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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
TFC icon
1701
PUT
Truist Financial
TFC
$59.2B
$474K ﹤0.01%
9,100
-4,300
-32% -$232K
NAV
1702
PUT
DELISTED
Navistar International
NAV
$472K ﹤0.01%
13,500
+3,200
+31% +$129K
BN icon
1703
Brookfield
BN
$83B
$471K ﹤0.01%
+33,868
New +$490K
MEOH icon
1704
Methanex
MEOH
$4.72B
$471K ﹤0.01%
+7,760
New +$455K
CHK
1705
DELISTED
Chesapeake Energy Corporation
CHK
$471K ﹤0.01%
780
+331
+74% +$222K
PPL
1706
PUT
PPL Corp
PPL
$25.3B
$470K ﹤0.01%
+16,600
New +$494K
CACI icon
1707
CALL
CACI
CACI
$14B
$469K ﹤0.01%
+3,100
New +$453K
JACK icon
1708
PUT
Jack in the Box
JACK
$254M
$469K ﹤0.01%
+5,500
New +$492K
NVO
1709
PUT
Novo Nordisk
NVO
$191B
$468K ﹤0.01%
19,000
+10,400
+121% +$273K
SMFG icon
1710
Sumitomo Mitsui Financial
SMFG
$169B
$468K ﹤0.01%
55,054
+32,001
+139% +$286K
SOXX icon
1711
CALL
iShares Semiconductor ETF
SOXX
$44.3B
$468K ﹤0.01%
+7,800
New +$475K
TECK icon
1712
Teck Resources
TECK
$32B
$467K ﹤0.01%
+18,116
New +$511K
EMLC icon
1713
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$5.08B
$466K ﹤0.01%
11,881
-1,035
-8% -$40.3K
PAY
1714
PUT
DELISTED
Verifone Systems Inc
PAY
$466K ﹤0.01%
+30,300
New +$529K
DVA icon
1715
DaVita
DVA
$11.7B
$464K ﹤0.01%
+7,041
New +$517K
FIS icon
1716
Fidelity National Information Services
FIS
$18.8B
$463K ﹤0.01%
+4,804
New +$471K
KGC icon
1717
CALL
Kinross Gold
KGC
$33.8B
$463K ﹤0.01%
+117,200
New +$467K
CNI icon
1718
Canadian National Railway
CNI
$72.5B
$462K ﹤0.01%
6,311
+3,847
+156% +$297K
BEN icon
1719
CALL
Franklin Templeton
BEN
$16.8B
$461K ﹤0.01%
+13,300
New +$541K
ULTA icon
1720
Ulta Beauty
ULTA
$23.2B
$461K ﹤0.01%
2,258
+487
+27% +$105K
SIRI icon
1721
SiriusXM
SIRI
$9.35B
$460K ﹤0.01%
7,378
-7,169
-49% -$430K
CAVM
1722
DELISTED
Cavium, Inc.
CAVM
$459K ﹤0.01%
+5,780
New +$505K
WAT icon
1723
Waters Corp
WAT
$42.2B
$455K ﹤0.01%
+2,291
New +$474K
X
1724
DELISTED
US Steel
X
$455K ﹤0.01%
+12,928
New +$509K
LEN icon
1725
CALL
Lennar Class A
LEN
$19.2B
$454K ﹤0.01%
+7,954
New +$480K
67 68
69
70 71

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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.