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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
HSIC icon
1676
Henry Schein
HSIC
$9.48B
$488K ﹤0.01%
+9,258
New +$513K
STX icon
1677
Seagate
STX
$183B
$488K ﹤0.01%
8,332
-28,255
-77% -$1.5M
PAY
1678
CALL
DELISTED
Verifone Systems Inc
PAY
$484K ﹤0.01%
+31,500
New +$550K
OLN icon
1679
PUT
Olin
OLN
$1.94B
$483K ﹤0.01%
+15,900
New +$541K
MYGN icon
1680
CALL
Myriad Genetics
MYGN
$396M
$482K ﹤0.01%
+16,300
New +$552K
BXP icon
1681
PUT
Boston Properties
BXP
$10.2B
$481K ﹤0.01%
+3,900
New +$474K
AXON
1682
CALL
Axon Enterprise
AXON
$36.8B
$480K ﹤0.01%
+12,200
New +$380K
HBAN icon
1683
CALL
Huntington Bancshares
HBAN
$32.1B
$480K ﹤0.01%
31,800
+3,100
+11% +$48.7K
MCHP icon
1684
Microchip Technology
MCHP
$38.5B
$480K ﹤0.01%
+10,506
New +$484K
ADP icon
1685
Automatic Data Processing
ADP
$108B
$479K ﹤0.01%
4,225
+1,854
+78% +$216K
FSTA icon
1686
Fidelity MSCI Consumer Staples Index ETF
FSTA
$1.38B
$479K ﹤0.01%
+15,100
New +$501K
ITW icon
1687
Illinois Tool Works
ITW
$76.2B
$479K ﹤0.01%
+3,056
New +$507K
IWS icon
1688
iShares Russell Mid-Cap Value ETF
IWS
$15.2B
$478K ﹤0.01%
5,527
-82,577
-94% -$7.32M
KBH icon
1689
KB Home
KBH
$2.98B
$478K ﹤0.01%
16,800
+3,701
+28% +$115K
RWX icon
1690
State Street SPDR Dow Jones International Real Estate ETF
RWX
$255M
$478K ﹤0.01%
11,943
+5,994
+101% +$242K
RSG icon
1691
Republic Services
RSG
$67B
$477K ﹤0.01%
+7,196
New +$482K
VIPS icon
1692
PUT
Vipshop
VIPS
$5.8B
$477K ﹤0.01%
+28,700
New +$474K
WEN icon
1693
PUT
Wendy's
WEN
$1.33B
$477K ﹤0.01%
+27,200
New +$451K
USG
1694
DELISTED
Usg
USG
$477K ﹤0.01%
+11,812
New +$429K
DBEU icon
1695
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$777M
$476K ﹤0.01%
17,333
+2,526
+17% +$71K
VOOV icon
1696
Vanguard S&P 500 Value ETF
VOOV
$6.7B
$476K ﹤0.01%
+4,514
New +$497K
EWG icon
1697
iShares MSCI Germany ETF
EWG
$1.69B
$475K ﹤0.01%
14,833
+7,090
+92% +$236K
MIDD icon
1698
Middleby
MIDD
$5.04B
$475K ﹤0.01%
+3,840
New +$503K
CA
1699
PUT
DELISTED
CA, Inc.
CA
$475K ﹤0.01%
+14,000
New +$487K
DTE icon
1700
DTE Energy
DTE
$27.1B
$474K ﹤0.01%
5,335
+2,258
+73% +$198K
66 67
68
69 70

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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.