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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
MA icon
76
CALL
Mastercard
MA
$510B
$37.1M 0.21%
212,000
+203,600
+2,424% +$34.8M
ABBV icon
77
PUT
AbbVie
ABBV
$455B
$37.1M 0.21%
391,600
+387,300
+9,007% +$42.5M
COST icon
78
PUT
Costco
COST
$423B
$37M 0.21%
196,400
+181,700
+1,236% +$34.3M
CSCO icon
79
CALL
Cisco
CSCO
$448B
$36.3M 0.2%
847,200
+717,300
+552% +$30.4M
XLU icon
80
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$36.3M 0.2%
1,436,400
+1,335,800
+1,328% +$33.3M
CSCO icon
81
PUT
Cisco
CSCO
$448B
$36.2M 0.2%
843,800
+761,700
+928% +$32.3M
IBM icon
82
CALL
IBM
IBM
$209B
$35M 0.2%
238,697
+164,117
+220% +$24.8M
XLI icon
83
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
$34.7M 0.19%
466,500
+436,000
+1,430% +$33.6M
INTC icon
84
PUT
Intel
INTC
$460B
$34M 0.19%
652,100
+557,100
+586% +$26.5M
VZ icon
85
CALL
Verizon
VZ
$193B
$33.6M 0.19%
702,400
+628,800
+854% +$31.6M
XLV icon
86
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
$33.4M 0.19%
410,400
+406,300
+9,910% +$34.6M
PG icon
87
CALL
Procter & Gamble
PG
$335B
$32.9M 0.18%
415,500
+287,300
+224% +$24M
BIDU icon
88
PUT
Baidu
BIDU
$36.5B
$32.6M 0.18%
146,100
+136,700
+1,454% +$33.7M
INTC icon
89
CALL
Intel
INTC
$460B
$32.3M 0.18%
620,600
+492,100
+383% +$23.4M
UPS icon
90
CALL
United Parcel Service
UPS
$89.5B
$31.7M 0.18%
303,100
+298,900
+7,117% +$34.5M
V icon
91
PUT
Visa
V
$673B
$31.5M 0.18%
263,000
+236,800
+904% +$28.7M
DIS icon
92
PUT
Walt Disney
DIS
$167B
$30.7M 0.17%
306,000
+262,100
+597% +$27.9M
ORCL icon
93
PUT
Oracle
ORCL
$367B
$30.7M 0.17%
671,400
+664,800
+10,073% +$33M
XLY icon
94
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$30.2M 0.17%
596,200
+339,800
+133% +$17.7M
BRK.B icon
95
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
$30.1M 0.17%
+150,700
New +$30.9M
GILD icon
96
PUT
Gilead Sciences
GILD
$163B
$30M 0.17%
398,100
+322,400
+426% +$25.6M
XOM icon
97
CALL
ExxonMobil
XOM
$651B
$30M 0.17%
401,900
+367,200
+1,058% +$29.4M
ADBE icon
98
PUT
Adobe
ADBE
$98.5B
$29.8M 0.17%
138,000
+127,200
+1,178% +$25.9M
XLP icon
99
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$29.1M 0.16%
553,400
+544,600
+6,189% +$30M
XLY icon
100
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$28.7M 0.16%
566,000
+405,000
+252% +$21.1M
2 3
4
5 6

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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
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TIM
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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.