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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
HSIC icon
1676
Henry Schein
HSIC
$9.77B
$488K ﹤0.01%
+9,258
New +$513K
STX icon
1677
Seagate
STX
$194B
$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
$2.11B
$483K ﹤0.01%
+15,900
New +$541K
MYGN icon
1680
CALL
Myriad Genetics
MYGN
$270M
$482K ﹤0.01%
+16,300
New +$552K
BXP icon
1681
PUT
Boston Properties
BXP
$11.2B
$481K ﹤0.01%
+3,900
New +$474K
AXON
1682
CALL
Axon Enterprise
AXON
$42.5B
$480K ﹤0.01%
+12,200
New +$380K
HBAN icon
1683
CALL
Huntington Bancshares
HBAN
$34.4B
$480K ﹤0.01%
31,800
+3,100
+11% +$48.7K
MCHP icon
1684
Microchip Technology
MCHP
$40.3B
$480K ﹤0.01%
+10,506
New +$484K
ADP icon
1685
Automatic Data Processing
ADP
$106B
$479K ﹤0.01%
4,225
+1,854
+78% +$216K
FSTA icon
1686
Fidelity MSCI Consumer Staples Index ETF
FSTA
$1.42B
$479K ﹤0.01%
+15,100
New +$501K
ITW icon
1687
Illinois Tool Works
ITW
$82.6B
$479K ﹤0.01%
+3,056
New +$507K
IWS icon
1688
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$478K ﹤0.01%
5,527
-82,577
-94% -$7.32M
KBH icon
1689
KB Home
KBH
$3.37B
$478K ﹤0.01%
16,800
+3,701
+28% +$115K
RWX icon
1690
State Street SPDR Dow Jones International Real Estate ETF
RWX
$269M
$478K ﹤0.01%
11,943
+5,994
+101% +$242K
RSG icon
1691
Republic Services
RSG
$64.8B
$477K ﹤0.01%
+7,196
New +$482K
VIPS icon
1692
PUT
Vipshop
VIPS
$7.37B
$477K ﹤0.01%
+28,700
New +$474K
WEN icon
1693
PUT
Wendy's
WEN
$1.4B
$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
$770M
$476K ﹤0.01%
17,333
+2,526
+17% +$71K
VOOV icon
1696
Vanguard S&P 500 Value ETF
VOOV
$6.59B
$476K ﹤0.01%
+4,514
New +$497K
EWG icon
1697
iShares MSCI Germany ETF
EWG
$1.59B
$475K ﹤0.01%
14,833
+7,090
+92% +$236K
MIDD icon
1698
Middleby
MIDD
$6.04B
$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
$29.5B
$474K ﹤0.01%
5,335
+2,258
+73% +$198K
66 67
68
69 70

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OAM
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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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MCM
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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.