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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-1.62%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$17.9B
AUM Growth
+$14.1B
Cap. Flow
+$14.7B
Cap. Flow %
82.18%
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 Financials 0.77%
2 Technology 0.65%
3 Healthcare 0.56%
4 Consumer Discretionary 0.53%
5 Industrials 0.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AMZA icon
2101
InfraCap MLP ETF
AMZA
$470M
$260K ﹤0.01%
+3,804
New +$307K
EPP icon
2102
iShares MSCI Pacific ex Japan ETF
EPP
$2.22B
$260K ﹤0.01%
5,591
-1,650
-23% -$79.3K
SSRM icon
2103
CALL
SSR Mining
SSRM
$5.32B
$260K ﹤0.01%
+27,100
New +$237K
PGF icon
2104
Invesco Financial Preferred ETF
PGF
$677M
$258K ﹤0.01%
+13,925
New +$258K
SCO icon
2105
ProShares UltraShort Bloomberg Crude Oil
SCO
$671M
$258K ﹤0.01%
+161
New +$284K
TGP
2106
CALL
DELISTED
Teekay LNG Partners L.P.
TGP
$258K ﹤0.01%
+14,400
New +$279K
CVSA
2107
PUT
Covista Inc
CVSA
$4.25B
$257K ﹤0.01%
+5,400
New +$253K
EWN icon
2108
iShares MSCI Netherlands ETF
EWN
$571M
$257K ﹤0.01%
+8,024
New +$260K
HEDJ icon
2109
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
$257K ﹤0.01%
8,188
-33,692
-80% -$1.08M
JWN
2110
DELISTED
Nordstrom
JWN
$257K ﹤0.01%
5,302
-8,163
-61% -$406K
R icon
2111
Ryder
R
$9.83B
$257K ﹤0.01%
+3,533
New +$285K
HR
2112
DELISTED
Healthcare Realty Trust Incorporated
HR
$257K ﹤0.01%
+9,281
New +$265K
NBR icon
2113
Nabors Industries
NBR
$1.27B
$256K ﹤0.01%
733
+236
+47% +$86K
CACC icon
2114
Credit Acceptance
CACC
$5.95B
$255K ﹤0.01%
+771
New +$255K
DWM icon
2115
WisdomTree International Equity Fund
DWM
$679M
$255K ﹤0.01%
+4,646
New +$262K
BOKF icon
2116
BOK Financial
BOKF
$8.58B
$254K ﹤0.01%
+2,570
New +$248K
BBBY
2117
CALL
Bed Bath & Beyond
BBBY
$481M
$254K ﹤0.01%
+9,317
New +$437K
REGL icon
2118
ProShares S&P MidCap 400 Dividend Aristocrats ETF
REGL
$1.75B
$254K ﹤0.01%
+4,791
New +$257K
SMLV icon
2119
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$258M
$254K ﹤0.01%
+2,863
New +$257K
TGP
2120
PUT
DELISTED
Teekay LNG Partners L.P.
TGP
$254K ﹤0.01%
+14,200
New +$275K
ALLY icon
2121
PUT
Ally Financial
ALLY
$13.2B
$252K ﹤0.01%
9,300
-9,400
-50% -$270K
NBR icon
2122
CALL
Nabors Industries
NBR
$1.27B
$252K ﹤0.01%
+720
New +$262K
SFL icon
2123
CALL
SFL Corp
SFL
$1.64B
$252K ﹤0.01%
+17,600
New +$263K
TTE icon
2124
TotalEnergies
TTE
$195B
$252K ﹤0.01%
+4,367
New +$250K
SFLY
2125
PUT
DELISTED
Shutterfly, Inc.
SFLY
$252K ﹤0.01%
+3,100
New +$216K
83 84
85
86 87

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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 deployed $14.7B of net new capital in Q1 2018, opening 1,456 new positions and adding to 953 existing holdings. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M.

By sector, the portfolio is most concentrated in Financials at 0.77% of assets, down from 1.2% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $104M trimmed.

  • 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.