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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
VTI icon
276
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$657B
$10.4M 0.06%
+76,300
New +$10.7M
MRK icon
277
Merck
MRK
$321B
$10.3M 0.06%
+199,083
New +$10.8M
V icon
278
Visa
V
$673B
$10.3M 0.06%
86,465
+77,433
+857% +$9.38M
ATVI
279
PUT
DELISTED
Activision Blizzard
ATVI
$10.3M 0.06%
152,700
+138,500
+975% +$9.78M
BRK.B icon
280
Berkshire Hathaway Class B
BRK.B
$1.1T
$10.3M 0.06%
51,612
+48,424
+1,519% +$9.94M
TGT icon
281
PUT
Target
TGT
$65.6B
$10.3M 0.06%
148,100
+137,100
+1,246% +$9.98M
MPC icon
282
PUT
Marathon Petroleum
MPC
$91.7B
$10.2M 0.06%
138,900
+82,400
+146% +$5.67M
XYZ
283
CALL
Block Inc
XYZ
$49.2B
$10M 0.06%
204,000
+186,400
+1,059% +$8.56M
RHT
284
PUT
DELISTED
Red Hat Inc
RHT
$9.97M 0.06%
+66,700
New +$9.25M
LNC icon
285
PUT
Lincoln National
LNC
$8.8B
$9.84M 0.06%
+134,700
New +$10.6M
ULTA icon
286
CALL
Ulta Beauty
ULTA
$22.2B
$9.8M 0.05%
48,000
+44,300
+1,197% +$9.59M
CMCSA icon
287
CALL
Comcast
CMCSA
$84B
$9.78M 0.05%
286,100
+278,500
+3,664% +$10.8M
ECL icon
288
PUT
Ecolab
ECL
$78.6B
$9.77M 0.05%
+71,300
New +$9.59M
DLTR icon
289
PUT
Dollar Tree
DLTR
$24.7B
$9.64M 0.05%
+101,600
New +$10.7M
BP icon
290
CALL
BP
BP
$114B
$9.64M 0.05%
255,926
+223,590
+691% +$8.42M
ED icon
291
CALL
Consolidated Edison
ED
$40.4B
$9.63M 0.05%
123,500
+116,100
+1,569% +$9.02M
ZION icon
292
CALL
Zions Bancorporation
ZION
$10.1B
$9.62M 0.05%
182,400
+172,300
+1,706% +$9.27M
AAPL icon
293
Apple
AAPL
$4.9T
$9.61M 0.05%
229,188
+193,396
+540% +$8.33M
GSK icon
294
PUT
GSK
GSK
$104B
$9.58M 0.05%
+196,160
New +$9.14M
AAL icon
295
PUT
American Airlines Group
AAL
$10.2B
$9.58M 0.05%
+184,300
New +$9.87M
IWM icon
296
iShares Russell 2000 ETF
IWM
$80.2B
$9.56M 0.05%
62,955
-675,027
-91% -$104M
WDC icon
297
CALL
Western Digital
WDC
$184B
$9.5M 0.05%
136,269
+88,112
+183% +$5.93M
BP icon
298
PUT
BP
BP
$114B
$9.46M 0.05%
251,190
+228,249
+995% +$8.6M
DVN icon
299
CALL
Devon Energy
DVN
$50.9B
$9.37M 0.05%
294,600
+275,100
+1,411% +$10.1M
DAL icon
300
CALL
Delta Air Lines
DAL
$58.3B
$9.3M 0.05%
169,600
+144,800
+584% +$7.99M
10 11
12
13 14

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
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.