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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-1.62%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$17.9B
AUM Growth
+$14.1B
Cap. Flow
+$122M
Cap. Flow %
0.68%
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 Miscellaneous 95.33%
2 Financials 0.79%
3 Technology 0.66%
4 Healthcare 0.56%
5 Consumer Discretionary 0.54%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ING icon
1176
ING
ING
$105B
$1.16M 0.01%
68,777
+50,080
+268% +$928K
MAN icon
1177
CALL
ManpowerGroup
MAN
$2.68B
$1.16M 0.01%
10,100
+4,900
+94% +$605K
RF icon
1178
PUT
Regions Financial
RF
$24.3B
$1.16M 0.01%
+62,500
New +$1.18M
PDP icon
1179
Invesco Dorsey Wright Momentum ETF
PDP
$1.43B
$1.16M 0.01%
+21,948
New +$1.17M
GT icon
1180
Goodyear
GT
$1.48B
$1.16M 0.01%
+43,472
New +$1.34M
PWR icon
1181
CALL
Quanta Services
PWR
$92.7B
$1.15M 0.01%
+33,400
New +$1.21M
FTI icon
1182
TechnipFMC
FTI
$28.5B
$1.14M 0.01%
52,229
+30,459
+140% +$705K
VTR icon
1183
CALL
Ventas
VTR
$45B
$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
$23.6B
$1.14M 0.01%
+21,893
New +$1.16M
SWK icon
1186
PUT
Stanley Black & Decker
SWK
$13.5B
$1.13M 0.01%
+7,400
New +$1.2M
GE icon
1187
GE Aerospace
GE
$325B
$1.13M 0.01%
17,482
+8,183
+88% +$606K
FNV icon
1188
PUT
Franco-Nevada
FNV
$51.4B
$1.13M 0.01%
16,500
+13,100
+385% +$959K
NTRS icon
1189
Northern Trust
NTRS
$32.4B
$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
$31.5B
$1.12M 0.01%
+43,353
New +$1.24M
XHB icon
1192
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.28B
$1.12M 0.01%
+27,400
New +$1.18M
IAK icon
1193
iShares US Insurance ETF
IAK
$503M
$1.11M 0.01%
+17,260
New +$1.14M
WMT icon
1194
Walmart Inc
WMT
$847B
$1.11M 0.01%
37,476
-39,687
-51% -$1.28M
MTN icon
1195
CALL
Vail Resorts
MTN
$4.91B
$1.11M 0.01%
+5,000
New +$1.09M
KBE icon
1196
PUT
State Street SPDR S&P Bank ETF
KBE
$1.53B
$1.11M 0.01%
+23,100
New +$1.15M
NSC icon
1197
Norfolk Southern
NSC
$71.6B
$1.11M 0.01%
8,146
+3,668
+82% +$528K
OSK icon
1198
CALL
Oshkosh
OSK
$8.95B
$1.1M 0.01%
14,300
+10,200
+249% +$869K
TEVA icon
1199
Teva Pharmaceutical Industries Limited
TEVA
$45.7B
$1.1M 0.01%
64,549
+6,565
+11% +$128K
STLD icon
1200
PUT
Steel Dynamics
STLD
$35.2B
$1.1M 0.01%
+24,900
New +$1.15M
46 47
48
49 50

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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's Q1 2018 filing shows 1,456 new, 953 increased, 215 reduced and 521 closed positions. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M. The largest sale was iShares Russell 2000 ETF, an estimated $104M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 93% a quarter earlier, followed by Financials and Technology.

  • 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.