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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
CPRI icon
1251
Capri Holdings
CPRI
$1.83B
$1.02M 0.01%
+16,453
New +$1.05M
FAST icon
1252
PUT
Fastenal
FAST
$54.7B
$1.02M 0.01%
+74,800
New +$1.03M
PPLI
1253
People Inc
PPLI
$3.09B
$1.02M 0.01%
36,532
-15,198
-29% -$400K
XEC
1254
PUT
DELISTED
CIMAREX ENERGY CO
XEC
$1.02M 0.01%
10,900
+6,500
+148% +$693K
PARA
1255
CALL
DELISTED
Paramount Global Class B
PARA
$1.02M 0.01%
+19,800
New +$1.09M
SNY icon
1256
PUT
Sanofi
SNY
$103B
$1.02M 0.01%
+25,400
New +$1.06M
TSCO icon
1257
CALL
Tractor Supply
TSCO
$16.1B
$1.01M 0.01%
+80,500
New +$1.12M
HP icon
1258
Helmerich & Payne
HP
$3.45B
$1.01M 0.01%
+15,238
New +$1.03M
SFM icon
1259
CALL
Sprouts Farmers Market
SFM
$8.13B
$1.01M 0.01%
+43,200
New +$1.11M
AAL icon
1260
American Airlines Group
AAL
$10.1B
$1.01M 0.01%
19,466
+6,634
+52% +$355K
SKX
1261
CALL
DELISTED
Skechers
SKX
$1.01M 0.01%
+25,900
New +$1.03M
Z icon
1262
PUT
Zillow
Z
$7.79B
$1M 0.01%
+18,600
New +$897K
NBIS
1263
Nebius Group N.V.
NBIS
$48.3B
$999K 0.01%
+25,321
New +$994K
NCLH icon
1264
PUT
Norwegian Cruise Line
NCLH
$8.51B
$996K 0.01%
+18,800
New +$1.07M
DHI icon
1265
D.R. Horton
DHI
$40B
$995K 0.01%
+22,694
New +$1.06M
BBBY
1266
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
$995K 0.01%
+47,400
New +$1.05M
ABB
1267
DELISTED
ABB Ltd
ABB
$993K 0.01%
+41,824
New +$1.08M
SGI
1268
PUT
Somnigroup International
SGI
$13.7B
$992K 0.01%
+87,600
New +$1.2M
SODA
1269
PUT
DELISTED
SodaStream International Ltd
SODA
$992K 0.01%
+10,800
New +$875K
DLR icon
1270
CALL
Digital Realty Trust
DLR
$69.7B
$991K 0.01%
+9,400
New +$992K
GWW icon
1271
PUT
W.W. Grainger
GWW
$65.3B
$988K 0.01%
+3,500
New +$916K
UN
1272
CALL
DELISTED
Unilever NV New York Registry Shares
UN
$981K 0.01%
+17,400
New +$956K
MLM icon
1273
Martin Marietta Materials
MLM
$31.5B
$977K 0.01%
+4,715
New +$1.02M
MLM icon
1274
PUT
Martin Marietta Materials
MLM
$31.5B
$974K 0.01%
+4,700
New +$1.02M
SNA icon
1275
CALL
Snap-on
SNA
$21.2B
$974K 0.01%
+6,600
New +$1.08M
49 50
51
52 53

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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
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QIM
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RB
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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.