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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
ALNY icon
2001
Alnylam Pharmaceuticals
ALNY
$32.9B
$301K ﹤0.01%
+2,524
New +$325K
RDN icon
2002
CALL
Radian Group
RDN
$4.6B
$301K ﹤0.01%
+15,800
New +$332K
TEL icon
2003
CALL
TE Connectivity
TEL
$59.8B
$300K ﹤0.01%
+3,000
New +$303K
OMF icon
2004
PUT
OneMain Financial
OMF
$7.01B
$299K ﹤0.01%
+10,000
New +$318K
ORBK
2005
DELISTED
Orbotech Ltd
ORBK
$299K ﹤0.01%
+4,816
New +$264K
K
2006
DELISTED
Kellanova
K
$298K ﹤0.01%
+4,883
New +$308K
HDV
2007
iShares Core High Dividend ETF
HDV
$15.3B
$297K ﹤0.01%
+17,585
New +$310K
QSR icon
2008
PUT
Restaurant Brands International
QSR
$25.6B
$296K ﹤0.01%
+5,200
New +$309K
SNX icon
2009
CALL
TD Synnex
SNX
$21.1B
$296K ﹤0.01%
+5,000
New +$311K
COHR
2010
DELISTED
Coherent Inc
COHR
$296K ﹤0.01%
+1,578
New +$381K
OCLR
2011
DELISTED
Oclaro Inc.
OCLR
$296K ﹤0.01%
+30,971
New +$232K
CIM
2012
Chimera Investment
CIM
$921M
$295K ﹤0.01%
+5,654
New +$296K
FXF icon
2013
PUT
Invesco CurrencyShares Swiss Franc Trust
FXF
$384M
$295K ﹤0.01%
3,000
-900
-23% -$89.4K
HEI.A icon
2014
HEICO Corp Class A
HEI.A
$30.9B
$295K ﹤0.01%
+5,190
New +$280K
PFPT
2015
DELISTED
Proofpoint, Inc.
PFPT
$295K ﹤0.01%
+2,594
New +$275K
NEU icon
2016
NewMarket
NEU
$8.18B
$294K ﹤0.01%
733
-154
-17% -$62.7K
FIVE icon
2017
PUT
Five Below
FIVE
$13B
$293K ﹤0.01%
+4,000
New +$269K
PSLV icon
2018
Sprott Physical Silver Trust
PSLV
$13.4B
$293K ﹤0.01%
48,560
+15,939
+49% +$98.8K
XEL icon
2019
Xcel Energy
XEL
$46B
$293K ﹤0.01%
+6,443
New +$287K
CTSH icon
2020
Cognizant
CTSH
$27.9B
$291K ﹤0.01%
+3,612
New +$285K
TKR icon
2021
Timken Company
TKR
$8.08B
$291K ﹤0.01%
+6,391
New +$308K
CRZO
2022
PUT
DELISTED
Carrizo Oil & Gas Inc
CRZO
$291K ﹤0.01%
+18,200
New +$342K
PPL
2023
PPL Corp
PPL
$25.3B
$290K ﹤0.01%
+10,263
New +$306K
CTWS
2024
DELISTED
Connecticut Water Service Inc
CTWS
$290K ﹤0.01%
+4,794
New +$260K
BSJI
2025
DELISTED
Invesco BulletShares 2018 High Yield Corporate Bond ETF
BSJI
$290K ﹤0.01%
11,555
-164
-1% -$4.11K
79 80
81
82 83

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MFA
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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.