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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
FCG icon
2051
First Trust Natural Gas ETF
FCG
$689M
$280K ﹤0.01%
+13,642
New +$297K
IPGP icon
2052
CALL
IPG Photonics
IPGP
$3.24B
$280K ﹤0.01%
+1,200
New +$296K
IWN icon
2053
CALL
iShares Russell 2000 Value ETF
IWN
$14.1B
$280K ﹤0.01%
2,300
-2,200
-49% -$275K
LAZ icon
2054
CALL
Lazard
LAZ
$3.51B
$279K ﹤0.01%
+5,300
New +$294K
LBTYA icon
2055
CALL
Liberty Global Class A
LBTYA
$3.51B
$279K ﹤0.01%
+8,900
New +$307K
AOK icon
2056
iShares Core Conservative Allocation ETF
AOK
$787M
$278K ﹤0.01%
+8,121
New +$280K
EXAS
2057
PUT
DELISTED
Exact Sciences
EXAS
$278K ﹤0.01%
+6,900
New +$337K
HAS icon
2058
PUT
Hasbro
HAS
$12.5B
$278K ﹤0.01%
3,300
-1,400
-30% -$130K
QTEC icon
2059
First Trust NASDAQ-100 Technology Index Fund
QTEC
$4.59B
$277K ﹤0.01%
+3,643
New +$280K
GWRE icon
2060
CALL
Guidewire Software
GWRE
$11.9B
$275K ﹤0.01%
+3,400
New +$274K
LOGI icon
2061
CALL
Logitech
LOGI
$14.7B
$275K ﹤0.01%
+7,500
New +$290K
DCH
2062
PUT
Dauch Corp
DCH
$1.45B
$274K ﹤0.01%
+18,000
New +$296K
MEOH icon
2063
PUT
Methanex
MEOH
$4.72B
$273K ﹤0.01%
+4,500
New +$264K
OGS icon
2064
ONE Gas
OGS
$4.79B
$273K ﹤0.01%
+4,133
New +$278K
USIG icon
2065
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
$17.7B
$273K ﹤0.01%
+5,012
New +$275K
CRI icon
2066
PUT
Carter's
CRI
$1.09B
$271K ﹤0.01%
+2,600
New +$302K
PH icon
2067
Parker-Hannifin
PH
$117B
$271K ﹤0.01%
+1,587
New +$301K
PPG icon
2068
PPG Industries
PPG
$23.4B
$271K ﹤0.01%
+2,426
New +$280K
VSH icon
2069
Vishay Intertechnology
VSH
$4.89B
$271K ﹤0.01%
+14,561
New +$292K
HST icon
2070
PUT
Host Hotels & Resorts
HST
$15B
$270K ﹤0.01%
+14,500
New +$283K
TEL icon
2071
PUT
TE Connectivity
TEL
$59.8B
$270K ﹤0.01%
2,700
+200
+8% +$20.2K
BPL
2072
DELISTED
Buckeye Partners, L.P.
BPL
$270K ﹤0.01%
+7,229
New +$351K
DISH
2073
DELISTED
DISH Network Corp.
DISH
$270K ﹤0.01%
+7,119
New +$313K
CBRE icon
2074
CBRE Group
CBRE
$40.3B
$269K ﹤0.01%
+5,693
New +$259K
PDCO
2075
CALL
DELISTED
Patterson Companies, Inc.
PDCO
$269K ﹤0.01%
+12,100
New +$377K
81 82
83
84 85

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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.