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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
SPY icon
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$1.68B 9.41%
6,383,500
+5,248,300
+462% +$1.43B
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$1.67B 9.36%
6,349,300
+4,075,700
+179% +$1.11B
QQQ icon
3
PUT
Invesco QQQ Trust
QQQ
$450B
$726M 4.07%
4,536,100
+4,041,000
+816% +$668M
IWM icon
4
PUT
iShares Russell 2000 ETF
IWM
$80.2B
$292M 1.63%
1,922,600
+1,228,300
+177% +$190M
AMZN icon
5
CALL
Amazon
AMZN
$2.53T
$265M 1.48%
3,664,000
+3,564,000
+3,564% +$255M
IWM icon
6
CALL
iShares Russell 2000 ETF
IWM
$80.2B
$243M 1.36%
1,598,800
+1,255,800
+366% +$194M
QQQ icon
7
CALL
Invesco QQQ Trust
QQQ
$450B
$241M 1.35%
1,505,700
+1,328,400
+749% +$219M
AAPL icon
8
CALL
Apple
AAPL
$4.9T
$220M 1.23%
5,239,600
+4,678,400
+834% +$201M
META icon
9
CALL
Meta Platforms (Facebook)
META
$1.37T
$191M 1.07%
1,198,100
+1,063,400
+789% +$191M
AMZN icon
10
PUT
Amazon
AMZN
$2.53T
$186M 1.04%
2,576,000
+2,404,000
+1,398% +$172M
AAPL icon
11
PUT
Apple
AAPL
$4.9T
$183M 1.02%
4,352,000
+3,583,600
+466% +$154M
MSFT icon
12
PUT
Microsoft
MSFT
$3.35T
$169M 0.95%
1,855,800
+1,729,000
+1,364% +$158M
BKNG icon
13
PUT
Booking.com
BKNG
$150B
$161M 0.9%
1,940,000
+1,725,000
+802% +$136M
MSFT icon
14
CALL
Microsoft
MSFT
$3.35T
$158M 0.89%
1,735,300
+1,553,500
+855% +$142M
META icon
15
PUT
Meta Platforms (Facebook)
META
$1.37T
$152M 0.85%
951,700
+846,600
+806% +$152M
GOOG icon
16
PUT
Alphabet (Google) Class C
GOOG
$4.08T
$148M 0.83%
2,864,000
+2,244,000
+362% +$124M
DIA icon
17
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$132M 0.74%
546,000
+517,100
+1,789% +$130M
GOOG icon
18
CALL
Alphabet (Google) Class C
GOOG
$4.08T
$127M 0.71%
2,456,000
+2,110,000
+610% +$116M
HD icon
19
PUT
Home Depot
HD
$332B
$126M 0.7%
706,200
+657,000
+1,335% +$123M
GOOGL icon
20
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
$99.2M 0.56%
1,912,000
+1,536,000
+409% +$85.2M
BKNG icon
21
CALL
Booking.com
BKNG
$150B
$98M 0.55%
1,177,500
+1,040,000
+756% +$81.8M
BA icon
22
PUT
Boeing
BA
$175B
$92.9M 0.52%
283,300
+267,100
+1,649% +$90.2M
XLE icon
23
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
$85M 0.48%
2,523,200
+2,221,400
+736% +$78.6M
GS icon
24
PUT
Goldman Sachs
GS
$302B
$83.9M 0.47%
333,300
+260,800
+360% +$67.9M
JNJ icon
25
CALL
Johnson & Johnson
JNJ
$617B
$82.6M 0.46%
644,500
+578,000
+869% +$78.1M
1
2 3 4 5

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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
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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.