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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
FCOR icon
2151
Fidelity Corporate Bond ETF
FCOR
$352M
$241K ﹤0.01%
+4,908
New +$244K
IHE icon
2152
iShares US Pharmaceuticals ETF
IHE
$1.64B
$241K ﹤0.01%
4,908
-47,415
-91% -$2.43M
STOT icon
2153
State Street DoubleLine Short Duration Total Return Tactical ETF
STOT
$529M
$241K ﹤0.01%
+4,909
New +$241K
USDU icon
2154
WisdomTree Bloomberg US Dollar Bullish Fund
USDU
$278M
$241K ﹤0.01%
+9,550
New +$241K
DAN icon
2155
CALL
Dana Inc
DAN
$3.28B
$240K ﹤0.01%
+9,300
New +$275K
FOSL icon
2156
PUT
Fossil Group
FOSL
$333M
$240K ﹤0.01%
+18,900
New +$209K
TSM icon
2157
TSMC
TSM
$2.23T
$240K ﹤0.01%
+5,476
New +$239K
MDC
2158
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
$240K ﹤0.01%
+10,031
New +$265K
AGO icon
2159
PUT
Assured Guaranty
AGO
$3.13B
$239K ﹤0.01%
+6,600
New +$233K
FXU icon
2160
First Trust Utilities AlphaDEX Fund
FXU
$771M
$239K ﹤0.01%
9,433
-14,994
-61% -$376K
TBF icon
2161
ProShares Short 20+ Year Treasury ETF
TBF
$119M
$239K ﹤0.01%
10,524
-876
-8% -$20.1K
KMI.PRA
2162
DELISTED
Kinder Morgan, Inc.
KMI.PRA
$239K ﹤0.01%
+7,702
New +$273K
LOCO icon
2163
PUT
El Pollo Loco
LOCO
$436M
$238K ﹤0.01%
+25,100
New +$249K
SEE
2164
DELISTED
Sealed Air
SEE
$238K ﹤0.01%
+5,561
New +$251K
SOXX icon
2165
iShares Semiconductor ETF
SOXX
$44.3B
$238K ﹤0.01%
3,969
-217,095
-98% -$13.2M
BALL icon
2166
Ball Corp
BALL
$16.1B
$237K ﹤0.01%
+5,966
New +$233K
DOC icon
2167
CALL
Healthpeak Properties
DOC
$14.1B
$237K ﹤0.01%
+10,200
New +$237K
FNB icon
2168
FNB Corp
FNB
$6.42B
$237K ﹤0.01%
+17,634
New +$250K
THG icon
2169
Hanover Insurance
THG
$7.98B
$237K ﹤0.01%
+2,008
New +$226K
UGL icon
2170
ProShares Ultra Gold
UGL
$868M
$237K ﹤0.01%
+22,828
New +$240K
BLW icon
2171
BlackRock Limited Duration Income Trust
BLW
$475M
$236K ﹤0.01%
+15,618
New +$242K
DESP
2172
DELISTED
Despegar.com
DESP
$236K ﹤0.01%
+7,537
New +$225K
DXD icon
2173
ProShares UltraShort Dow 30
DXD
$52.2M
$236K ﹤0.01%
1,342
+388
+41% +$64.6K
ETN icon
2174
Eaton
ETN
$159B
$236K ﹤0.01%
2,948
-2,583
-47% -$212K
HRB icon
2175
PUT
H&R Block
HRB
$5.52B
$236K ﹤0.01%
+9,300
New +$245K
85 86
87
88 89

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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.