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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
ING icon
1176
ING
ING
$99.8B
$1.16M 0.01%
68,777
+50,080
+268% +$928K
MAN icon
1177
CALL
ManpowerGroup
MAN
$2.44B
$1.16M 0.01%
10,100
+4,900
+94% +$605K
RF icon
1178
PUT
Regions Financial
RF
$26.4B
$1.16M 0.01%
+62,500
New +$1.18M
PDP icon
1179
Invesco Dorsey Wright Momentum ETF
PDP
$1.46B
$1.16M 0.01%
+21,948
New +$1.17M
GT icon
1180
Goodyear
GT
$2B
$1.16M 0.01%
+43,472
New +$1.34M
PWR icon
1181
CALL
Quanta Services
PWR
$100B
$1.15M 0.01%
+33,400
New +$1.21M
FTI icon
1182
TechnipFMC
FTI
$28.1B
$1.14M 0.01%
52,229
+30,459
+140% +$705K
VTR icon
1183
CALL
Ventas
VTR
$48B
$1.14M 0.01%
+23,100
New +$1.21M
HES
1184
DELISTED
Hess
HES
$1.14M 0.01%
22,546
+4,077
+22% +$200K
USMV icon
1185
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
$1.14M 0.01%
+21,893
New +$1.16M
SWK icon
1186
PUT
Stanley Black & Decker
SWK
$14.3B
$1.13M 0.01%
+7,400
New +$1.2M
GE icon
1187
GE Aerospace
GE
$374B
$1.13M 0.01%
17,482
+8,183
+88% +$606K
FNV icon
1188
PUT
Franco-Nevada
FNV
$41.1B
$1.13M 0.01%
16,500
+13,100
+385% +$959K
NTRS icon
1189
Northern Trust
NTRS
$33.3B
$1.13M 0.01%
+10,918
New +$1.14M
ULQ
1190
DELISTED
CLAYMORE US CAPITAL MARKETS MICRO-TERM FIXED INCOME ETF
ULQ
$1.12M 0.01%
+22,339
New +$1.12M
EQT icon
1191
PUT
EQT Corp
EQT
$33.3B
$1.12M 0.01%
+43,353
New +$1.24M
XHB icon
1192
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
$1.12M 0.01%
+27,400
New +$1.18M
IAK icon
1193
iShares US Insurance ETF
IAK
$508M
$1.11M 0.01%
+17,260
New +$1.14M
WMT icon
1194
Walmart Inc
WMT
$885B
$1.11M 0.01%
37,476
-39,687
-51% -$1.28M
MTN icon
1195
CALL
Vail Resorts
MTN
$5.32B
$1.11M 0.01%
+5,000
New +$1.09M
KBE icon
1196
PUT
State Street SPDR S&P Bank ETF
KBE
$1.64B
$1.11M 0.01%
+23,100
New +$1.15M
NSC icon
1197
Norfolk Southern
NSC
$75.4B
$1.11M 0.01%
8,146
+3,668
+82% +$528K
OSK icon
1198
CALL
Oshkosh
OSK
$8.79B
$1.1M 0.01%
14,300
+10,200
+249% +$869K
TEVA icon
1199
Teva Pharmaceuticals
TEVA
$40.8B
$1.1M 0.01%
64,549
+6,565
+11% +$128K
STLD icon
1200
PUT
Steel Dynamics
STLD
$36B
$1.1M 0.01%
+24,900
New +$1.15M
46 47
48
49 50

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NOCM
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QIM
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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.