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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
T icon
151
PUT
AT&T
T
$159B
$20.5M 0.11%
761,300
+605,333
+388% +$16.8M
AVGO icon
152
PUT
Broadcom
AVGO
$1.85T
$20.4M 0.11%
867,000
+655,000
+309% +$16.5M
MU icon
153
CALL
Micron Technology
MU
$988B
$20.4M 0.11%
391,200
+357,400
+1,057% +$17.1M
XLF icon
154
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$20.3M 0.11%
735,200
+636,300
+643% +$18.3M
MCD icon
155
PUT
McDonald's
MCD
$191B
$20M 0.11%
128,200
+89,100
+228% +$14.7M
MCK icon
156
CALL
McKesson
MCK
$101B
$20M 0.11%
142,000
+138,000
+3,450% +$21.5M
AXP icon
157
PUT
American Express
AXP
$228B
$20M 0.11%
214,100
+199,500
+1,366% +$19.3M
SLB icon
158
CALL
SLB Ltd
SLB
$72.6B
$19.8M 0.11%
305,600
+265,700
+666% +$18.6M
MO icon
159
PUT
Altria Group
MO
$113B
$19.6M 0.11%
314,800
+284,800
+949% +$18.9M
HON icon
160
CALL
Honeywell
HON
$76.7B
$19.5M 0.11%
149,555
+142,581
+2,044% +$19.7M
MDT icon
161
CALL
Medtronic
MDT
$110B
$19.4M 0.11%
241,700
+212,100
+717% +$17.5M
AGN
162
CALL
DELISTED
Allergan plc
AGN
$19.2M 0.11%
114,000
+110,100
+2,823% +$18.5M
BMY icon
163
CALL
Bristol-Myers Squibb
BMY
$132B
$18.9M 0.11%
298,600
+274,100
+1,119% +$17.6M
RTX icon
164
CALL
RTX Corp
RTX
$289B
$18.9M 0.11%
238,509
+207,523
+670% +$17.1M
SMH icon
165
PUT
VanEck Semiconductor ETF
SMH
$65B
$18.7M 0.1%
358,800
+351,200
+4,621% +$18.5M
BIIB icon
166
CALL
Biogen
BIIB
$30.7B
$18.6M 0.1%
68,100
+63,300
+1,319% +$19.6M
TXN icon
167
PUT
Texas Instruments
TXN
$255B
$18.6M 0.1%
179,100
+149,400
+503% +$16.2M
IVV icon
168
iShares Core S&P 500 ETF
IVV
$872B
$18.5M 0.1%
69,617
+68,516
+6,223% +$18.8M
BLK icon
169
PUT
Blackrock
BLK
$170B
$18.5M 0.1%
34,100
+30,100
+753% +$16.5M
MSFT icon
170
Microsoft
MSFT
$3.35T
$18.4M 0.1%
+201,272
New +$18.4M
CELG
171
CALL
DELISTED
Celgene Corp
CELG
$18.3M 0.1%
204,800
+182,100
+802% +$17.5M
T icon
172
CALL
AT&T
T
$159B
$18.2M 0.1%
676,167
+436,523
+182% +$12.1M
MS icon
173
CALL
Morgan Stanley
MS
$330B
$18.1M 0.1%
335,600
+260,500
+347% +$14.4M
UNH icon
174
PUT
UnitedHealth
UNH
$383B
$18.1M 0.1%
84,600
+83,400
+6,950% +$19M
NVS icon
175
PUT
Novartis
NVS
$301B
$18M 0.1%
248,756
+243,846
+4,966% +$18.6M
5 6
7
8 9

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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
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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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.