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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
MGA icon
1526
CALL
Magna International
MGA
$18.7B
$625K ﹤0.01%
+11,100
New +$620K
SQQQ icon
1527
ProShares UltraPro Short QQQ
SQQQ
$2.04B
$625K ﹤0.01%
14
+6
+75% +$264K
FBIN icon
1528
PUT
Fortune Brands Innovations
FBIN
$5.88B
$624K ﹤0.01%
+12,402
New +$691K
CY
1529
CALL
DELISTED
Cypress Semiconductor
CY
$624K ﹤0.01%
+36,800
New +$631K
PX
1530
DELISTED
Praxair Inc
PX
$623K ﹤0.01%
+4,314
New +$671K
AGGP
1531
DELISTED
IQ Enhanced Core Plus Bond U.S. ETF
AGGP
$623K ﹤0.01%
+32,288
New +$628K
AN icon
1532
AutoNation
AN
$7.11B
$620K ﹤0.01%
+13,251
New +$708K
WCG
1533
CALL
DELISTED
Wellcare Health Plans, Inc.
WCG
$620K ﹤0.01%
+3,200
New +$641K
LPX icon
1534
PUT
Louisiana-Pacific
LPX
$5.06B
$619K ﹤0.01%
+21,500
New +$616K
TRIP icon
1535
TripAdvisor
TRIP
$1.65B
$619K ﹤0.01%
+15,131
New +$592K
ESV
1536
CALL
DELISTED
Ensco Rowan plc
ESV
$619K ﹤0.01%
+35,275
New +$778K
CVSA
1537
CALL
Covista Inc
CVSA
$4.25B
$618K ﹤0.01%
+13,000
New +$608K
COO icon
1538
CALL
Cooper Companies
COO
$14.1B
$618K ﹤0.01%
10,800
+2,800
+35% +$163K
BIG
1539
PUT
DELISTED
Big Lots, Inc.
BIG
$618K ﹤0.01%
14,200
+10,000
+238% +$548K
ENB icon
1540
Enbridge
ENB
$119B
$616K ﹤0.01%
19,572
+12,788
+189% +$448K
UUP icon
1541
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
$615K ﹤0.01%
26,031
-10,560
-29% -$249K
EW icon
1542
PUT
Edwards Lifesciences
EW
$49.6B
$614K ﹤0.01%
+13,200
New +$573K
SIX
1543
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
$610K ﹤0.01%
+9,800
New +$639K
KKR icon
1544
KKR & Co
KKR
$91.1B
$609K ﹤0.01%
30,024
+18,119
+152% +$403K
DXJ icon
1545
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
$608K ﹤0.01%
10,859
-3,686
-25% -$215K
EXPD icon
1546
PUT
Expeditors International
EXPD
$22B
$608K ﹤0.01%
+9,600
New +$617K
LE icon
1547
CALL
Lands' End
LE
$370M
$605K ﹤0.01%
+25,900
New +$478K
TWLO icon
1548
Twilio
TWLO
$30B
$605K ﹤0.01%
+15,839
New +$502K
UYG icon
1549
PUT
ProShares Ultra Financials
UYG
$828M
$603K ﹤0.01%
+14,700
New +$643K
SVXY icon
1550
ProShares Short VIX Short-Term Futures ETF
SVXY
$228M
$601K ﹤0.01%
+25,613
New +$2.95M
60 61
62
63 64

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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
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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.