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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
AMZA icon
2101
InfraCap MLP ETF
AMZA
$488M
$260K ﹤0.01%
+3,804
New +$307K
EPP icon
2102
iShares MSCI Pacific ex Japan ETF
EPP
$2.26B
$260K ﹤0.01%
5,591
-1,650
-23% -$79.3K
SSRM icon
2103
CALL
SSR Mining
SSRM
$7.37B
$260K ﹤0.01%
+27,100
New +$237K
PGF icon
2104
Invesco Financial Preferred ETF
PGF
$644M
$258K ﹤0.01%
+13,925
New +$258K
SCO icon
2105
ProShares UltraShort Bloomberg Crude Oil
SCO
$877M
$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
$4.3B
$257K ﹤0.01%
+5,400
New +$253K
EWN icon
2108
iShares MSCI Netherlands ETF
EWN
$641M
$257K ﹤0.01%
+8,024
New +$260K
HEDJ icon
2109
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.78B
$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
$9.16B
$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
$1.32B
$256K ﹤0.01%
733
+236
+47% +$86K
CACC icon
2114
Credit Acceptance
CACC
$6.13B
$255K ﹤0.01%
+771
New +$255K
DWM icon
2115
WisdomTree International Equity Fund
DWM
$669M
$255K ﹤0.01%
+4,646
New +$262K
BOKF icon
2116
BOK Financial
BOKF
$8.08B
$254K ﹤0.01%
+2,570
New +$248K
NXH
2117
CALL
Neighborhood Intelligence Inc
NXH
$327M
$254K ﹤0.01%
+9,317
New +$437K
REGL icon
2118
ProShares S&P MidCap 400 Dividend Aristocrats ETF
REGL
$1.71B
$254K ﹤0.01%
+4,791
New +$257K
SMLV icon
2119
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$250M
$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
$12.4B
$252K ﹤0.01%
9,300
-9,400
-50% -$270K
NBR icon
2122
CALL
Nabors Industries
NBR
$1.32B
$252K ﹤0.01%
+720
New +$262K
SFL icon
2123
CALL
SFL Corp
SFL
$1.91B
$252K ﹤0.01%
+17,600
New +$263K
TTE icon
2124
TotalEnergies
TTE
$202B
$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'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.