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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
FAX
2176
abrdn Asia-Pacific Income Fund
FAX
$575M
$234K ﹤0.01%
8,244
+2,553
+45% +$74.2K
MIN
2177
Aberdeen Intermediate Income Fund
MIN
$267M
$234K ﹤0.01%
+59,557
New +$237K
SWBI icon
2178
Smith & Wesson
SWBI
$598M
$234K ﹤0.01%
29,524
+13,142
+80% +$111K
DBD
2179
CALL
DELISTED
Diebold Nixdorf Incorporated
DBD
$234K ﹤0.01%
+15,200
New +$254K
ARRS
2180
CALL
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$234K ﹤0.01%
+8,800
New +$227K
CDE icon
2181
Coeur Mining
CDE
$20.5B
$233K ﹤0.01%
+29,109
New +$233K
IRM icon
2182
PUT
Iron Mountain
IRM
$33.9B
$233K ﹤0.01%
+7,100
New +$239K
ISD
2183
PGIM High Yield Bond Fund
ISD
$398M
$233K ﹤0.01%
16,523
+1,729
+12% +$25.1K
MOO icon
2184
VanEck Agribusiness ETF
MOO
$1.16B
$233K ﹤0.01%
+3,766
New +$237K
RSPS icon
2185
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$239M
$233K ﹤0.01%
+9,200
New +$241K
CMPR icon
2186
PUT
Cimpress
CMPR
$1.98B
$232K ﹤0.01%
+1,500
New +$223K
VOX icon
2187
Vanguard Communication Services ETF
VOX
$5.85B
$232K ﹤0.01%
+2,776
New +$246K
AFSI
2188
DELISTED
AmTrust Financial Services, Inc.
AFSI
$232K ﹤0.01%
18,825
+7,432
+65% +$93.2K
FCFS icon
2189
FirstCash
FCFS
$9.5B
$230K ﹤0.01%
+2,834
New +$211K
LUMN icon
2190
Lumen
LUMN
$6.68B
$230K ﹤0.01%
+13,970
New +$242K
OTEX icon
2191
CALL
Open Text
OTEX
$5.69B
$230K ﹤0.01%
+6,600
New +$230K
ENDP
2192
CALL
DELISTED
Endo International plc
ENDP
$230K ﹤0.01%
+38,800
New +$271K
JCP
2193
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
$230K ﹤0.01%
+76,000
New +$274K
WFT
2194
CALL
DELISTED
Weatherford International plc
WFT
$230K ﹤0.01%
+100,600
New +$321K
QLD icon
2195
CALL
ProShares Ultra QQQ
QLD
$14.2B
$229K ﹤0.01%
+24,000
New +$246K
FMI
2196
DELISTED
Foundation Medicine, Inc.
FMI
$229K ﹤0.01%
+2,911
New +$215K
BKR icon
2197
PUT
Baker Hughes
BKR
$56.1B
$228K ﹤0.01%
+8,200
New +$251K
EXC icon
2198
Exelon
EXC
$43.9B
$228K ﹤0.01%
8,183
-3,330
-29% -$89.9K
FE icon
2199
PUT
FirstEnergy
FE
$26.5B
$228K ﹤0.01%
+6,700
New +$215K
SMB icon
2200
VanEck Short Muni ETF
SMB
$315M
$228K ﹤0.01%
13,226
+105
+0.8% +$1.81K
86 87
88
89 90

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OWA
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FFS
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MFA
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PGCM
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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.