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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
FCG icon
2051
First Trust Natural Gas ETF
FCG
$647M
$280K ﹤0.01%
+13,642
New +$297K
IPGP icon
2052
CALL
IPG Photonics
IPGP
$3.61B
$280K ﹤0.01%
+1,200
New +$296K
IWN icon
2053
CALL
iShares Russell 2000 Value ETF
IWN
$14.3B
$280K ﹤0.01%
2,300
-2,200
-49% -$275K
LAZ icon
2054
CALL
Lazard
LAZ
$4.13B
$279K ﹤0.01%
+5,300
New +$294K
LBTYA icon
2055
CALL
Liberty Global Class A
LBTYA
$3.62B
$279K ﹤0.01%
+8,900
New +$307K
AOK icon
2056
iShares Core Conservative Allocation ETF
AOK
$788M
$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
$13.2B
$278K ﹤0.01%
3,300
-1,400
-30% -$130K
QTEC icon
2059
First Trust NASDAQ-100 Technology Index Fund
QTEC
$4.52B
$277K ﹤0.01%
+3,643
New +$280K
GWRE icon
2060
CALL
Guidewire Software
GWRE
$12.6B
$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
$1.34B
$274K ﹤0.01%
+18,000
New +$296K
MEOH icon
2063
PUT
Methanex
MEOH
$4.3B
$273K ﹤0.01%
+4,500
New +$264K
OGS icon
2064
ONE Gas
OGS
$4.87B
$273K ﹤0.01%
+4,133
New +$278K
USIG icon
2065
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
$17.3B
$273K ﹤0.01%
+5,012
New +$275K
CRI icon
2066
PUT
Carter's
CRI
$1.42B
$271K ﹤0.01%
+2,600
New +$302K
PH icon
2067
Parker-Hannifin
PH
$123B
$271K ﹤0.01%
+1,587
New +$301K
PPG icon
2068
PPG Industries
PPG
$24.6B
$271K ﹤0.01%
+2,426
New +$280K
VSH icon
2069
Vishay Intertechnology
VSH
$5.25B
$271K ﹤0.01%
+14,561
New +$292K
HST icon
2070
PUT
Host Hotels & Resorts
HST
$17.2B
$270K ﹤0.01%
+14,500
New +$283K
TEL icon
2071
PUT
TE Connectivity
TEL
$59.6B
$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
$42.5B
$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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NOCM
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TIM
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QIM
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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.