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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
PTEN icon
1951
PUT
Patterson-UTI
PTEN
$4.59B
$322K ﹤0.01%
+18,400
New +$384K
UHAL icon
1952
U-Haul Holding Co
UHAL
$12.5B
$322K ﹤0.01%
9,320
+3,340
+56% +$119K
BNS icon
1953
PUT
Scotiabank
BNS
$115B
$321K ﹤0.01%
+5,200
New +$330K
MFC icon
1954
Manulife Financial
MFC
$73B
$321K ﹤0.01%
17,273
+6,135
+55% +$123K
MT icon
1955
ArcelorMittal
MT
$56.6B
$321K ﹤0.01%
+10,087
New +$346K
EGN
1956
PUT
DELISTED
Energen
EGN
$321K ﹤0.01%
+5,100
New +$286K
BN icon
1957
PUT
Brookfield
BN
$83B
$320K ﹤0.01%
+22,982
New +$333K
IEF icon
1958
iShares 7-10 Year Treasury Bond ETF
IEF
$41.6B
$320K ﹤0.01%
3,101
-11,566
-79% -$1.19M
KR icon
1959
Kroger
KR
$36.2B
$320K ﹤0.01%
+13,385
New +$364K
FICO icon
1960
Fair Isaac
FICO
$20.9B
$319K ﹤0.01%
1,881
-70
-4% -$11.7K
FXN icon
1961
First Trust Energy AlphaDEX Fund
FXN
$395M
$319K ﹤0.01%
+22,229
New +$327K
NUAN
1962
DELISTED
Nuance Communications, Inc.
NUAN
$319K ﹤0.01%
23,386
+5,067
+28% +$74.1K
KIE icon
1963
State Street SPDR S&P Insurance ETF
KIE
$671M
$318K ﹤0.01%
+10,256
New +$318K
CCEP icon
1964
PUT
Coca-Cola Europacific Partners
CCEP
$44.3B
$317K ﹤0.01%
+7,600
New +$300K
ETSY icon
1965
CALL
Etsy
ETSY
$6.64B
$317K ﹤0.01%
+11,300
New +$254K
IJS icon
1966
CALL
iShares S&P Small-Cap 600 Value ETF
IJS
$7.97B
$317K ﹤0.01%
4,200
+200
+5% +$15.4K
MNST icon
1967
Monster Beverage
MNST
$87.2B
$317K ﹤0.01%
+22,164
New +$346K
FLS icon
1968
CALL
Flowserve
FLS
$9.37B
$316K ﹤0.01%
+7,300
New +$318K
MTN icon
1969
Vail Resorts
MTN
$4.91B
$316K ﹤0.01%
+1,424
New +$312K
CHL
1970
PUT
DELISTED
China Mobile Limited
CHL
$316K ﹤0.01%
+6,900
New +$335K
DBC icon
1971
Invesco DB Commodity Index Tracking Fund
DBC
$1.96B
$315K ﹤0.01%
18,546
-14,564
-44% -$244K
SOHU
1972
CALL
Sohu.com
SOHU
$350M
$315K ﹤0.01%
+10,200
New +$389K
VECO icon
1973
CALL
Veeco
VECO
$2.53B
$315K ﹤0.01%
+18,500
New +$322K
ESV
1974
DELISTED
Ensco Rowan plc
ESV
$315K ﹤0.01%
17,958
+12,011
+202% +$265K
GME icon
1975
PUT
GameStop
GME
$11.5B
$314K ﹤0.01%
+99,600
New +$406K
77 78
79
80 81

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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.