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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
BA icon
26
CALL
Boeing
BA
$175B
$80.3M 0.45%
244,900
+224,900
+1,125% +$76M
JPM icon
27
CALL
JPMorgan Chase
JPM
$933B
$76.6M 0.43%
696,300
+503,500
+261% +$57M
GOOGL icon
28
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
$75.8M 0.42%
1,462,000
+1,282,000
+712% +$71.1M
GS icon
29
CALL
Goldman Sachs
GS
$302B
$75.5M 0.42%
299,800
+248,800
+488% +$64.8M
HD icon
30
CALL
Home Depot
HD
$332B
$70.4M 0.39%
395,000
+373,300
+1,720% +$70M
CVX icon
31
PUT
Chevron
CVX
$383B
$69.6M 0.39%
610,600
+545,700
+841% +$65.2M
NVDA icon
32
CALL
NVIDIA
NVDA
$4.72T
$69.1M 0.39%
11,928,000
+8,320,000
+231% +$48.9M
JPM icon
33
PUT
JPMorgan Chase
JPM
$933B
$66.8M 0.37%
607,600
+464,200
+324% +$52.6M
BABA icon
34
CALL
Alibaba
BABA
$279B
$65.3M 0.37%
355,800
+323,200
+991% +$60.9M
NFLX icon
35
CALL
Netflix
NFLX
$305B
$64.2M 0.36%
2,172,000
+1,799,000
+482% +$49M
DIA icon
36
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$60.7M 0.34%
251,600
+175,400
+230% +$44.1M
CAT icon
37
PUT
Caterpillar
CAT
$373B
$59.9M 0.34%
406,300
+383,400
+1,674% +$60.5M
ABBV icon
38
CALL
AbbVie
ABBV
$455B
$59.5M 0.33%
628,700
+607,200
+2,824% +$66.7M
CAT icon
39
CALL
Caterpillar
CAT
$373B
$59.4M 0.33%
403,300
+366,600
+999% +$57.9M
XLV icon
40
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
$58.1M 0.33%
713,700
+639,100
+857% +$54.4M
JNJ icon
41
PUT
Johnson & Johnson
JNJ
$617B
$55M 0.31%
429,300
+386,300
+898% +$52.2M
MDY icon
42
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$54.6M 0.31%
159,900
+111,100
+228% +$38.7M
BAC icon
43
CALL
Bank of America
BAC
$433B
$54.6M 0.31%
1,819,000
+1,679,300
+1,202% +$52.7M
BABA icon
44
PUT
Alibaba
BABA
$279B
$54M 0.3%
294,300
+276,500
+1,553% +$52.1M
CVX icon
45
CALL
Chevron
CVX
$383B
$52.7M 0.3%
462,400
+380,800
+467% +$45.5M
NVDA icon
46
PUT
NVIDIA
NVDA
$4.72T
$52.3M 0.29%
9,036,000
+6,804,000
+305% +$40M
NFLX icon
47
PUT
Netflix
NFLX
$305B
$50.7M 0.28%
1,718,000
+1,516,000
+750% +$41.3M
MDY icon
48
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$49.7M 0.28%
145,400
+126,500
+669% +$44M
C icon
49
PUT
Citigroup
C
$222B
$49.7M 0.28%
736,000
+537,400
+271% +$40.4M
MMM icon
50
PUT
3M
MMM
$90.8B
$49.4M 0.28%
268,980
+264,914
+6,515% +$52.5M
1
2
3 4 5

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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.