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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
JNPR
1601
DELISTED
Juniper Networks
JNPR
$554K ﹤0.01%
22,779
+15,410
+209% +$410K
VIAV icon
1602
PUT
Viavi Solutions
VIAV
$8.82B
$553K ﹤0.01%
+56,900
New +$542K
CLF icon
1603
Cleveland-Cliffs
CLF
$7.13B
$552K ﹤0.01%
79,359
+57,694
+266% +$433K
DUK icon
1604
Duke Energy
DUK
$91.7B
$552K ﹤0.01%
7,122
+2,260
+46% +$175K
TKR icon
1605
CALL
Timken Company
TKR
$8.06B
$552K ﹤0.01%
+12,100
New +$582K
ETSY icon
1606
Etsy
ETSY
$6.73B
$551K ﹤0.01%
+19,639
New +$441K
PAA icon
1607
CALL
Plains All American Pipeline
PAA
$17.9B
$551K ﹤0.01%
+25,000
New +$550K
P
1608
DELISTED
Pandora Media Inc
P
$550K ﹤0.01%
109,346
+86,023
+369% +$411K
AEP icon
1609
PUT
American Electric Power
AEP
$65.7B
$549K ﹤0.01%
+8,000
New +$539K
Z icon
1610
CALL
Zillow
Z
$6.73B
$549K ﹤0.01%
+10,200
New +$492K
BCS icon
1611
Barclays
BCS
$83.9B
$547K ﹤0.01%
48,442
+33,331
+221% +$363K
SODA
1612
CALL
DELISTED
SodaStream International Ltd
SODA
$542K ﹤0.01%
+5,900
New +$478K
CCT
1613
DELISTED
Corporate Capital Trust, Inc.
CCT
$541K ﹤0.01%
+32,027
New +$512K
AFSI
1614
CALL
DELISTED
AmTrust Financial Services, Inc.
AFSI
$539K ﹤0.01%
+43,800
New +$549K
HIG icon
1615
CALL
Hartford Financial Services
HIG
$35.8B
$536K ﹤0.01%
+10,400
New +$569K
PGR icon
1616
CALL
Progressive
PGR
$124B
$536K ﹤0.01%
+8,800
New +$502K
RJF icon
1617
Raymond James Financial
RJF
$31.4B
$536K ﹤0.01%
+9,000
New +$560K
XLNX
1618
PUT
DELISTED
Xilinx Inc
XLNX
$535K ﹤0.01%
+7,400
New +$533K
DXC icon
1619
CALL
DXC Technology
DXC
$1.8B
$533K ﹤0.01%
+6,127
New +$536K
CX icon
1620
CALL
Cemex
CX
$14.6B
$532K ﹤0.01%
+80,300
New +$601K
XRX icon
1621
Xerox
XRX
$461M
$531K ﹤0.01%
+18,453
New +$567K
RDS.A
1622
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$531K ﹤0.01%
+8,316
New +$548K
NE
1623
CALL
DELISTED
Noble Corporation
NE
$531K ﹤0.01%
+143,100
New +$638K
GSK icon
1624
GSK
GSK
$100B
$529K ﹤0.01%
10,837
+2,271
+27% +$106K
RMBS icon
1625
CALL
Rambus
RMBS
$9.36B
$529K ﹤0.01%
+39,400
New +$527K
63 64
65
66 67

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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.