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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
WB icon
751
PUT
Weibo
WB
$2B
$2.56M 0.01%
21,400
+18,400
+613% +$2.35M
EQIX icon
752
PUT
Equinix
EQIX
$101B
$2.55M 0.01%
6,100
+5,600
+1,120% +$2.36M
YELP icon
753
PUT
Yelp
YELP
$1.45B
$2.55M 0.01%
+61,100
New +$2.66M
AVB icon
754
CALL
AvalonBay Communities
AVB
$26.5B
$2.55M 0.01%
15,500
+8,500
+121% +$1.39M
AAP icon
755
CALL
Advance Auto Parts
AAP
$3.35B
$2.52M 0.01%
21,300
+15,000
+238% +$1.71M
CHTR icon
756
CALL
Charter Communications
CHTR
$17.3B
$2.52M 0.01%
+8,100
New +$2.85M
CL icon
757
Colgate-Palmolive
CL
$73.1B
$2.51M 0.01%
34,970
+31,415
+884% +$2.26M
MSI icon
758
CALL
Motorola Solutions
MSI
$72.3B
$2.51M 0.01%
23,800
+13,600
+133% +$1.39M
COST icon
759
Costco
COST
$422B
$2.5M 0.01%
13,293
+5,952
+81% +$1.12M
KSS icon
760
PUT
Kohl's
KSS
$2.17B
$2.5M 0.01%
+38,200
New +$2.42M
MELI icon
761
PUT
Mercado Libre
MELI
$95.2B
$2.5M 0.01%
+7,000
New +$2.56M
SJM icon
762
CALL
J.M. Smucker
SJM
$12.7B
$2.49M 0.01%
+20,100
New +$2.51M
BMRN icon
763
PUT
BioMarin Pharmaceuticals
BMRN
$11.6B
$2.48M 0.01%
+30,600
New +$2.63M
CBRE icon
764
PUT
CBRE Group
CBRE
$42.5B
$2.48M 0.01%
52,500
+45,000
+600% +$2.05M
VFC icon
765
PUT
VF Corp
VFC
$5.63B
$2.45M 0.01%
+35,152
New +$2.54M
DDS icon
766
CALL
Dillards
DDS
$9.19B
$2.44M 0.01%
+30,400
New +$2.2M
STLD icon
767
CALL
Steel Dynamics
STLD
$36B
$2.44M 0.01%
55,200
+38,800
+237% +$1.79M
TTE icon
768
PUT
TotalEnergies
TTE
$195B
$2.44M 0.01%
42,200
+34,100
+421% +$1.95M
KR icon
769
PUT
Kroger
KR
$35.4B
$2.42M 0.01%
100,900
+75,900
+304% +$2.06M
PH icon
770
CALL
Parker-Hannifin
PH
$123B
$2.41M 0.01%
+14,100
New +$2.67M
DGX icon
771
CALL
Quest Diagnostics
DGX
$25.7B
$2.41M 0.01%
24,000
+21,200
+757% +$2.17M
NVDA icon
772
NVIDIA
NVDA
$4.86T
$2.4M 0.01%
414,920
-263,760
-39% -$1.55M
EWG icon
773
CALL
iShares MSCI Germany ETF
EWG
$1.59B
$2.39M 0.01%
+74,600
New +$2.48M
CCI icon
774
PUT
Crown Castle
CCI
$33.3B
$2.39M 0.01%
+21,800
New +$2.37M
EQIX icon
775
CALL
Equinix
EQIX
$101B
$2.38M 0.01%
5,700
+4,800
+533% +$2.02M
29 30
31
32 33

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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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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.