTED
Anadarko Petroleum
APC
$16.1M 0.09%
266,200
+174,900
+192% +$10.3M
SBUX icon
193
CALL
Starbucks
SBUX
$121B
$16.1M 0.09%
277,600
+259,200
+1,409% +$15M
AVGO icon
194
CALL
Broadcom
AVGO
$1.85T
$15.9M 0.09%
676,000
+569,000
+532% +$14.3M
BUD icon
195
PUT
AB InBev
BUD
$166B
$15.9M 0.09%
144,200
+129,100
+855% +$14.3M
VTI icon
196
Vanguard Morningstar Total Stock Market ETF
VTI
$657B
$15.8M 0.09%
116,663
+110,906
+1,926% +$15.6M
EA icon
197
PUT
Electronic Arts
EA
$52.9B
$15.7M 0.09%
129,200
+111,800
+643% +$13.6M
WDC icon
198
PUT
Western Digital
WDC
$184B
$15.6M 0.09%
223,058
+179,002
+406% +$12M
MO icon
199
CALL
Altria Group
MO
$113B
$15.5M 0.09%
248,200
+201,600
+433% +$13.4M
CMG icon
200
CALL
Chipotle Mexican Grill
CMG
$49.4B
$15.4M 0.09%
2,385,000
+2,055,000
+623% +$12.9M
6 7
8
9 10

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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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RB
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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.