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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
KKR icon
1426
CALL
KKR & Co
KKR
$88.1B
$743K ﹤0.01%
+36,600
New +$813K
BSCI
1427
DELISTED
Invesco BulletShares 2018 Corporate Bond ETF
BSCI
$743K ﹤0.01%
+35,153
New +$742K
AVB
1428
DELISTED
AvalonBay Communities
AVB
$740K ﹤0.01%
4,502
-1,080
-19% -$177K
GEN icon
1429
PUT
Gen Digital
GEN
$18.1B
$739K ﹤0.01%
+28,600
New +$778K
AYI icon
1430
CALL
Acuity Brands
AYI
$8.97B
$738K ﹤0.01%
+5,300
New +$815K
ACWV icon
1431
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.35B
$737K ﹤0.01%
+8,795
New +$743K
AMP icon
1432
Ameriprise Financial
AMP
$48.2B
$737K ﹤0.01%
4,980
+3,416
+218% +$557K
AAP icon
1433
PUT
Advance Auto Parts
AAP
$2.53B
$735K ﹤0.01%
6,200
+3,800
+158% +$434K
ADNT icon
1434
CALL
Adient
ADNT
$1.42B
$735K ﹤0.01%
12,300
+2,200
+22% +$147K
PNC icon
1435
PNC Financial Services
PNC
$92.6B
$735K ﹤0.01%
+4,863
New +$755K
EWG icon
1436
PUT
iShares MSCI Germany ETF
EWG
$1.69B
$734K ﹤0.01%
+22,900
New +$763K
SJM icon
1437
J.M. Smucker
SJM
$13.2B
$734K ﹤0.01%
+5,920
New +$739K
WPZ
1438
PUT
DELISTED
Williams Partners L.P.
WPZ
$733K ﹤0.01%
+21,300
New +$832K
ABB
1439
PUT
DELISTED
ABB Ltd
ABB
$731K ﹤0.01%
+30,800
New +$793K
EWC icon
1440
iShares MSCI Canada ETF
EWC
$6.84B
$729K ﹤0.01%
+26,454
New +$759K
HPQ icon
1441
HP
HPQ
$31.3B
$727K ﹤0.01%
33,151
-8,695
-21% -$196K
TOTL icon
1442
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.87B
$725K ﹤0.01%
15,118
-1,210
-7% -$58.1K
ZG icon
1443
CALL
Zillow
ZG
$6.89B
$724K ﹤0.01%
+13,400
New +$646K
CHRW icon
1444
PUT
C.H. Robinson
CHRW
$18B
$722K ﹤0.01%
+7,700
New +$709K
IPGP icon
1445
IPG Photonics
IPGP
$3.24B
$722K ﹤0.01%
3,095
+2,024
+189% +$499K
WLK icon
1446
CALL
Westlake Corp
WLK
$9.02B
$722K ﹤0.01%
6,500
+3,300
+103% +$367K
MDYG icon
1447
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.78B
$721K ﹤0.01%
+13,746
New +$730K
TRV icon
1448
Travelers Companies
TRV
$79.2B
$720K ﹤0.01%
5,182
+2,606
+101% +$364K
ALL icon
1449
Allstate
ALL
$63.8B
$718K ﹤0.01%
7,577
+4,552
+150% +$441K
SAN icon
1450
Banco Santander
SAN
$215B
$718K ﹤0.01%
114,398
+71,245
+165% +$472K
56 57
58
59 60

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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.