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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
LOW icon
201
PUT
Lowe's Companies
LOW
$118B
$15.3M 0.09%
+174,000
New +$16.5M
AMAT icon
202
CALL
Applied Materials
AMAT
$398B
$15M 0.08%
270,600
+242,100
+849% +$13.5M
AAL icon
203
CALL
American Airlines Group
AAL
$10.2B
$15M 0.08%
288,900
+281,900
+4,027% +$15.1M
XOM icon
204
ExxonMobil
XOM
$651B
$15M 0.08%
200,695
+177,382
+761% +$14.2M
APC
205
PUT
DELISTED
Anadarko Petroleum
APC
$14.9M 0.08%
246,100
+120,100
+95% +$7.04M
OIH icon
206
PUT
VanEck Oil Services ETF
OIH
$2.01B
$14.8M 0.08%
30,945
+29,815
+2,638% +$15.4M
IBB icon
207
CALL
iShares Biotechnology ETF
IBB
$9.52B
$14.8M 0.08%
138,200
+129,600
+1,507% +$14.4M
NOC icon
208
PUT
Northrop Grumman
NOC
$76B
$14.7M 0.08%
42,100
+40,400
+2,376% +$13.5M
ATVI
209
CALL
DELISTED
Activision Blizzard
ATVI
$14.7M 0.08%
217,300
+207,200
+2,051% +$14.6M
LLY icon
210
CALL
Eli Lilly
LLY
$1.03T
$14.6M 0.08%
189,100
+163,500
+639% +$13.2M
DAL icon
211
PUT
Delta Air Lines
DAL
$58.3B
$14.5M 0.08%
264,800
+197,300
+292% +$10.9M
LMT icon
212
CALL
Lockheed Martin
LMT
$132B
$14.4M 0.08%
42,600
+33,100
+348% +$11.3M
PM icon
213
PUT
Philip Morris
PM
$299B
$14.4M 0.08%
144,700
+137,500
+1,910% +$14.3M
EFA icon
214
CALL
iShares MSCI EAFE ETF
EFA
$78.5B
$14.4M 0.08%
206,400
+186,100
+917% +$13.3M
VLO icon
215
CALL
Valero Energy
VLO
$92.6B
$14.4M 0.08%
154,900
+122,000
+371% +$11.4M
DEO icon
216
CALL
Diageo
DEO
$49.5B
$14.3M 0.08%
105,500
+94,400
+850% +$13.1M
PXD
217
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$14M 0.08%
81,500
+55,400
+212% +$9.76M
ACN icon
218
PUT
Accenture
ACN
$99.9B
$13.8M 0.08%
89,900
+88,400
+5,893% +$14M
KMB icon
219
PUT
Kimberly-Clark
KMB
$36.6B
$13.8M 0.08%
+125,200
New +$14.3M
IWO icon
220
CALL
iShares Russell 2000 Growth ETF
IWO
$14.4B
$13.7M 0.08%
71,900
+60,200
+515% +$11.6M
SYK icon
221
CALL
Stryker
SYK
$133B
$13.4M 0.07%
83,100
+81,300
+4,517% +$13.1M
COF icon
222
CALL
Capital One
COF
$129B
$13.2M 0.07%
138,200
+135,400
+4,836% +$13.5M
WYNN icon
223
CALL
Wynn Resorts
WYNN
$10.5B
$13.2M 0.07%
72,200
+63,700
+749% +$11M
AMAT icon
224
PUT
Applied Materials
AMAT
$398B
$13M 0.07%
233,800
+200,500
+602% +$11.2M
HSBC icon
225
PUT
HSBC
HSBC
$367B
$12.9M 0.07%
290,320
+255,518
+734% +$12.2M
7 8
9
10 11

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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.