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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
FCOR icon
2151
Fidelity Corporate Bond ETF
FCOR
$351M
$241K ﹤0.01%
+4,908
New +$244K
IHE icon
2152
iShares US Pharmaceuticals ETF
IHE
$1.46B
$241K ﹤0.01%
4,908
-47,415
-91% -$2.43M
STOT icon
2153
State Street DoubleLine Short Duration Total Return Tactical ETF
STOT
$501M
$241K ﹤0.01%
+4,909
New +$241K
USDU icon
2154
WisdomTree Bloomberg US Dollar Bullish Fund
USDU
$456M
$241K ﹤0.01%
+9,550
New +$241K
DAN icon
2155
CALL
Dana Inc
DAN
$2.9B
$240K ﹤0.01%
+9,300
New +$275K
FOSL icon
2156
PUT
Fossil Group
FOSL
$293M
$240K ﹤0.01%
+18,900
New +$209K
TSM icon
2157
TSMC
TSM
$2.1T
$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
$3.66B
$239K ﹤0.01%
+6,600
New +$233K
FXU icon
2160
First Trust Utilities AlphaDEX Fund
FXU
$814M
$239K ﹤0.01%
9,433
-14,994
-61% -$376K
TBF icon
2161
ProShares Short 20+ Year Treasury ETF
TBF
$87.9M
$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
$501M
$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
$41.7B
$238K ﹤0.01%
3,969
-217,095
-98% -$13.2M
BALL icon
2166
Ball Corp
BALL
$17.3B
$237K ﹤0.01%
+5,966
New +$233K
DOC icon
2167
CALL
Healthpeak Properties
DOC
$15.1B
$237K ﹤0.01%
+10,200
New +$237K
FNB icon
2168
FNB Corp
FNB
$6.73B
$237K ﹤0.01%
+17,634
New +$250K
THG icon
2169
Hanover Insurance
THG
$8.1B
$237K ﹤0.01%
+2,008
New +$226K
UGL icon
2170
ProShares Ultra Gold
UGL
$650M
$237K ﹤0.01%
+22,828
New +$240K
BLW icon
2171
BlackRock Limited Duration Income Trust
BLW
$490M
$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
$42.2M
$236K ﹤0.01%
1,342
+388
+41% +$64.6K
ETN icon
2174
Eaton
ETN
$161B
$236K ﹤0.01%
2,948
-2,583
-47% -$212K
HRB icon
2175
PUT
H&R Block
HRB
$5.58B
$236K ﹤0.01%
+9,300
New +$245K
85 86
87
88 89

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NOCM
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QIM
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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.