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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
TRN icon
1876
PUT
Trinity Industries
TRN
$2.26B
$362K ﹤0.01%
+15,418
New +$380K
APTV icon
1877
Aptiv
APTV
$9.06B
$361K ﹤0.01%
+4,248
New +$386K
NLY icon
1878
Annaly Capital Management
NLY
$16.1B
$361K ﹤0.01%
8,661
+5,792
+202% +$247K
PCG icon
1879
PG&E
PCG
$29.5B
$361K ﹤0.01%
+8,221
New +$349K
NS
1880
DELISTED
NuStar Energy L.P.
NS
$361K ﹤0.01%
17,692
+5,225
+42% +$140K
CDNS icon
1881
PUT
Cadence Design Systems
CDNS
$77.3B
$360K ﹤0.01%
+9,800
New +$400K
IGV icon
1882
iShares Expanded Tech-Software Sector ETF
IGV
$13.9B
$360K ﹤0.01%
10,620
-121,395
-92% -$4.11M
SPR
1883
PUT
DELISTED
Spirit AeroSystems
SPR
$360K ﹤0.01%
+4,300
New +$393K
DF
1884
CALL
DELISTED
Dean Foods Company
DF
$359K ﹤0.01%
+41,700
New +$412K
CTAS icon
1885
CALL
Cintas
CTAS
$79.2B
$358K ﹤0.01%
+8,400
New +$349K
FLEX icon
1886
Flex
FLEX
$40.3B
$357K ﹤0.01%
+28,994
New +$396K
IJJ icon
1887
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.53B
$357K ﹤0.01%
+4,624
New +$367K
VC icon
1888
Visteon
VC
$2.62B
$357K ﹤0.01%
+3,241
New +$405K
SXT icon
1889
Sensient Technologies
SXT
$5.5B
$356K ﹤0.01%
+5,051
New +$364K
TRI icon
1890
CALL
Thomson Reuters
TRI
$43.1B
$356K ﹤0.01%
+7,928
New +$379K
WTM icon
1891
White Mountains Insurance
WTM
$4.91B
$355K ﹤0.01%
+432
New +$357K
MDCO
1892
DELISTED
Medicines Co
MDCO
$355K ﹤0.01%
+10,782
New +$337K
BGC
1893
CALL
DELISTED
General Cable Corporation
BGC
$355K ﹤0.01%
12,000
– –
SRE icon
1894
Sempra
SRE
$53.7B
$354K ﹤0.01%
6,374
-12,982
-67% -$700K
TROX icon
1895
CALL
Tronox
TROX
$682M
$354K ﹤0.01%
+19,200
New +$382K
SIVB
1896
DELISTED
SVB Financial Group
SIVB
$354K ﹤0.01%
+1,474
New +$370K
RHI icon
1897
CALL
Robert Half
RHI
$3.81B
$353K ﹤0.01%
+6,100
New +$349K
UPRO icon
1898
CALL
ProShares UltraPro S&P 500
UPRO
$5.38B
$353K ﹤0.01%
+16,200
New +$399K
WEN icon
1899
CALL
Wendy's
WEN
$1.33B
$353K ﹤0.01%
+20,100
New +$333K
OMF icon
1900
OneMain Financial
OMF
$7.01B
$352K ﹤0.01%
+11,755
New +$374K
74 75
76
77 78

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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.