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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
SAFM
2301
CALL
DELISTED
Sanderson Farms Inc
SAFM
$202K ﹤0.01%
+1,700
New +$216K
AMH icon
2302
American Homes 4 Rent
AMH
$11.3B
$201K ﹤0.01%
+10,026
New +$200K
FIW icon
2303
CALL
First Trust Water ETF
FIW
$1.75B
$201K ﹤0.01%
+4,200
New +$202K
GNL icon
2304
Global Net Lease
GNL
$2.05B
$201K ﹤0.01%
+11,918
New +$209K
HMY icon
2305
Harmony Gold Mining
HMY
$12B
$201K ﹤0.01%
84,176
-110,782
-57% -$221K
PWB icon
2306
Invesco Large Cap Growth ETF
PWB
$2.45B
$201K ﹤0.01%
+4,692
New +$204K
AU icon
2307
AngloGold Ashanti
AU
$50.4B
$200K ﹤0.01%
+21,056
New +$215K
FTI icon
2308
PUT
TechnipFMC
FTI
$28.5B
$200K ﹤0.01%
+9,139
New +$212K
LBTYA icon
2309
PUT
Liberty Global Class A
LBTYA
$3.55B
$200K ﹤0.01%
+6,400
New +$221K
WRK
2310
DELISTED
WestRock Company
WRK
$200K ﹤0.01%
+3,123
New +$206K
EEP
2311
DELISTED
Enbridge Energy Partners
EEP
$200K ﹤0.01%
20,768
+9,844
+90% +$129K
TIPX icon
2312
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$2.02B
$199K ﹤0.01%
+10,346
New +$198K
AY
2313
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$196K ﹤0.01%
+10,023
New +$203K
OIL
2314
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$195K ﹤0.01%
26,614
-18,573
-41% -$130K
MMT
2315
Aberdeen Multi-Market Income Fund
MMT
$237M
$193K ﹤0.01%
33,378
+16,598
+99% +$97.3K
PRTY
2316
DELISTED
Party City Holdco Inc.
PRTY
$192K ﹤0.01%
12,339
-5,238
-30% -$79.2K
SM icon
2317
SM Energy
SM
$9.08B
$191K ﹤0.01%
+10,574
New +$228K
BTZ icon
2318
BlackRock Credit Allocation Income Trust
BTZ
$896M
$190K ﹤0.01%
+14,982
New +$192K
CCJ icon
2319
Cameco
CCJ
$39.6B
$190K ﹤0.01%
+20,918
New +$194K
PVG
2320
DELISTED
PRETIUM RESOURCES INC.
PVG
$190K ﹤0.01%
+28,487
New +$224K
DNR
2321
DELISTED
Denbury Resources, Inc.
DNR
$190K ﹤0.01%
+69,407
New +$164K
AMU
2322
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$189K ﹤0.01%
+12,521
New +$215K
PBFX
2323
DELISTED
PBF LOGISTICS LP
PBFX
$188K ﹤0.01%
+10,201
New +$207K
PIM
2324
Franklin Master Intermediate Income Trust
PIM
$147M
$187K ﹤0.01%
39,869
+29,538
+286% +$141K
FNSR
2325
PUT
DELISTED
Finisar Corp
FNSR
$185K ﹤0.01%
+11,700
New +$221K
91 92
93
94 95

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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.