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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
PYPL icon
726
PayPal
PYPL
$48.9B
$2.75M 0.02%
36,300
+28,812
+385% +$2.29M
NBIS
727
PUT
Nebius Group N.V.
NBIS
$48.3B
$2.74M 0.02%
+69,400
New +$2.72M
ETFC
728
PUT
DELISTED
E*Trade Financial Corporation
ETFC
$2.74M 0.02%
49,400
+42,300
+596% +$2.25M
CAH icon
729
CALL
Cardinal Health
CAH
$53.9B
$2.73M 0.02%
+43,500
New +$2.98M
MCHP icon
730
CALL
Microchip Technology
MCHP
$40.3B
$2.72M 0.02%
+59,600
New +$2.75M
DB icon
731
CALL
Deutsche Bank
DB
$69B
$2.67M 0.02%
+191,100
New +$3.22M
RSP icon
732
Invesco S&P 500 Equal Weight ETF
RSP
$97B
$2.67M 0.01%
+26,807
New +$2.74M
K
733
PUT
DELISTED
Kellanova
K
$2.67M 0.01%
43,665
+40,470
+1,267% +$2.55M
MHK icon
734
PUT
Mohawk Industries
MHK
$7.5B
$2.65M 0.01%
11,400
+10,200
+850% +$2.63M
ROST icon
735
CALL
Ross Stores
ROST
$80.5B
$2.64M 0.01%
33,800
+29,200
+635% +$2.32M
PH icon
736
PUT
Parker-Hannifin
PH
$123B
$2.63M 0.01%
+15,400
New +$2.92M
SHW icon
737
PUT
Sherwin-Williams
SHW
$82.7B
$2.63M 0.01%
20,100
+18,600
+1,240% +$2.54M
GRMN
738
CALL
Garmin
GRMN
$56.7B
$2.62M 0.01%
44,500
+33,300
+297% +$2.04M
XME icon
739
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
$2.6M 0.01%
76,500
+60,500
+378% +$2.23M
DGX icon
740
PUT
Quest Diagnostics
DGX
$25.7B
$2.6M 0.01%
+25,900
New +$2.65M
ADBE icon
741
Adobe
ADBE
$99.5B
$2.59M 0.01%
+12,007
New +$2.44M
GT icon
742
PUT
Goodyear
GT
$2B
$2.59M 0.01%
97,600
+89,900
+1,168% +$2.78M
XHB icon
743
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
$2.59M 0.01%
63,534
-316,413
-83% -$13.6M
INTU icon
744
Intuit
INTU
$86.5B
$2.59M 0.01%
14,929
+10,921
+272% +$1.84M
BMY icon
745
Bristol-Myers Squibb
BMY
$133B
$2.58M 0.01%
40,818
+35,555
+676% +$2.29M
BWA icon
746
PUT
BorgWarner
BWA
$13.1B
$2.57M 0.01%
+58,163
New +$2.7M
VWO icon
747
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$2.56M 0.01%
+54,535
New +$2.61M
WW
748
CALL
DELISTED
WW International
WW
$2.56M 0.01%
+40,200
New +$2.58M
WLL
749
PUT
DELISTED
Whiting Petroleum Corporation
WLL
$2.56M 0.01%
+1,009
New +$2.16M
IJR icon
750
iShares Core S&P Small-Cap ETF
IJR
$109B
$2.56M 0.01%
33,246
-212,275
-86% -$16.5M
28 29
30
31 32

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OAM
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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
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
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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.