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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
AMD icon
851
PUT
Advanced Micro Devices
AMD
$776B
$2.08M 0.01%
206,500
+186,700
+943% +$2.21M
NRG icon
852
CALL
NRG Energy
NRG
$28.3B
$2.07M 0.01%
+67,800
New +$1.88M
RIO icon
853
Rio Tinto
RIO
$158B
$2.07M 0.01%
40,128
+35,483
+764% +$1.93M
EDU icon
854
CALL
New Oriental
EDU
$9.37B
$2.06M 0.01%
+23,500
New +$2.19M
AGCO icon
855
CALL
AGCO
AGCO
$7.15B
$2.06M 0.01%
31,700
+27,400
+637% +$1.89M
SNY icon
856
CALL
Sanofi
SNY
$103B
$2.05M 0.01%
51,100
+35,000
+217% +$1.46M
EXP icon
857
PUT
Eagle Materials
EXP
$6.29B
$2.04M 0.01%
+19,800
New +$2.13M
JNPR
858
PUT
DELISTED
Juniper Networks
JNPR
$2.03M 0.01%
83,400
+45,000
+117% +$1.2M
FISV
859
CALL
Fiserv Inc
FISV
$28.8B
$2.02M 0.01%
+28,400
New +$2M
CTXS
860
CALL
DELISTED
Citrix Systems Inc
CTXS
$2.02M 0.01%
21,800
+18,100
+489% +$1.66M
FNV icon
861
CALL
Franco-Nevada
FNV
$41.1B
$2.01M 0.01%
+29,400
New +$2.15M
DPZ icon
862
CALL
Domino's
DPZ
$11.5B
$2.01M 0.01%
8,600
+7,500
+682% +$1.63M
ORLY icon
863
PUT
O'Reilly Automotive
ORLY
$72.9B
$2M 0.01%
+121,500
New +$2.06M
VRSN icon
864
CALL
VeriSign
VRSN
$26.2B
$2M 0.01%
16,900
+8,200
+94% +$950K
DHI icon
865
CALL
D.R. Horton
DHI
$40B
$2M 0.01%
45,700
+28,800
+170% +$1.34M
MAS icon
866
CALL
Masco
MAS
$14.1B
$2M 0.01%
+49,400
New +$2.12M
WELL icon
867
CALL
Welltower
WELL
$169B
$2M 0.01%
36,700
+24,400
+198% +$1.38M
AN icon
868
CALL
AutoNation
AN
$7.11B
$1.99M 0.01%
+42,600
New +$2.28M
B
869
Barrick Mining
B
$61.5B
$1.98M 0.01%
158,994
+133,149
+515% +$1.77M
WUBA
870
PUT
DELISTED
58.com Inc
WUBA
$1.97M 0.01%
+24,700
New +$1.95M
SINA
871
PUT
DELISTED
Sina Corp
SINA
$1.97M 0.01%
18,900
+14,000
+286% +$1.6M
APA icon
872
APA Corp
APA
$13.2B
$1.97M 0.01%
51,164
+43,396
+559% +$1.75M
OLN icon
873
CALL
Olin
OLN
$2.11B
$1.97M 0.01%
+64,800
New +$2.21M
PCAR icon
874
PUT
PACCAR
PCAR
$69.8B
$1.96M 0.01%
+44,400
New +$2.1M
K
875
CALL
DELISTED
Kellanova
K
$1.96M 0.01%
+32,057
New +$2.02M
33 34
35
36 37

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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
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
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.